|
In game theory, a correlated equilibrium is a solution concept that is more general than the well known Nash equilibrium. It was first discussed by mathematician Robert Aumann (1974). The idea is that each player chooses his/her action according to his/her observation of the value of the same public signal. A strategy assigns an action to every possible observation a player can make. If no player would want to deviate from the recommended strategy (assuming the others don't deviate), the distribution is called a correlated equilibrium. ==Formal definition== An -player strategic game is characterized by an action set and utility function for each player . When player chooses strategy and the remaining players choose a strategy profile described by the -tuple , then player 's utility is . A ''strategy modification'' for player is a function . That is, tells player to modify his behavior by playing action when instructed to play . Let be a countable probability space. For each player , let be his information partition, be 's posterior and let , assigning the same value to states in the same cell of 's information partition. Then is a correlated equilibrium of the strategic game if for every player and for every strategy modification : : In other words, is a correlated equilibrium if no player can improve his or her expected utility via a strategy modification. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「correlated equilibrium」の詳細全文を読む スポンサード リンク
|