A counter-example to Karlin's strong conjecture for fictitious play
Name
933249721-MIT.pdf
Description
Full printable version
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286.39 KB
Format
Adobe PDF
Checksum (MD5)
89892329711473eb9bdf00c7d2fc75f6
Author(s)
Pan, Qinxuan
Advisor(s)
Konstantinos Daskalakis.
Date Issued
2015
Publisher
Massachusetts Institute of Technology
Abstract
Fictitious play is a natural dynamic for equilibrium play in zero-sum games, proposed by Brown , and shown to converge by Robinson . Samuel Karlin conjectured in 1959 that fictitious play converges at rate O(t- 1/ 2) with respect to the number of steps t. We disprove this conjecture by showing that, when the payoff matrix of the row player is the n x n identity matrix, fictitious play may converge (for some tie-breaking) at rate as slow as [Omega](t- 1/n).
Description
Thesis: M. Eng., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 2015.
Cataloged from student-submitted PDF version of thesis.
Includes bibliographical references (pages 23-26).
Subjects
Electrical Engineering and Computer Science.
MIT Department
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
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