๐”– Bobbio Scriptorium
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Modified fictitious play

โœ Scribed by Saul I. Gass; Pablo M. R. Zafra; Ziming Qiu


Book ID
102661372
Publisher
John Wiley and Sons
Year
1996
Tongue
English
Weight
738 KB
Volume
43
Category
Article
ISSN
0894-069X

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โœฆ Synopsis


We describe a modification of Brown's fictitious play method for solving matrix (zero-sum two-person) games and apply it to both symmetric and general games. If the original game is not symmetric, the basic idea is to transform the given matrix game into an equivalent symmetric game ( a game with a skew-symmetric matrix) and use the solution properties of symmetric games (the game value is zero and both players have the same optimal strategies). The fictitious play method is then applied to the enlarged skew-symmetric matrix with a modification that calls for the periodic restarting of the process. At restart, both players' strategies are made equal based o n the following considerations: Select the maximizing or minimizing player's strategy that has a game value closest to zero. We show for both symmetric and general games, and for problems of varying sizes, that the modified fictitious play (MFP) procedure approximates the value of the game and optimal strategies in a greatly reduced number of iterations and in less computational time when compared to Brown's regular fictitious play (RFP) method. For example, for a randomly generated 50% dense skew-symmetric 100 X 100 matrix (symmetric game), with coefficients IU,,] I


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Brown and Julia Ro6inson f o r finding t h e value of a finite game, converges a l s o for continuous g a m e s .