In Search of Lost Correlation: Correlated Equilibrium via Marginal Actions

Fuente: arXiv
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Main Authors: Chambers, Christopher P., de Sévricourt, Maxime Cugnon, Turansick, Christopher
Format: Preprint
Published: 2026
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author Chambers, Christopher P.
de Sévricourt, Maxime Cugnon
Turansick, Christopher
author_facet Chambers, Christopher P.
de Sévricourt, Maxime Cugnon
Turansick, Christopher
contents In this paper, we study which data can be induced by a correlated equilibrium given a known finite simultaneous move game. We assume that an analyst has access to the frequency of each agent's actions but does not have access to the distribution over joint action profiles. We characterize which sets of marginal distributions over actions arise from some correlated equilibria via a type of no arbitrage condition. An outside observer is unable to make a profit in expectation by independently contracting with each agent and collecting a portion of the total utility gained via unilateral deviation. This characterization naturally extends to Nash equilibria.
format Preprint
id arxiv_https___arxiv_org_abs_2603_02113
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle In Search of Lost Correlation: Correlated Equilibrium via Marginal Actions
Chambers, Christopher P.
de Sévricourt, Maxime Cugnon
Turansick, Christopher
Theoretical Economics
In this paper, we study which data can be induced by a correlated equilibrium given a known finite simultaneous move game. We assume that an analyst has access to the frequency of each agent's actions but does not have access to the distribution over joint action profiles. We characterize which sets of marginal distributions over actions arise from some correlated equilibria via a type of no arbitrage condition. An outside observer is unable to make a profit in expectation by independently contracting with each agent and collecting a portion of the total utility gained via unilateral deviation. This characterization naturally extends to Nash equilibria.
title In Search of Lost Correlation: Correlated Equilibrium via Marginal Actions
topic Theoretical Economics
url https://arxiv.org/abs/2603.02113