Learning to play partially-specified equilibrium
نویسندگان
چکیده
In a partially-specified correlated equilibrium (PSCE ) the players are partially informed of the conditional strategies of the other players, and they best respond to the worst-case possible strategy. We construct a decentralized procedure that converges to PSCE when the monitoring is imperfect. This procedure is based on minimizing conditional regret when players obtain noisy signals that depend on the actions that have been previously played. Journal of Economic Literature classification numbers: C61, C72, D81, D82, D83
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