On the convergence of fictitious play

Vijay Krishna, Tomas Sjöström

Research output: Contribution to journalArticle

35 Citations (Scopus)

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 - Jan 1 1998

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Fictitious Play
Nonzero-sum Games
Mixed Strategy
Converge
Fictitious play

All Science Journal Classification (ASJC) codes

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

Cite this

Krishna, Vijay ; Sjöström, Tomas. / On the convergence of fictitious play. In: Mathematics of Operations Research. 1998 ; Vol. 23, No. 2. pp. 479-511.
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On the convergence of fictitious play. / Krishna, Vijay; Sjöström, Tomas.

In: Mathematics of Operations Research, Vol. 23, No. 2, 01.01.1998, p. 479-511.

Research output: Contribution to journalArticle

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