correlated equilibria
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This program finds efficient/inefficient correlated equilibria that maximize/minimize weighted sum of the payoffs in a two player normal form game
max/min w*U1(P)+(1-w)*U2(P)
s.t. P is correlated equilibrium
where U1 and U2 are given n-by-m matrices of payoffs of two players.
Algorithm builds the linear inequalities that represent the rationality constraints for two players. The constraint matrix A is constructed so that if P is the probability distribution over joint actions, and if X=P(:), the correlated equilibrium constraints are A * X <= 0.
The program also plots the convex hull of found correlated equilibria together with the convex hull of given Nash equilibria which can be solved for by Gambit. http://gambit.sourceforge.net
Free download from Shareware Connection - This program finds efficient/inefficient correlated equilibria that maximize/minimize weighted sum of the payoffs in a two player normal form game
Version: 1.0 | Size: 10 KB | Platform: Matlab, Scripts
Released Date: 21-04-2013 | Rating: 0 | Title: correlated equilibria
Author Url: http://www.mathworks.com
Program Info Url: http://www.mathworks.com
Download Url: http://www.mathworks.com/matlabcentral/fx_files/25281/3/ce.zip
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