Formulates chance-constrained correlated equilibria to guarantee incentive compatibility under cost uncertainty, derives dual-based sensitivity results for the value of information, and shows via experiments that intermediate confidence levels can reduce realized coordination costs by up to 35%.
Subjectivity and correlation in randomized strategies,
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Chance-Constrained Correlated Equilibria for Robust Noncooperative Coordination
Formulates chance-constrained correlated equilibria to guarantee incentive compatibility under cost uncertainty, derives dual-based sensitivity results for the value of information, and shows via experiments that intermediate confidence levels can reduce realized coordination costs by up to 35%.