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Algorythme de fictitious play et cycles

Author

Listed:
  • Richard BARON

    (Université de Saint-Etienne)

  • Jacques DURIEU

    (Université de Saint-Etienne)

  • Philippe SOLAL

    (Université de Saint-Etienne)

Abstract

Fudenberg et Kreps (1993), Young (1993), et Sela et Herreiner (1999) ont souligné l'insuffisance du critère de convergence en croyances du processus de Fictitious Play dans un cadre d'apprentissage des équilibres de Nash. En conséquence, nous choisissons d'étudier la convergence en stratégies du processus de Fictitious Play dans des jeux de coordination 2x2. Notre propos est de montrer que la convergence en stratégies de ce processus dépend de manière cruciale de la forme des croyances initiales des joueurs. Premièrement, lorsque les croyances initiales forment un profil de stratégies pures, nous établissons que la convergence en stratégies est certaine pour n'importe quelle catégorie de jeux de coordination. Deuxièmement, si les croyances initiales forment un profil de stratégies mixtes, le processus de Fictitious Play converge pour certaines catégories de jeux de coordination. Ainsi, nous caractérisons complètement les conditions assurant la convergence en stratégies.

Suggested Citation

  • Richard BARON & Jacques DURIEU & Philippe SOLAL, 2003. "Algorythme de fictitious play et cycles," Discussion Papers (REL - Recherches Economiques de Louvain) 2003023, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    • Handle: RePEc:ctl:louvre:2003023
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    Keywords

    Apprentissage; Croyances; Equilibre de Nash; Fictitious Play;
    All these keywords.

    JEL classification:

    • C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
    • D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness

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