A simple adaptive procedure leading to correlated equilibrium

• 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; Centre de Recerca en Economia Internacional (CREI); Pompeu Fabra University
• 刊物名称: ECONOMETRICA
• ISSN/ISSBN: 0012-9682
• DOI: 10.1111/1468-0262.00153
• 发表日期: 2000
• 页码: 1127-1150
• 关键词: games; Consistency; play

摘要

We propose a new and simple adaptive procedure for playing a game: regret-matching. In this procedure, players may depart from their current play with probabilities that are proportional to measures of regret for not having used other strategies in the past. It is shown that our adaptive procedure guarantees that, with probability one, the empirical distributions of play converge to the set of correlated equilibria of the game.