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When "Better" is better than "Best"

2020/10/31 by Amiet, Ben, Collevecchio, Andrea, Hamza, Kais
#Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #FOS: Economics and business #Theoretical Economics (econ.TH)

paper · doi:10.48550/arxiv.2011.00239

Abstract

We consider two-player normal form games where each player has the same finite strategy set. The payoffs of each player are assumed to be i.i.d. random variables with a continuous distribution. We show that, with high probability, the better-response dynamics converge to pure Nash equilibrium whenever there is one, whereas best-response dynamics fails to converge, as it is trapped.

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