Fictitious play in stochastic games

G. Schoenmakers, J. Flesch and F. Thuijsman ()

Mathematical Methods of Operations Research, 2007, vol. 66, issue 2, 315-325

Abstract: In this paper we examine an extension of the fictitious play process for bimatrix games to stochastic games. We show that the fictitious play process does not necessarily converge, not even in the 2 × 2 × 2 case with a unique equilibrium in stationary strategies. Here 2 × 2 × 2 stands for 2 players, 2 states, 2 actions for each player in each state. Copyright Springer-Verlag 2007

Keywords: Non-cooperative games; Stochastic games; Fictitious play (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/s00186-007-0158-9

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