No-regret Dynamics and Fictitious Play

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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Year of publication:	2013
Authors:	Viossat, Yannick ; Zapechelnyuk, Andriy
Institutions:	HAL
Subject:	Regret minimization \| no-regret strategy \| fictitious play \| best reply dynamics \| Nash equilibrium \| Hannan set \| curb set

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Extent:	application/pdf
Series:	Post-Print.
Type of publication:	Book / Working Paper
Notes:	View the original document on HAL open archive server: http://hal.archives-ouvertes.fr/hal-00713871 Published, Journal of Economic Theory, 2013, 148, 2, 825-842
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010820926