A counter-example to Karlin's strong conjecture for fictitious play

Thesis: M. Eng., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 2015.

Bibliographic Details
Main Author: Pan, Qinxuan
Other Authors: Konstantinos Daskalakis.
Format: Thesis
Language:eng
Published: Massachusetts Institute of Technology 2016
Subjects:
Online Access:http://hdl.handle.net/1721.1/100688
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author Pan, Qinxuan
author2 Konstantinos Daskalakis.
author_facet Konstantinos Daskalakis.
Pan, Qinxuan
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spelling mit-1721.1/1006882022-01-13T07:54:01Z A counter-example to Karlin's strong conjecture for fictitious play Pan, Qinxuan Konstantinos Daskalakis. Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science. Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science Electrical Engineering and Computer Science. 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). 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). by Qinxuan Pan. M. Eng. 2016-01-04T20:53:37Z 2016-01-04T20:53:37Z 2015 2015 Thesis http://hdl.handle.net/1721.1/100688 933249721 eng M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission. http://dspace.mit.edu/handle/1721.1/7582 29 pages application/pdf Massachusetts Institute of Technology
spellingShingle Electrical Engineering and Computer Science.
Pan, Qinxuan
A counter-example to Karlin's strong conjecture for fictitious play
title A counter-example to Karlin's strong conjecture for fictitious play
title_full A counter-example to Karlin's strong conjecture for fictitious play
title_fullStr A counter-example to Karlin's strong conjecture for fictitious play
title_full_unstemmed A counter-example to Karlin's strong conjecture for fictitious play
title_short A counter-example to Karlin's strong conjecture for fictitious play
title_sort counter example to karlin s strong conjecture for fictitious play
topic Electrical Engineering and Computer Science.
url http://hdl.handle.net/1721.1/100688
work_keys_str_mv AT panqinxuan acounterexampletokarlinsstrongconjectureforfictitiousplay
AT panqinxuan counterexampletokarlinsstrongconjectureforfictitiousplay