| Autor: |
Goldberg, Paul W., Savani, Rahul, Sorensen, Troels Bjerre, Ventre, Carmine |
| Rok vydání: |
2011 |
| Předmět: |
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| Druh dokumentu: |
Working Paper |
| Popis: |
We study the performance of Fictitious Play, when used as a heuristic for finding an approximate Nash equilibrium of a 2-player game. We exhibit a class of 2-player games having payoffs in the range [0,1] that show that Fictitious Play fails to find a solution having an additive approximation guarantee significantly better than 1/2. Our construction shows that for n times n games, in the worst case both players may perpetually have mixed strategies whose payoffs fall short of the best response by an additive quantity 1/2 - O(1/n^(1-delta)) for arbitrarily small delta. We also show an essentially matching upper bound of 1/2 - O(1/n). |
| Databáze: |
arXiv |
| Externí odkaz: |
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