Nau, Robert; Canovas, Sabrina Gomez; Hansen, Pierre - In: International Journal of Game Theory 32 (2004) 4, pp. 443-453
It is well known that the set of correlated equilibrium distributions of an n-player noncooperative game is a convex polytope that includes all the Nash equilibrium distributions. We demonstrate an elementary yet surprising result: the Nash equilibria all lie on the boundary of the polytope....