Maximum Entropy Correlated Equilibria
Author(s)Ortiz, Luis E.; Schapire, Robert E.; Kakade, Sham M.
Learning and Intelligent Systems
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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.
Massachusetts Institute of Technology Computer Science and Artificial Intelligence Laboratory
Game Theory, Graphical Games, Graphical Models, Normal-form Games, Optimization