Learning in games using the imprecise Dirichlet model
- Author
- Erik Quaeghebeur (UGent) and Gert de Cooman (UGent)
- Organization
- Abstract
- We propose a new learning model for finite strategic-form two-player games based on fictitious play and Walley’s imprecise Dirichlet model [P. Walley, Inferences from multinomial data: learning about a bag of marbles, J. Roy. Statist. Soc. B 58 (1996) 3–57]. This model allows the initial beliefs of the players about their opponent’s strategy choice to be near-vacuous or imprecise instead of being precisely defined. A similar generalization can be made as the one proposed by Fudenberg and Kreps [D. Fudenberg, D.M. Kreps, Learning mixed equilibria, Games Econ. Behav. 5 (1993) 320–367] for fictitious play, where assumptions about immediate behavior are replaced with assumptions about asymptotic behavior. We also obtain similar convergence results for this generalization: if there is convergence, it will be to an equilibrium.
- Keywords
- Fictitious play, Imprecise probability models, Imprecise Dirichlet model, Decision making, Two-player games, Learning
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Citation
Please use this url to cite or link to this publication: http://hdl.handle.net/1854/LU-495971
- MLA
- Quaeghebeur, Erik, and Gert de Cooman. “Learning in Games Using the Imprecise Dirichlet Model.” International Journal of Approximate Reasoning, edited by Jean-Marc Bernard, vol. 50, no. 2, ELSEVIER SCIENCE INC, 2009, pp. 243–56, doi:10.1016/j.ijar.2008.03.012.
- APA
- Quaeghebeur, E., & de Cooman, G. (2009). Learning in games using the imprecise Dirichlet model. International Journal of Approximate Reasoning, 50(2), 243–256. https://doi.org/10.1016/j.ijar.2008.03.012
- Chicago author-date
- Quaeghebeur, Erik, and Gert de Cooman. 2009. “Learning in Games Using the Imprecise Dirichlet Model.” Edited by Jean-Marc Bernard. International Journal of Approximate Reasoning 50 (2): 243–56. https://doi.org/10.1016/j.ijar.2008.03.012.
- Chicago author-date (all authors)
- Quaeghebeur, Erik, and Gert de Cooman. 2009. “Learning in Games Using the Imprecise Dirichlet Model.” Ed by. Jean-Marc Bernard. International Journal of Approximate Reasoning 50 (2): 243–256. doi:10.1016/j.ijar.2008.03.012.
- Vancouver
- 1.Quaeghebeur E, de Cooman G. Learning in games using the imprecise Dirichlet model. Bernard J-M, editor. International Journal of Approximate Reasoning. 2009;50(2):243–56.
- IEEE
- [1]E. Quaeghebeur and G. de Cooman, “Learning in games using the imprecise Dirichlet model,” International Journal of Approximate Reasoning, vol. 50, no. 2, pp. 243–256, 2009.
@article{495971,
abstract = {{We propose a new learning model for finite strategic-form two-player games based on fictitious play and Walley’s imprecise Dirichlet model [P. Walley, Inferences from multinomial data: learning about a bag of marbles, J. Roy. Statist. Soc. B 58 (1996) 3–57]. This model allows the initial beliefs of the players about their opponent’s strategy choice to be near-vacuous or imprecise instead of being precisely defined. A similar generalization can be made as the one proposed by Fudenberg and Kreps [D. Fudenberg, D.M. Kreps, Learning mixed equilibria, Games Econ. Behav. 5 (1993) 320–367] for fictitious play, where assumptions about immediate behavior are replaced with assumptions about asymptotic behavior. We also obtain similar convergence results for this generalization: if there is convergence, it will be to an equilibrium.}},
author = {{Quaeghebeur, Erik and de Cooman, Gert}},
editor = {{Bernard, Jean-Marc}},
issn = {{0888-613X}},
journal = {{International Journal of Approximate Reasoning}},
keywords = {{Fictitious play,Imprecise probability models,Imprecise Dirichlet model,Decision making,Two-player games,Learning}},
language = {{eng}},
number = {{2}},
pages = {{243--256}},
publisher = {{ELSEVIER SCIENCE INC}},
title = {{Learning in games using the imprecise Dirichlet model}},
url = {{http://doi.org/10.1016/j.ijar.2008.03.012}},
volume = {{50}},
year = {{2009}},
}
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