Two definitions of correlated equilibrium (Q2201694)

The authors prove that the original and the canonical version of correlated equilibrium, although equivalent from an ex-ante perspective, are actually distinct -- both doxastically as well as behaviourally -- from an interim perspective: while Aumann's correlated equilibrium can be epistemically characterized by common belief in rationality and a common prior, canonical correlated equilibrium additionally requires the condition of one-theory-per-choice.