No-regret Dynamics and Fictitious Play

Yannick Viossat and 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.

Keywords: Regret minimization; no-regret strategy; fictitious play; best reply dynamics; Nash equilibrium; Hannan set; curb set (search for similar items in EconPapers)
Date: 2013
New Economics Papers: this item is included in nep-hpe
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Published in Journal of Economic Theory, 2013, 148 (2), pp.825-842. ⟨10.1016/j.jet.2012.07.003⟩

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Journal Article: No-regret dynamics and fictitious play (2013)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00713871

DOI: 10.1016/j.jet.2012.07.003

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