Next statistics seminar at the University of Edinburgh:
(note DIFFERENT TIME)
Friday 20th February *4 p.m.*
JCMB Room 6301
DAVID LESLIE, University of Bristol
Generalised weakened fictitious play and random belief Equilibrium
Abstract:
Fictitious play is a process by which players of a game adapt their
strategy in response to actions selected by opponents. It is known to
converge to Nash equilibrium in several classes of games. Numerous
variants of fictitious play have been proposed; this work introduces
generalised weakened fictitious play (GWFP), a class of processes which
includes many of these variants. The GWFP process is proved to converge
in the same classes of games as fictitious play, and therefore provides
a unified convergence analysis for the fictitious play-like processes.
Two new learning processes are then introduced and shown to be GWFP
processes. The first, an actor-critic learning process, does not
require players to observe opponent actions, or even take account of the
fact that they are playing a game. The second is a random belief
learning process, in which players construct a belief distribution over
opponent strategy instead of a point estimate. Since both are GWFP
processes, they converge to Nash equilibrium in the same classes of
games as fictitious play is known to converge.
Joint work with E. J. Collins and Claudio Mezzetti
Seminars website: http://www.maths.ed.ac.uk/seminars/list/series/7
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Dr Natalia Bochkina
Lecturer in Statistics
School of Mathematics
King’s Buildings
University of Edinburgh
Mayfield Road
Edinburgh, EH9 3JZ
Tel: 0131 650 8597
Email: [log in to unmask]
Webpage: http://www.maths.ed.ac.uk/~nbochkin/
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The University of Edinburgh is a charitable body, registered in
Scotland, with registration number SC005336.
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