Consistency of Vanishingly Smooth Fictitious Play

• 成果类型: Article
• 署名作者: Benaim, Michel; Faure, Mathieu
• 署名单位: University of Neuchatel; Centre National de la Recherche Scientifique (CNRS); Aix-Marseille Universite
• 刊物名称: MATHEMATICS OF OPERATIONS RESEARCH
• ISSN/ISSBN: 0364-765X
• DOI: 10.1287/moor.1120.0568
• 发表日期: 2013
• 页码: 437-450
• 关键词: stochastic approximations

摘要

We discuss consistency of vanishingly smooth fictitious play, a strategy in the context of game theory, which can be regarded as a smooth fictitious play procedure, where the smoothing parameter is time dependent and asymptotically vanishes. This answers a question initially raised by Drew Fudenberg and Satoru Takahashi.