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Algorithme de fictitious play et cycles

Author

Listed:
  • Richard Baron

    (CREUSET - Centre de Recherche Economique de l'Université de Saint-Etienne - UJM - Université Jean Monnet - Saint-Étienne)

  • Jacques Durieu

    (CREUSET - Centre de Recherche Economique de l'Université de Saint-Etienne - UJM - Université Jean Monnet - Saint-Étienne)

  • Philippe Solal

    (CREUSET - Centre de Recherche Economique de l'Université de Saint-Etienne - UJM - Université Jean Monnet - Saint-Étienne)

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.
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Richard Baron & Jacques Durieu & Philippe Solal, 2003. "Algorithme de fictitious play et cycles," Post-Print halshs-03216538, HAL.
  • Handle: RePEc:hal:journl:halshs-03216538
    DOI: 10.3917/rel.692.0167
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    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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