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On the Convergence of Ficticious Play

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  • Sjostrom, T.
  • Krishna, V.

Abstract

We study the continuous time Brown-Robinson fictitious play process f or non-zero sum games. We show that, in general, fictitious play cannot converg e cyclically to a mixed strategy equilibrium in which both players use more tha n two pure strategies.
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Suggested Citation

  • Sjostrom, T. & Krishna, V., 1995. "On the Convergence of Ficticious Play," Papers 04-95-07, Pennsylvania State - Department of Economics.
    • Handle: RePEc:fth:pensta:04-95-07
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    References listed on IDEAS

    as
    1. Monderer, Dov & Samet, Dov & Sela, Aner, 1997. "Belief Affirming in Learning Processes," Journal of Economic Theory, Elsevier, vol. 73(2), pages 438-452, April.
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    Cited by:

    1. Gale, Douglas & Rosenthal, Robert W., 1999. "Experimentation, Imitation, and Stochastic Stability," Journal of Economic Theory, Elsevier, vol. 84(1), pages 1-40, January.
    2. Berger, Ulrich, 2007. "Brown's original fictitious play," Journal of Economic Theory, Elsevier, vol. 135(1), pages 572-578, July.
    3. Harris, Christopher, 1998. "On the Rate of Convergence of Continuous-Time Fictitious Play," Games and Economic Behavior, Elsevier, vol. 22(2), pages 238-259, February.
    4. Monderer, Dov & Samet, Dov & Sela, Aner, 1997. "Belief Affirming in Learning Processes," Journal of Economic Theory, Elsevier, vol. 73(2), pages 438-452, April.
    5. Monderer, Dov & Sela, Aner, 1997. "Fictitious play and- no-cycling conditions," Sonderforschungsbereich 504 Publications 97-12, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    6. Ulrich Berger, 2003. "A general model of best response adaptation," Game Theory and Information 0303008, University Library of Munich, Germany.
    7. Ulrich Berger, 2004. "Two More Classes of Games with the Fictitious Play Property," Game Theory and Information 0408003, University Library of Munich, Germany.
    8. Alexander Zimper & Alexander Ludwig, 2009. "On attitude polarization under Bayesian learning with non-additive beliefs," Journal of Risk and Uncertainty, Springer, vol. 39(2), pages 181-212, October.
    9. Ellison, Glenn, 1997. "Learning from Personal Experience: One Rational Guy and the Justification of Myopia," Games and Economic Behavior, Elsevier, vol. 19(2), pages 180-210, May.
    10. Ludwig, Alexander & Zimper, Alexander, 2007. "Attitude polarization," Papers 07-66, Sonderforschungsbreich 504.
    11. JIMENEZ Edward, 2002. "Unified Game Theory," Computing in Economics and Finance 2002 25, Society for Computational Economics.
    12. repec:hal:wpaper:hal-00713871 is not listed on IDEAS
    13. Ulrich Berger, 2003. "Continuous Fictitious Play via Projective Geometry," Game Theory and Information 0303004, University Library of Munich, Germany.
    14. Ulrich Berger, 2003. "Fictitious play in 2xn games," Game Theory and Information 0303009, University Library of Munich, Germany.

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    More about this item

    Keywords

    GAME THEORY;

    JEL classification:

    • C7 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory
    • D8 - Microeconomics - - Information, Knowledge, and Uncertainty

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