No-regret Dynamics and Fictitious Play

Yannick Viossat (1) , Andriy Zapechelnyuk (2)

1 CEREMADE - CEntre de REcherches en MAthématiques de la DEcision
2 School of Economics and Finance, Queen Mary, University of London

Potential based no-regret dynamics are shown to be related to fictitious play. This allows to give alternative and sometimes much shorter proofs of known results on convergence of no-regret dynamics to the set of Nash equilibria.

Mots clés: Regret minimization; no-regret strategy; fictitious play; best reply dynamics; Nash equilibrium; Hannan set; curb set

Domaines: Economies et finances; Systèmes dynamiques [math.DS]

Yannick Viossat, Andriy Zapechelnyuk. No-regret Dynamics and Fictitious Play. 2012. ⟨hal-00713871v1⟩