Maximum Entropy Correlated Equilibria
We study maximum entropy correlated equilibria in (multi-player)games and provide two gradient-based algorithms that are guaranteedto converge to such equilibria. Although we do not provideconvergence rates for these algorithms, they do have strong connectionsto other algorithms (such as iterative s...
| Main Authors: | , , |
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| Other Authors: | |
| Language: | en_US |
| Published: |
2006
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| Subjects: | |
| Online Access: | http://hdl.handle.net/1721.1/31339 |
| Summary: | We study maximum entropy correlated equilibria in (multi-player)games and provide two gradient-based algorithms that are guaranteedto converge to such equilibria. Although we do not provideconvergence rates for these algorithms, they do have strong connectionsto other algorithms (such as iterative scaling) which are effectiveheuristics for tasks such as statistical estimation. |
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