Learning in perturbed asymmetric games

• 成果类型: Article
• 署名作者: Hofbauer, J; Hopkins, E
• 署名单位: University of Edinburgh; University of London; University College London
• 刊物名称: GAMES AND ECONOMIC BEHAVIOR
• ISSN/ISSBN: 0899-8256
• DOI: 10.1016/j.geb.2004.06.006
• 发表日期: 2005
• 页码: 133-152
• 关键词: games; learning; best response dynamics; Stochastic fictitious play; Mixed strategy equilibria; zero sum games; potential games

摘要

We investigate the stability of mixed strategy equilibria in 2-person (bimatrix) games under perturbed best response dynamics. A mixed equilibrium is asymptotically stable under all such dynamics if and only if the game is linearly equivalent to a zero sum game. In this case, the mixed equilibrium is also globally asymptotically stable. Global convergence to the set of perturbed equilibria is shown also for (resealed) partnership games, also known as potential games. Lastly, mixed equilibria of partnership games are shown to be always unstable under all dynamics of this class. (c) 2004 Elsevier Inc. All rights reserved.