A simple adaptive procedure leading to correlated equilibrium
A simple adaptive procedure leading to correlated equilibrium
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DOI：
10.1111/1468-0262.00153
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发表时间：
2000-09-01
期刊：
影响因子：
6.1
通讯作者：
Mas-Colell, A
中科院分区：
文献类型：
--
作者：
Hart, S;Mas-Colell, A
我们提出了一个新的和简单的自适应程序玩游戏：“遗憾匹配。“在这个过程中，玩家可能会离开他们目前的游戏，其概率与过去没有使用其他策略的遗憾程度成正比。它表明，我们的自适应程序保证，概率为1，经验分布的发挥收敛到一组相关的均衡的游戏。
We propose a new and simple adaptive procedure for playing a game: "regret-matching." In this procedure, players may depart from their current play with probabilities that are proportional to measures of regret for not having used other strategies in the past. It is shown that our adaptive procedure guarantees that, with probability one, the empirical distributions of play converge to the set of correlated equilibria of the game.