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Correlated equilibrium as an expression of Bayesian rationality. (English) Zbl 0633.90094
This paper attempts to show that the Bayesian approach to a noncooperative game derives the concept of a correlated equilibrium due to the present author. More concretely, it is argued that if each player receives some information about chance move and it involves his and the other players’ choices of strategies (which is not an assumption but a theorem derived from the definitions of information partitions according to the author (he does not give a formal theory to it)), then the choices should constitute a correlated equilibrium. Although this result is mathematically almost trivial, the purpose of this paper is to point this triviality out.
Reviewer: M.Kaneko

MSC:
91A10 Noncooperative games
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