Generalised weakened fictitious play

DS Leslie, EJ Collins

Research output: Contribution to journalArticle (Academic Journal)peer-review

109 Citations (Scopus)

Abstract

A general class of adaptive processes in games is developed, which significantly generalises weakened fictitious play (Van der Genugten, 2000) and includes several interesting fictitious-play-like processes as special cases. The general model is rigorously analysed using the best response differential inclusion, and shown to converge in games with the fictitious play property. Furthermore, a new actor-critic process is introduced, in which the only information given to a player is the reward received as a result of selecting an action - a player need not even know they are playing a game. It is shown that this results in a generalised weakened fictitious play process, and can therefore be considered as a first step towards explaining how players might learn to play Nash equilibrium strategies without having any knowledge of the game, or even that they are playing a game.
Translated title of the contributionGeneralised weakened fictitious play
Original languageEnglish
Pages (from-to)285 - 298
Number of pages14
JournalGames and Economic Behavior
Volume56 (2)
DOIs
Publication statusPublished - Aug 2006

Bibliographical note

Publisher: Academic Press

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