Cahiers du CEREMADE

Unité Mixte de Recherche du C.N.R.S. N°7534
 
Abstract : We study the structure of the set of equilibrium payoffs in finite games, both for Nash equilibrium and correlated equilibrium. A nonempty subset of R^2 is shown to be the set of Nash equilibrium payoffs of a bimatrix game if and only if it is a finite union of rectangles. Furthermore, we show that for any nonempty finite union of rectangles U and any polytope P in R^2 containing U, there exists a bimatrix game with U as set of Nash equilibrium payoffs and P as set of correlated equilibrium payoffs. The n-player case and the robustness of this result to perturbation of the payoff matrices are also studied.
 
 
Equilibrium payoffs in finite games
LEHRER Ehud, SOLAN Eilon, VIOSSAT Yannick
2007-49
15-11-2007
 
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