Consistency of vanishing smooth fictitious play

2011/05/09 by Michel Benaïm, Benaïm, Michel, Mathieu Faure +1 · 1 citation
Mathematics · #37B55 (Secondary) #62C12 (Primary) 37B26 #91B06 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR) #math.OC #math.PR #msc:37B26 #msc:37B55 #msc:62C12 #msc:91B06

paper · pdf · doi:10.48550/arxiv.1105.1690

17 pages

arxiv created 2012/11/21 · arxiv updated 2012/11/22

Abstract

We discuss consistency of Vanishing 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.

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