相关论文: Empirical Analysis of Fictitious Play for Nash Equ…
Fictitious play is an algorithm for computing Nash equilibria of matrix games. Recently, machine learning variants of fictitious play have been successfully applied to complicated real-world games. This paper presents a simple modification…
We investigate how well continuous-time fictitious play in two-player games performs in terms of average payoff, particularly compared to Nash equilibrium payoff. We show that in many games, fictitious play outperforms Nash equilibrium on…
Fictitious play (FP) is one of the most fundamental game-theoretical learning frameworks for computing Nash equilibrium in $n$-player games, which builds the foundation for modern multi-agent learning algorithms. Although FP has provable…
In 1964 Shapley devised a family of games for which fictitious play fails to converge to Nash equilibrium. The games are two-player non-zero-sum with 3 pure strategies per player. Shapley assumed that each player played a specific pure…
We study the performance of Fictitious Play, when used as a heuristic for finding an approximate Nash equilibrium of a 2-player game. We exhibit a class of 2-player games having payoffs in the range [0,1] that show that Fictitious Play…
Fictitious play is a popular learning algorithm in which players that utilize the history of actions played by the players and the knowledge of their own payoff matrix can converge to the Nash equilibrium under certain conditions on the…
Fictitious play (FP) is a history-based strategy to choose actions in normal-form games, where players best-respond to the empirical frequency of their opponents' past actions. While it is well-established that FP converges to the set of…
In this paper, a Nash-type fictitious game framework is introduced to handle a time-inconsistent linear-quadratic optimal control. The Nash-type game in this framework is called fictitious as it is between the decision maker (called real…
The paper shows that smooth fictitious play converges to a neighborhood of a pure-strategy Nash equilibrium with probability 1 in almost all $N\times 2$ ($N$-player, two-action) potential games. The neighborhood of convergence may be made…
Fictitious Play (FP) is a simple and natural dynamic for repeated play with many applications in game theory and multi-agent reinforcement learning. It was introduced by Brown (1949,1951) and its convergence properties for two-player…
Fictitious play has recently emerged as the most accurate scalable algorithm for approximating Nash equilibrium strategies in multiplayer games. We show that the degree of equilibrium approximation error of fictitious play can be…
Fictitious play (FP) is a well-studied algorithm that enables agents to learn Nash equilibrium in games with certain reward structures. However, when agents have no prior knowledge of the reward functions, FP faces a major challenge: the…
We introduce a simple extensive-form algorithm for finding equilibria of two-player, zero-sum games. The algorithm is realization equivalent to a generalized form of Fictitious Play. We compare its performance to that of a similar…
We propose a reinforcement learning algorithm for stationary mean-field games, where the goal is to learn a pair of mean-field state and stationary policy that constitutes the Nash equilibrium. When viewing the mean-field state and the…
In this paper, we apply the idea of fictitious play to design deep neural networks (DNNs), and develop deep learning theory and algorithms for computing the Nash equilibrium of asymmetric $N$-player non-zero-sum stochastic differential…
We present a novel variant of fictitious play dynamics combining classical fictitious play with Q-learning for stochastic games and analyze its convergence properties in two-player zero-sum stochastic games. Our dynamics involves players…
Creating strong agents for games with more than two players is a major open problem in AI. Common approaches are based on approximating game-theoretic solution concepts such as Nash equilibrium, which have strong theoretical guarantees in…
Decentralised optimisation tasks are important components of multi-agent systems. These tasks can be interpreted as n-player potential games: therefore game-theoretic learning algorithms can be used to solve decentralised optimisation…
Many important real-world settings contain multiple players interacting over an unknown duration with probabilistic state transitions, and are naturally modeled as stochastic games. Prior research on algorithms for stochastic games has…
The central result of classical game theory states that every finite normal form game has a Nash equilibrium, provided that players are allowed to use randomized (mixed) strategies. However, in practice, humans are known to be bad at…