Decision Analysis Working Paper Abstract Archive
WP030007

Title: On the Geometry of Nash Equilibria and Correlated Equilibria
Authors: Robert F. Nau, Duke University, Sabrina Gomez Canovas and Pierre Hansen, Group for Research in Decision Analysis (GERAD), École des Hautes Etudes Commerciales and École Polytechnique de Montréal
Date: December 2002
Status: working paper

It is well known that that the set of correlated equilibrium distributions of a noncooperative game is a convex polyhedron that includes all the Nash equilibrium distributions. We demonstrate an elementary yet surprising result: that the Nash equilibria must all lie on the surface of the polyhedron.

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