Properties and applications of dual reduction

Yannick Viossat (1)

1 CEREMADE - CEntre de REcherches en MAthématiques de la DEcision

The dual reduction process, introduced by Myerson, allows to reduce a finite game into a smaller dimensional game such that any equilibrium of the reduced game is an equilibrium of the original game. This holds both for Nash equilibrium and correlated equilibrium. We present examples of applications of dual reduction and argue that this is a useful tool to study Nash equilibria and correlated equilibria. We then investigate its properties.

Mots clés: correlated equilibrium; Nash equilibrium; dual reduction

Mots clés: équilibre corrélé; équilibre de Nash; réduction duale

Domaines: Economies et finances; Optimisation et contrôle [math.OC]

Yannick Viossat. Properties and applications of dual reduction. 2007. ⟨hal-00264031v1⟩