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Properties and applications of dual reduction

dc.contributor.authorViossat, Yannick
dc.date.accessioned2009-07-07T11:49:57Z
dc.date.available2009-07-07T11:49:57Z
dc.date.issued2010
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/882
dc.descriptionLe fichier attaché est une version également éditée dans les Cahiers de la Chaire "Les Particuliers face aux Risques" de l'Institut de Finance de Dauphine, cahier n° 35, juillet 2009
dc.language.isoenen
dc.subjectLinear dualityen
dc.subjectDual reductionen
dc.subjectNash equilibriumen
dc.subjectCorrelated equilibriumen
dc.subjectThéorie des jeuxen
dc.subject.ddc519en
dc.subject.classificationjelC72en
dc.titleProperties and applications of dual reductionen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenThe 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 that all strategies 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.en
dc.relation.isversionofjnlnameEconomic Theory
dc.relation.isversionofjnlvol44
dc.relation.isversionofjnlissue1
dc.relation.isversionofjnldate2010
dc.relation.isversionofjnlpages53-68
dc.relation.isversionofdoihttp://dx.doi.org/10.1007/s00199-009-0477-6en
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherSpringeren
dc.subject.ddclabelProbabilités et mathématiques appliquéesen


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