Characterize when profile and normal-form correlated equilibria coincide or separate in polytope games
Determine necessary and sufficient conditions on two-player polytope games—where each player’s action set is a convex polytope and utilities are bilinear—for which a separation exists between profile correlated equilibria (defined as correlated strategy profiles whose players each have zero profile swap regret) and normal-form correlated equilibria (defined as correlated equilibria of the vertex normal-form game and projected into the original space). Specifically, characterize the class of polytope games G for which the projection of the set of normal-form correlated equilibria equals the set of profile correlated equilibria, and the class for which there is a strict gap, beyond the known case that the gap disappears when either player’s action set is a simplex.
References
Of course, we can also ask for which polytope games $G$ does a separation exist like that in Theorem~\ref{thm:equilibrium-gap} -- after all, there is no separation for the case of normal-form games, which are special cases of polytope games. Fully characterizing this is an interesting open question, but below we show that this gap disappears whenever either player's action set is a simplex.