Correlated Equilibria in Extensive Form Games


  • Specify multi-player extensive form games as tree structures, with potentially imperfect information
    • Convert from extensive form to normal (strategic) form games
    • Convert from extensive form to sequence form games
  • Compute correlated equilibria using linear programming techniques
    • Simplex
    • Lemke-Howlson
  • Reinforcement Learning Algorithms
    • Weighted Majority
    • Perturbed Follow-the-Leader
    • Regularized Follow-the-Leader

Coming Soon in Feb. 2020

  • Compute correlated equilibria using counterfactual regret minimization algorithms

Reference Papers

Ph.D. Student in Economics and Statistics

I am an Economics Ph.D. candidate at MIT, and former Senior Research Analyst on the dynamic stochastic general equilibrium (DSGE) team in the Macroeconomic and Monetary Studies function at the NY Fed. Views expressed are my own.