In this paper we investigate the set of correlated equilibria of bimatrix games. These equilibria are interesting, because they can result in outcome profiles that are not feasible as a result of Nash equilibria. After giving an example to illustrate the various concepts, we present a Projection Theorem which relates the two types of equilibria. Some lemmas are provided to clarify and extend this theorem.
Peeters, R. J. A. P., Hendrickx, R. L. P., & Potters, J. A. M. (2002). A Relation between Nash Equilibria and Correlated Equilibria. International Game Theory Review, 4, 405-414. https://doi.org/10.1142/S021919890200077X