Fictitious play in stochastic games

G.M. Schoenmakers; J. Flesch; F. Thuijsman

doi:10.1007/s00186-007-0158-9

Fictitious play in stochastic games

G.M. Schoenmakers, J. Flesch, F. Thuijsman^*

^*Corresponding author for this work

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

Abstract

In this paper we examine an extension of the fictitious play process for bimatrix games to stochastic games. We show that the fictitious play process does not necessarily converge, not even in the 2 × 2 × 2 case with a unique equilibrium in stationary strategies. Here 2 × 2 × 2 stands for 2 players, 2 states, 2 actions for each player in each state.

Original language	English
Pages (from-to)	315-325
Number of pages	11
Journal	Mathematical Methods of Operations Research
Volume	66
DOIs	https://doi.org/10.1007/s00186-007-0158-9
Publication status	Published - 1 Jan 2007

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title = "Fictitious play in stochastic games",

abstract = "In this paper we examine an extension of the fictitious play process for bimatrix games to stochastic games. We show that the fictitious play process does not necessarily converge, not even in the 2 × 2 × 2 case with a unique equilibrium in stationary strategies. Here 2 × 2 × 2 stands for 2 players, 2 states, 2 actions for each player in each state.",

author = "G.M. Schoenmakers and J. Flesch and F. Thuijsman",

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AU - Thuijsman, F.

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AB - In this paper we examine an extension of the fictitious play process for bimatrix games to stochastic games. We show that the fictitious play process does not necessarily converge, not even in the 2 × 2 × 2 case with a unique equilibrium in stationary strategies. Here 2 × 2 × 2 stands for 2 players, 2 states, 2 actions for each player in each state.

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DO - 10.1007/s00186-007-0158-9

M3 - Article

SN - 1432-2994

VL - 66

SP - 315

EP - 325

JO - Mathematical Methods of Operations Research

JF - Mathematical Methods of Operations Research

ER -

Fictitious play in stochastic games

Abstract

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