Statistics Papers
Document Type
Journal Article
Date of this Version
2007
Publication Source
Journal of Machine Learning Research
Volume
2
Start Page
347
Last Page
354
Abstract
We study maximum entropy correlated equilibria (Maxent CE) in multi-player games. After motivating and deriving some interesting important properties of Maxent CE, we provide two gradient-based algorithms that are guaranteed to converge to it. The proposed algorithms have strong connections to algorithms for statistical estimation (e.g., iterative scaling), and permit a distributed learning-dynamics interpretation. We also briefly discuss possible connections of this work, and more generally of the Maximum Entropy Principle in statistics, to the work on learning in games and the problem of equilibrium selection.
Recommended Citation
Ortiz, L. E., Schapire, R. E., & Kakade, S. M. (2007). Maximum Entropy Correlated Equilibria. Journal of Machine Learning Research, 2 347-354. Retrieved from https://repository.upenn.edu/statistics_papers/151
Date Posted: 27 November 2017