Computing an Extensive-Form Correlated Equilibrium in Polynomial Time
نویسندگان
چکیده
We present a polynomial-time algorithm for finding one extensive form correlated equilibrium (EFCE) for multiplayer extensive games with perfect recall. This the first such algorithm for an equilibrium notion for games of this generality. The EFCE concept has been defined by von Stengel and Forges [1]. Our algorithm extends the constructive existence proof and polynomial-time algorithm for finding a correlated equilibrium in succinctly representable games by Papadimitriou and Roughgarden [2,3]. We describe the set of EFCE with a polynomial number of consistency and incentive constraints, and exponentially many variables. The algorithm employs linear programming duality, the ellipsoid algorithm, and Markov chain steady state computations. We also sketch a possible interpretation of the variables in the dual system.
منابع مشابه
Equilibrium Computation for Extensive Games
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