Existence of correlated equilibria
Mathematics of Operations Research
On the NP-completeness of finding an optimal strategy in games with common payoffs
International Journal of Game Theory
Computing correlated equilibria in multi-player games
Proceedings of the thirty-seventh annual ACM symposium on Theory of computing
Lossless abstraction of imperfect information games
Journal of the ACM (JACM)
Computing correlated equilibria in multi-player games
Journal of the ACM (JACM)
Polynomial-time computation of exact correlated equilibrium in compact games
Proceedings of the 12th ACM conference on Electronic commerce
Maximum causal entropy correlated equilibria for Markov games
The 10th International Conference on Autonomous Agents and Multiagent Systems - Volume 1
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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.