Hart, SergiuMas-Colell, AndreuUniversitat Pompeu Fabra. Departament d'Economia i Empresa2017-07-262017-07-261996-03-01Econometrica, 68, 5, (2000), pp. 1127-1150,http://hdl.handle.net/10230/525We propose a simple adaptive procedure for playing a game. In this procedure, players depart from their current play with probabilities that are proportional to measures of regret for not having used other strategies (these measures are updated every period). It is shown that our adaptive procedure guaranties that with probability one, the sample distributions of play converge to the set of correlated equilibria of the game. To compute these regret measures, a player needs to know his payoff function and the history of play. We also offer a variation where every player knows only his own realized payoff history (but not his payoff function).application/pdfengL'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commonsinfo:eu-repo/semantics/workingPapercorrelated equilibriumnash equilibriumadaptive prodedureregretblackwell approachabilityMicroeconomicsinfo:eu-repo/semantics/openAccess