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A study of Correlated Equilibrium Polytope

A study of Correlated Equilibrium Polytope. By: Jason Sorensen. The set of Correlated Equilibrium is a polytope. Polytope has two equivalent definitions: 1.)The Convex hull of a finite set of points in R^n 2.)The bounded intersection of a finite set of closed half-spaces

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A study of Correlated Equilibrium Polytope

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The Ellipsoid Method

The Ellipsoid Method. Ellipsoid º squashed sphere Start with ball containing (polytope) K . y i = center of current ellipsoid. Given K , find x Î K. If y i Î K then DONE ; (return y i ) If y i  K , use separating hyperplane to chop off infeasible half-ellipsoid. K.

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