The University of Southampton
University of Southampton Institutional Repository

Generalised Fictitious Play for a Continuum of Anonymous Players

Record type: Conference or Workshop Item (Paper)

Recently, efficient approximation algorithms for finding Nash equilibria have been developed for the interesting class of {\it anonymous games}, where a player's utility does not depend on the identity of its opponents. In this paper, we tackle the problem of computing equilibria in such games with {\it continuous player types}, extending the framework to encompass settings with imperfect information. In particular, given the existence result for pure Bayes-Nash equilibiria in these games, we generalise the {\it fictitious play algorithm} by developing a novel procedure for finding a best response strategy, which is specifically designed to deal with continuous and, therefore, infinite type spaces. We then combine the best response computation with the general fictitious play structure to obtain an equilibrium. To illustrate the power of this approach, we apply our algorithm to the domain of simultaneous auctions with continuous private values and discrete bids, in which the algorithm shows quick convergence.

PDF Rabinovich.pdf - Author's Original
Download (107kB)

Citation

Rabinovich, Zinovi, Gerding, Enrico, Polukarov, Maria and Jennings, Nicholas R. (2009) Generalised Fictitious Play for a Continuum of Anonymous Players At Proceedings of the 21st International Joint Conference on Artificial Intelligence (IJCAI), United States. , pp. 245-250.

More information

Published date: July 2009
Additional Information: to appear
Venue - Dates: Proceedings of the 21st International Joint Conference on Artificial Intelligence (IJCAI), United States, 2009-07-01
Organisations: Agents, Interactions & Complexity

Identifiers

Local EPrints ID: 267271
URI: http://eprints.soton.ac.uk/id/eprint/267271
PURE UUID: 1638ce08-84c1-4040-ad1b-c67d03fe9055

Catalogue record

Date deposited: 10 Apr 2009 12:31
Last modified: 18 Jul 2017 07:06

Export record

Contributors

Author: Zinovi Rabinovich
Author: Enrico Gerding
Author: Maria Polukarov
Author: Nicholas R. Jennings

University divisions


Download statistics

Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.

View more statistics

Atom RSS 1.0 RSS 2.0

Contact ePrints Soton: eprints@soton.ac.uk

ePrints Soton supports OAI 2.0 with a base URL of http://eprints.soton.ac.uk/cgi/oai2

This repository has been built using EPrints software, developed at the University of Southampton, but available to everyone to use.

We use cookies to ensure that we give you the best experience on our website. If you continue without changing your settings, we will assume that you are happy to receive cookies on the University of Southampton website.

×