TY - GEN
T1 - Smooth Fictitious Play in N × 2 Potential Games
AU - Swenson, Brian
AU - Poor, H. Vincent
N1 - Funding Information:
This work was partially supported by the Air Force Office of Scientific Research under MURI Grant FA9550-18-1-0502. The authors are with the Department of Electrical Engineering, Princeton University, Princeton, NJ 08540 ([email protected] and [email protected]),
Publisher Copyright:
© 2019 IEEE.
PY - 2019/11
Y1 - 2019/11
N2 - The paper shows that smooth fictitious play converges to a neighborhood of a pure-strategy Nash equilibrium with probability 1 in almost all N × 2 (N-player, two-action) potential games. The neighborhood of convergence may be made arbitrarily small by taking the smoothing parameter to zero. Simple proof techniques are furnished by considering regular potential games.
AB - The paper shows that smooth fictitious play converges to a neighborhood of a pure-strategy Nash equilibrium with probability 1 in almost all N × 2 (N-player, two-action) potential games. The neighborhood of convergence may be made arbitrarily small by taking the smoothing parameter to zero. Simple proof techniques are furnished by considering regular potential games.
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U2 - 10.1109/IEEECONF44664.2019.9048995
DO - 10.1109/IEEECONF44664.2019.9048995
M3 - Conference contribution
AN - SCOPUS:85083342303
T3 - Conference Record - Asilomar Conference on Signals, Systems and Computers
SP - 1739
EP - 1743
BT - Conference Record - 53rd Asilomar Conference on Circuits, Systems and Computers, ACSSC 2019
A2 - Matthews, Michael B.
PB - IEEE Computer Society
T2 - 53rd Asilomar Conference on Circuits, Systems and Computers, ACSSC 2019
Y2 - 3 November 2019 through 6 November 2019
ER -