Hofbauer, Josef; Sandholm, William H. - In: Econometrica 70 (2002) 6, pp. 2265-2294
We establish global convergence results for stochastic fictitious play for four classes of games: games with an interior ESS, zero sum games, potential games, and supermodular games. We do so by appealing to techniques from stochastic approximation theory, which relate the limit behavior of a...