Regret-based continuous-time dynamics
成果类型：
Article
署名作者：
Hart, S; Mas-Colell, A
署名单位：
Hebrew University of Jerusalem; Hebrew University of Jerusalem; Pompeu Fabra University
刊物名称：
GAMES AND ECONOMIC BEHAVIOR
ISSN/ISSBN：
0899-8256
DOI：
10.1016/S0899-8256(03)00178-7
发表日期：
2003
页码：
375-394
关键词：
摘要：
\Regret-based dynamics have been introduced and studied in the context of discrete-time repeated play. Here we carry out the corresponding analysis in continuous time. We observe that, in contrast to (smooth) fictitious play or to evolutionary models, the appropriate state space for this analysis is the space of distributions on the product of the players' pure action spaces (rather than the product of their mixed action spaces). We obtain relatively simple proofs for some results known in the discrete case (related to 'no-regret' and correlated equilibria), and also a new result on two-person potential games (for this result we also provide a discrete-time proof). (C) 2003 Elsevier Inc. All rights reserved.