G-2003-39
On the Geometry of Nash Equilibria and Correlated Equilibria
R Nau, S Gomez Canovas et Pierre Hansen
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.
Paru en juin 2003 , 12 pages