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Axioms for Correlated Equilibrium

Theoretical Economics 2026-07-07 v1

Abstract

We characterize correlated equilibrium in finite normal-form games. Interpreting correlated strategies as action recommendations, we show that correlated equilibrium is the unique solution concept that never recommends a pure-strategy dominated action, treats payoff-equivalent actions interchangeably, and respects the sure-thing principle under uncertainty about payoffs and the correlation device. A parallel characterization identifies coarse correlated equilibrium among solution concepts that recommend dominant actions whenever they exist and treat payoff-equivalent actions as strongly interchangeable.

Cite

@article{arxiv.2607.06282,
  title  = {Axioms for Correlated Equilibrium},
  author = {Florian Brandl},
  journal= {arXiv preprint arXiv:2607.06282},
  year   = {2026}
}