Consistency of vanishing smooth fictitious play
Probability
2012-11-22 v2 Optimization and Control
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.
Keywords
Cite
@article{arxiv.1105.1690,
title = {Consistency of vanishing smooth fictitious play},
author = {Michel Benaïm and Mathieu Faure},
journal= {arXiv preprint arXiv:1105.1690},
year = {2012}
}
Comments
17 pages