协调博弈中虚拟博弈的非收敛性

On the Nonconvergence of Fictitious Play in Coordination Games

Games and Economic Behavior · 1998
被引 56
人大 AABS 3

中文导读

通过例子说明虚拟博弈类学习规则在某些协调博弈中不收敛,而加入遗忘和随机扰动的变体长期能以概率1实现协调。

Abstract

It is shown by example that learning rules of the fictitious play type fail to converge in certain kinds of coordination games. Variants of fictitious play in which past actions are eventually forgotten and that incorporate small stochastic perturbations are better behaved for this class of games: over the long run, players coordinate with probability one.Journal of Economic LiteratureClassification Numbers: C70, C72.

虚拟博弈协调博弈非收敛性随机扰动