General-Sum Games: Correlated Equilibria
نویسنده
چکیده
This lecture introduces a generalization of Nash equilibrium due to Aumann [1] known as correlated equilibrium, which allows for possible dependencies in strategic choices. A daily example of a correlated equilibrium is a traffic light: a red (green) signal suggests that cars should stop (go), and following each suggestion is of course rational. Following Aumann [2], we present two definitions of correlated equilibrium and we prove their equivalence. In the first, correlated equilibrium is viewed as the natural outcome of Bayesian rationality in information games; in the second, correlated equilibrium is viewed as a natural generalization of Nash equilibrium that allows for correlations in the players' strategic choices. Information games are an extension of strategic form games in which the relevant information on which the players base their decisions is modeled explicitly.
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