Centre for Discrete and Applicable Mathematics

 CDAM Research Report, LSE-CDAM-2001-03

August 2001

Computational Complexity of Correlated Equilibria for Extensive Games

Bernhard von Stengel


Correlated equilibria are more general than Nash equilibria. For games in strategic form, they are also easier to compute. This no longer holds when the game is given in extensive form. We show that for an extensive two-player game with perfect recall, even without chance moves, it is computationally difficult (NP-hard) to find a correlated equilibrium with maximum payoff sum. Even with a modified definition of correlated equilibria for extensive games, NP-hardness applies to any such concept that amounts to a distribution on pure strategy profiles.

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