Computation of correlated equilibrium with global-optimal expected social welfare

DOI10.1007/S10957-012-9988-6MaRDI QIDQ415417zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 527343 (Why is no real title available?)
• A Simple Adaptive Procedure Leading to Correlated Equilibrium
• Computing correlated equilibria in multi-player games
• Correlated Equilibrium as an Expression of Bayesian Rationality
• Correlated equilibria in continuous games: characterization and computation
• Decentralized Adaptive Filtering Algorithms for Sensor Activation in an Unattended Ground Sensor Network
• Existence of Correlated Equilibria
• Global optimization with polynomials and the problem of moments
• Iterative Water-Filling for Gaussian Vector Multiple-Access Channels
• Learning correlated equilibria in games with compact sets of strategies
• Matrix sum-of-squares relaxations for robust semi-definite programs
• Subjectivity and correlation in randomized strategies
• Sums of squares, moment matrices and optimization over polynomials
• The MIMO Iterative Waterfilling Algorithm
• The truncated complex $K$-moment problem

Cited in

(1)

• Welfare-maximizing correlated equilibria using Kantorovich polynomials with sparsity

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