On Adaptive Heuristics that Converge to Correlated Equilibrium

Abstract

I study the path properties of adaptive heuristics that mimic the natural dynamics of play in a game and converge to the set of correlated equilibria. Despite their apparent differences, I show that these heuristics have an abstract representation as a sequence of probability distributions that satisfy a number of common properties. These properties arise due to the topological structure of the set of correlated equilibria. The characterizations that I obtain have useful applications in the study of the convergence of the heuristics.