Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/56351
Authors: 
Viossat, Yannick
Year of Publication: 
2006
Series/Report no.: 
SSE/EFI Working Paper Series in Economics and Finance 641
Abstract: 
A pure strategy is coherent if it is played with positive probability in at least one correlated equilibrium. A game is pre-tight if in every correlated equilibrium, all incentives constraints for non deviating to a coherent strategy are tight. We show that there exists a Nash equilibrium in the relative interior of the correlated equilibrium polytope if and only if the game is pre-tight. Furthermore, the class of pre-tight games is shown to include and generalize the class of two-player zero-sum games.
Subjects: 
correlated equilibrium
Nash equilibrium
zero-sum games
dual reduction
JEL: 
C72
Document Type: 
Working Paper

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