On the convergence of fictitious play

Vijay Krishna; Tomas Sjöström

doi:10.1287/moor.23.2.479

On the convergence of fictitious play

Vijay Krishna, Tomas Sjöström

Economics

Research output: Contribution to journal › Article › peer-review

50 Scopus citations

Abstract

We study the Brown-Robinson fictitious play process for non-zero sum games. We show that, in general, fictitious play cannot converge cyclically to a mixed strategy equilibrium in which both players use more than two pure strategies.

Original language	English (US)
Pages (from-to)	479-511
Number of pages	33
Journal	Mathematics of Operations Research
Volume	23
Issue number	2
DOIs	https://doi.org/10.1287/moor.23.2.479
State	Published - 1998

All Science Journal Classification (ASJC) codes

General Mathematics
Computer Science Applications
Management Science and Operations Research

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10.1287/moor.23.2.479

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On the convergence of fictitious play

Abstract

All Science Journal Classification (ASJC) codes

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