全球智库信息集成服务系统(G2TT): Learning Dynamics in Games with Stochastic Perturbations.

G2TT

来源类型	Monograph (IIASA Working Paper)
规范类型	论文
	Learning Dynamics in Games with Stochastic Perturbations.
	Kaniovski YM; Young HP
发表日期	1994
出版者	IIASA, Laxenburg, Austria: WP-94-030
出版年	1994
语种	英语
摘要	Consider a game that is played repeatedly by two populations of agents. In fictitious play, agents learn by choosing best replies to the frequency distribution of actions taken by the other side. We consider a more general class of learning processes in which agents' choices are perturbed by incomplete information about what the other side has done, variability in their payoffs, and unexplained trembles. These perturbed best reply dynamics define a non-stationary Markov process on an infinite state space. We show that for 2x2 games it converges with probability one to a neighborhood of the stable Nash equilibria, whether pure or mixed. This generalizes a result of Fudenberg and Kreps, who demonstrate convergence when the game has a unique mixed equilibrium.
主题	Technological and Economic Dynamics (TED)
URL	http://pure.iiasa.ac.at/id/eprint/4179/
来源智库	International Institute for Applied Systems Analysis (Austria)
资源类型	智库出版物
条目标识符	http://119.78.100.153/handle/2XGU8XDN/124293
推荐引用方式 GB/T 7714	Kaniovski YM,Young HP. Learning Dynamics in Games with Stochastic Perturbations.. 1994.