Show simple item record

dc.contributor.authorZapechelnyuk, Andriy
dc.contributor.authorViossat, Yannick
dc.date.accessioned2012-07-11T14:01:50Z
dc.date.available2012-07-11T14:01:50Z
dc.date.issued2013
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/9721
dc.language.isoenen
dc.subjectcurb seten
dc.subjectHannan seten
dc.subjectNash equilibriumen
dc.subjectbest reply dynamicsen
dc.subjectfictitious playen
dc.subjectno-regret strategyen
dc.subjectRegret minimizationen
dc.subject.ddc332en
dc.subject.classificationjelD83en
dc.subject.classificationjelD81en
dc.subject.classificationjelC73en
dc.titleNo-regret Dynamics and Fictitious Playen
dc.typeArticle accepté pour publication ou publié
dc.contributor.editoruniversityotherSchool of Economics and Finance (QMUL) http://www.econ.qmul.ac.uk/ Queen Mary, University of London;Royaume-Uni
dc.description.abstractenPotential 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.en
dc.relation.isversionofjnlnameJournal of Economic Theory
dc.relation.isversionofjnlvol148
dc.relation.isversionofjnlissue2
dc.relation.isversionofjnldate2013
dc.relation.isversionofjnlpages825-842
dc.relation.isversionofdoihttp://dx.doi.org/10.1016/j.jet.2012.07.003
dc.identifier.urlsitehttp://hal.archives-ouvertes.fr/hal-00713871
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherElsevier
dc.subject.ddclabelEconomie financièreen


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record