AApproximate Target Maximum Welfare Minimum Relative Entropy Equilbiria We use a Minimum Relative Entropy (RME) (also known as minimum KL divergence) Pa (a)ln

This objective is similar to Maximum Entropy Correlated Equilibrium (MECE) [48], and the proofs here are similar to the framework set out there. A drawback of MECE is that it is not easy to determine the minimum p permissible. If we choose p that does not permit a valid solution, then the parameters will diverge. We can circumvent this problem by optimizing the distance to a target ˆ p. And µis for balancing the linear objective.