No-regret dynamics and fictitious play

被引：35

作者：

Viossat, Yannick ^{[1
]}

Zapechelnyuk, Andriy ^{[2
]}

机构：

[1] Univ Paris 09, CEREMADE, F-75775 Paris, France

[2] Univ London, Sch Econ & Finance, London E1 4NS, England

来源：

JOURNAL OF ECONOMIC THEORY | 2013年 / 148卷 / 02期

关键词：

Regret minimization; No-regret strategy; Fictitious play; Best-reply dynamics; Nash equilibrium; Hannan set; Curb set; STOCHASTIC APPROXIMATIONS; RESPONSE DYNAMICS; GAMES; CONVERGENCE; REPLICATOR;

D O I：

10.1016/j.jet.2012.07.003

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Potential based no-regret dynamics are shown to be related to fictitious play. Roughly, these are epsilon-best reply dynamics where a is the maximal regret, which vanishes with time. This allows for alternative and sometimes much shorter proofs of known results on convergence of no-regret dynamics to the set of Nash equilibria. (C) 2013 Elsevier Inc. All rights reserved.

引用

页码：825 / 842

页数：18

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