Computation of correlated equilibrium with global-optimal expected social welfare

DOI10.1007/S10957-012-9988-6zbMATH Open1237.91019OpenAlexW2036225888MaRDI QIDQ415417FDOQ415417

Authors: Fook Wai Kong, Polyxeni-Margarita Kleniati, Berç Rustem 

Publication date: 8 May 2012

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-012-9988-6

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zbMATH Keywords

polynomial optimizationsemidefinite programmingcommunication networksnoncooperative gamesum of squarescorrelated equilibria

Mathematics Subject Classification ID

Semidefinite programming (90C22) Noncooperative games (91A10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Cites Work

• Global optimization with polynomials and the problem of moments
• Subjectivity and correlation in randomized strategies
• Matrix sum-of-squares relaxations for robust semi-definite programs
• Sums of squares, moment matrices and optimization over polynomials
• Correlated Equilibrium as an Expression of Bayesian Rationality
• Title not available (Why is that?)
• A Simple Adaptive Procedure Leading to Correlated Equilibrium
• The truncated complex $K$-moment problem
• Computing correlated equilibria in multi-player games
• Learning correlated equilibria in games with compact sets of strategies
• Iterative Water-Filling for Gaussian Vector Multiple-Access Channels
• Existence of Correlated Equilibria
• Decentralized Adaptive Filtering Algorithms for Sensor Activation in an Unattended Ground Sensor Network
• The MIMO Iterative Waterfilling Algorithm
• Correlated equilibria in continuous games: characterization and computation

Cited In (1)

• Welfare-maximizing correlated equilibria using Kantorovich polynomials with sparsity

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