{"title":"Correlated equilibrium of games with concave potential functions","authors":"Zhigang Cao , Zhibin Tan , Jinchuan Zhou","doi":"10.1016/j.orl.2025.107241","DOIUrl":null,"url":null,"abstract":"<div><div>Neyman (1997) proves in a classical paper that, under certain mild regularity conditions, any strategic game with a smooth strictly concave potential function has a unique correlated equilibrium. We generalize this result by relaxing the smoothness condition, allowing the potential function to include a second part that is not necessarily smoothly concave but separably concave.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107241"},"PeriodicalIF":0.8000,"publicationDate":"2025-01-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Operations Research Letters","FirstCategoryId":"91","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0167637725000021","RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"OPERATIONS RESEARCH & MANAGEMENT SCIENCE","Score":null,"Total":0}
引用次数: 0
Abstract
Neyman (1997) proves in a classical paper that, under certain mild regularity conditions, any strategic game with a smooth strictly concave potential function has a unique correlated equilibrium. We generalize this result by relaxing the smoothness condition, allowing the potential function to include a second part that is not necessarily smoothly concave but separably concave.
期刊介绍:
Operations Research Letters is committed to the rapid review and fast publication of short articles on all aspects of operations research and analytics. Apart from a limitation to eight journal pages, quality, originality, relevance and clarity are the only criteria for selecting the papers to be published. ORL covers the broad field of optimization, stochastic models and game theory. Specific areas of interest include networks, routing, location, queueing, scheduling, inventory, reliability, and financial engineering. We wish to explore interfaces with other fields such as life sciences and health care, artificial intelligence and machine learning, energy distribution, and computational social sciences and humanities. Our traditional strength is in methodology, including theory, modelling, algorithms and computational studies. We also welcome novel applications and concise literature reviews.