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arxiv: 1207.0660 · v2 · pith:5524QOQPnew · submitted 2012-07-03 · 🧮 math.DS · cs.GT

No-regret Dynamics and Fictitious Play

classification 🧮 math.DS cs.GT
keywords dynamicsno-regretfictitiousplayallowsalternativeconvergenceepsilon
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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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