On the convergence of fictitious play

Vijay Krishna, Tomas Sjöström

Research output: Contribution to journalArticlepeer-review

41 Scopus citations

Abstract

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.

Original languageEnglish (US)
Pages (from-to)479-511
Number of pages33
JournalMathematics of Operations Research
Volume23
Issue number2
DOIs
StatePublished - 1998

All Science Journal Classification (ASJC) codes

  • Mathematics(all)
  • Computer Science Applications
  • Management Science and Operations Research

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