Prove that a bimatrix game with diagonal matrices is a Correlated Equilibrium

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Let $[A,B]$ be a bimatrix game such that both A and B are diagonal matrices with nonnegative diagonal entries. Show that any diagonal matrix $(p_{ij})$ such that $(p_{ij}) \geq \Sigma_{i,j}p_{ij}=1$, is a CE. (Correlated Equilibrium)

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If the elements off the diagonal are zero then there are no profitable deviations when the other player follows the correlated equilibrium:

Suppose player 2 follows the correlated equilibrium. Then you must prove that no other strategy will improve your payoff in expected value. Showing this is very simple in your case: suppose you get the $i$th signal. Player 2 will play his $i$th action and your best response is also to play your $i$th action since the payoff matrix is diagonal. Use this argument for each signal to see that the correlated equilibrium maximizes your payoff for each signal $i$, so it must maximize your expected payoff as well, that is, $\sum p_{I}\pi_{I}$.