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Brown’s original fictitious play. (English) Zbl 1186.91042

Summary: What modern game theorists describe as “fictitious play” is not the learning process G. W. Brown defined in his 1951 paper [in: Activity Analysis of Production and Allocation, Chap. XXIV, 374-376 (1951; Zbl 0045.09902)]. Brown’s original version differs in a subtle detail, namely the order of belief updating. In this note we revive Brown’s original fictitious play process and demonstrate that this seemingly innocent detail allows for an extremely simple and intuitive proof of convergence in an interesting and large class of games: nondegenerate ordinal potential games.

MSC:

91A26 Rationality and learning in game theory

Citations:

Zbl 0045.09902

References:

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