Learning Correlated Equilibria
One of the advantages of correlated equilibria is that they are computationally less expensive than are Nash equilibria. This can be captured by the fact that computing a correlated equilibrium only requires solving a linear program whereas solving a Nash equilibrium requires finding its fixed point completely. Another way of seeing this is that it is possible for two players to respond to each other's historical plays of a game and end up converging to a correlated equilibrium.
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