Fictitious play in 2 X n games

• 成果类型: Article
• 署名作者: Berger, U
• 署名单位: Vienna University of Economics & Business
• 刊物名称: JOURNAL OF ECONOMIC THEORY
• ISSN/ISSBN: 0022-0531
• DOI: 10.1016/j.jet.2004.02.003
• 发表日期: 2005
• 页码: 139-154
• 关键词: Fictitious play; Learning process; 2 X n games

摘要

It is known that every discrete-time fictitious play process approaches equilibrium in nondegenerate 2 x 2 games, and that every continuous-time fictitious play process approaches equilibrium in nondegenerate 2 x 2 and 2 x 3 games. It has also been conjectured that convergence to the set of equilibria holds generally for nondegenerate 2 x n games. We give a simple geometric proof of this for the continuous-time process, and also extend the result to discrete-time fictitious play. (C) 2004 Elsevier Inc. All rights reserved.