HAL : hal-00264031, version 2

arXiv : 0803.2091

DOI : 10.1007/s00199-009-0477-6

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Economic Theory 44 (2010) 53--68

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v1 (14-03-2008)

v2 (04-07-2008)

Properties and applications of dual reduction

Yannick Viossat 1

(2010)

The dual reduction process, introduced by Myerson, allows a finite game to be reduced to a smaller-dimensional game such that any correlated equilibrium of the reduced game is an equilibrium of the original game. We study the properties and applications of this process. It is shown that generic two-player normal form games have a unique full dual reduction (a known refinement of dual reduction) and all strat- egies that have probability zero in all correlated equilibria are eliminated in all full dual reductions. Among other applications, we give a linear programming proof of the fact that a unique correlated equilibrium is a Nash equilibrium, and improve on a result due to Nau, Gomez-Canovas and Hansen on the geometry of Nash equilibria and correlated equilibria.

1 :	CEntre de REcherches en MAthématiques de la DEcision (CEREMADE)
	CNRS : UMR7534 – Université Paris IX - Paris Dauphine

Domaine

:

Sciences de l'Homme et Société/Economies et finances Mathématiques/Optimisation et contrôle

Mots Clés : correlated equilibrium – Nash equilibrium – dual reduction

hal-00264031, version 2

http://hal.archives-ouvertes.fr/hal-00264031

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Contributeur : Yannick Viossat <>

Soumis le : Vendredi 4 Juillet 2008, 13:52:44

Dernière modification le : Lundi 30 Janvier 2012, 10:06:49