von Stengel, Bernhard 
ORCID: 0000-0002-3488-8322 and Forges, Francoise
(2008)
Extensive-form correlated equilibrium: definition and computational complexity.
Mathematics of Operations Research, 33 (4).
pp. 1002-1022.
ISSN 0364-765X
Abstract
This paper defines the extensive-form correlated equilibrium (EFCE) for extensive games with perfect recall. The EFCE concept extends Aumann's strategic-form correlated equilibrium (CE). Before the game starts, a correlation device generates a move for each information set. This move is recommended to the player only when the player reaches the information set. In two-player perfect-recall extensive games without chance moves, the set of EFCE can be described by a polynomial number of consistency and incentive constraints. Assuming P is not equal to NP, this is not possible for the set of CE, or if the game has chance moves.
| Item Type: | Article |
|---|---|
| Additional Information: | © 2008 INFORMS |
| Divisions: | Mathematics |
| Subjects: | Q Science > QA Mathematics |
| Date Deposited: | 18 Feb 2009 11:28 |
| Last Modified: | 21 Apr 2024 22:27 |
| URI: | http://eprints.lse.ac.uk/id/eprint/22840 |
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