On the geometry of Nash equilibria and correlated equilibria

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Abstract

It is well known that the set of correlated equilibrium distributions of an n-player noncooperative game is a convex polytope that includes all the Nash equilibrium distributions. We demonstrate an elementary yet surprising result: the Nash equilibria all lie on the boundary of the polytope.

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Nau, R., Canovas, S. G., & Hansen, P. (2004). On the geometry of Nash equilibria and correlated equilibria. International Journal of Game Theory, 32(4), 443–453. https://doi.org/10.1007/s001820300162

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