On the global convergence of stochastic fictitious play

Econometrica

Volumn 70, Issue 6, 2002, Pages 2265-2294

  Hofbauer, Josef ^a,b   Sandholm, William H ^a,b  

^a UNIVERSITY OF VIENNA   (Austria)

^b UNIVERSITY OF WISCONSIN MADISON   (United States)

Author keywords

Chain recurrence; Discrete choice theory; Learning in games; Stochastic approximation theory; Stochastic fictitious play; Supermodular games

Indexed keywords

APPROXIMATION THEORY; DIFFERENTIAL EQUATIONS; LYAPUNOV METHODS; MATHEMATICAL MODELS; PERTURBATION TECHNIQUES; PROBABILITY; RANDOM PROCESSES;

FICTITIOUS PLAY;

GAME THEORY;

EID: 0036436650     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0262.00376     Document Type: Article

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