- The main subroutine celp.m.
- An example of how to call it: runce.m.
- A linear-program solver used in the example: iqph.m. (There's a lot more detail about this solver elsewhere on my site.)

P = 0.0000 0.1667 0.1667 0.1667 0.0000 0.1667 0.1667 0.1667 0.0000 P1 value 0.5 P2 value 0.5And, here is a visualization of the set of correlated equilibria of another game:

The game is a version of the famous “Battle of the Sexes” game, with the following payoffs (the first matrix gives one player's payoffs for each joint action, while the second matrix gives the other player's payoffs):

F O F O F 3 0 4 0 O 0 4 0 3Each corner of the pyramid represents a pair of strategies. Internal points represent distributions over strategy pairs; the blue hyperbola is the set of distributions in which the two players randomize independently, and the green solid is the set of correlated equilibria. The intersections between these two sets are the Nash equilibria (of which this game has three).