Groupe d’études et de recherche en analyse des décisions

G-2003-39

On the Geometry of Nash Equilibria and Correlated Equilibria

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It is well known that the set of correlated equilibrium distributions of a noncooperative game is a convex polytope that includes all the Nash equilibrium distributions. We demonstrate an elementary yet surprising result: the Nash equilibria all lie on the boundary of the polytope.

, 12 pages