% payoffs for the Shapley game R = [0 0 1; 1 0 0; 0 1 0]; S = R'; % use celp to build constraints describing the region of correlated % equilibria ntot = numel(R); A = [celp(R); celp(S); eye(ntot)]; b = zeros(size(A,1),1); E = ones(1,ntot); d = -1; % parameters for solving linear programs par.verbose = 0; par.epsilon = 1e-5; % find some random corners of the set of correlated equilibria and % display them. for i = 1:5 c = randn * R(:) + randn * S(:); [val, pr, du] = iqph(1e-4, c, A, b, E, d, par); P = reshape(pr, size(R,1), []) fprintf('P1 value %g\n', P(:)'*R(:)); fprintf('P2 value %g\n\n', P(:)'*S(:)); end