A General Class of Adaptive Strategies
Опубликовано на портале: 11-11-2004
Journal of Economic Theory.
2001.
Vol. 98.
No. 1 (5).
P. 26-54.
Тематический раздел:
We exhibit and characterize an entire class of simple adaptive strategies, in the
repeated play of a game, having the Hannan-consistency property: In the long-run,
the player is guaranteed an average payoff as large as the best-reply payoff to the
empirical distribution of play of the other players; i.e., there is no "regret."
Smooth fictitious play (Fudenberg and Levine [1995]) and regret-matching (Hart and
Mas-Colell [1998]) are particular cases. The motivation and application of this work
come from the study of procedures whose empirical distribution of play is, in the
long-run, (almost) a correlated equilibrium. The basic tool for the analysis is a
generalization of Blackwell's [1956a] approachability strategy for games with vector
payoffs.
Ключевые слова
adaptive strategy approachability correlated equilibrium fictitious play адаптация стратегия адаптации
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