Fast Convergence of Fictitious Play for Diagonal Payoff Matrices.

Jacob D. Abernethy Kevin A. Lai Andre Wibisono

Published in: SODA (2021)

Keyphrases

fictitious play
game theory
nash equilibrium
linear complementarity problem
nash equilibria
game theoretic
cooperative
resource allocation
covariance matrix
singular value decomposition
symmetric positive definite
convergence rate
convergence speed
multi agent systems
iterative algorithms
imperfect information