Brautbar, MichaelKearns, Michael JSyed, Umar2023-05-222023-05-222010-07-012012-07-24https://repository.upenn.edu/handle/20.500.14332/6716We consider risk-sensitive generalizations of Nash and correlated equilibria in noncooperative games. We prove that, except for a class of degenerate games, unless a two-player game has a pure Nash equilibrium, it does not have a risksensitive Nash equilibrium. We also show that every game has a risk-sensitive correlated equilibrium. The striking contrast between these existence results is due to the different sources of randomization in Nash (private randomization) and correlated equilibria (third-party randomization).Computer SciencesPresentation