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arXiv · 1207.0660

No-regret Dynamics and Fictitious Play

Yannick Viossat·Andriy Zapechelnyuk
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Abstract

Potential based no-regret dynamics are shown to be related to fictitious play. Roughly, these are epsilon-best reply dynamics where epsilon is the maximal regret, which vanishes with time. This allows for alternative and sometimes much shorter proofs of known results on convergence of no-regret dynamics to the set of Nash equilibria.

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Yannick Viossat, Andriy Zapechelnyuk. 2012-09-07. No-regret Dynamics and Fictitious Play. https://doi.org/10.1016/j.jet.2012.07.003

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