A simple adaptive procedure leading to correlated equilibrium

被引：618

作者：

Hart, S

Mas-Colell, A

机构：

[1] Hebrew Univ Jerusalem, Dept Econ, Ctr Rational & Interact Decis Theory, IL-91904 Jerusalem, Israel

[2] Hebrew Univ Jerusalem, Dept Econ, Dept Math, IL-91904 Jerusalem, Israel

[3] Univ Pompeu Fabra, Dept Econ & Empresa, Barcelona 08005, Spain

[4] Univ Pompeu Fabra, CREI, Barcelona 08005, Spain

来源：

ECONOMETRICA | 2000年 / 68卷 / 05期

关键词：

adaptive procedure; correlated equilibrium; no regret; regret-matching; simple strategies;

D O I：

10.1111/1468-0262.00153

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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.

引用

页码：1127 / 1150

页数：24

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