On the Convergence of Fictitious Play

We study the Brown-Robinson fictitious play process for non-zero sum games. We show that, in general, fictitious play cannot converge cyclically to a mixed-strategy equilibrium in which both players use more than two pure strategies.

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Work Title On the Convergence of Fictitious Play
Access
Open Access
Creators
  1. Vijay Krishna
  2. Tomas Sjostrom
Keyword
  1. Fictitious play
  2. Brown-Robinson play
  3. non-zero-sum games
License GNU General Public License (GPLv3)
Work Type Article
Publication Date May 2, 1998
Deposited June 06, 2022

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Version 1
published

  • Created
  • Updated
  • Updated
  • Added Creator Vijay Krishna
  • Added Creator Tomas Sjostrom
  • Added Krishna and Sjostrom MOR (1998).pdf
  • Updated License Show Changes
    License
    • https://www.gnu.org/licenses/gpl.html
  • Published
  • Updated Publication Date Show Changes
    Publication Date
    • 1998
    • 1998-05-02
  • Updated Keyword, Description Show Changes
    Keyword
    • Fictitious play, Brown-Robinson play, non-zero-sum games
    Description
    • We study the Brown-Robinson fictitious play process for non-zero sum games. We show that, in general, fictitious play cannot converge cyclically to a mixed-strategy equilibrium in which both players use more that two pure strategies.
    • We study the Brown-Robinson fictitious play process for non-zero sum games. We show that, in general, fictitious play cannot converge cyclically to a mixed-strategy equilibrium in which both players use more than two pure strategies.

Version 2
published

  • Created
  • Updated License Show Changes
    License
    • https://www.gnu.org/licenses/gpl.html
    • https://creativecommons.org/licenses/by-nc/4.0/
  • Published

Version 3
published

  • Created
  • Updated Publisher Show Changes
    Publisher
    • Mathematics of Operations Research
  • Published

Version 4
published

  • Created
  • Updated Publication Date Show Changes
    Publication Date
    • 1998-05-02
    • 1998
  • Published