2 papers
cs.GT2022
On the Convergence of Fictitious Play: A Decomposition Approach
Yurong Chen, Xiaotie Deng, Chenchen Li +4
Fictitious play (FP) is one of the most fundamental game-theoretical learning frameworks for computing Nash equilibrium in -player games, which builds the foundation for modern…
cs.GT2020
A Game-Theoretic Analysis of the Empirical Revenue Maximization Algorithm with Endogenous Sampling
Xiaotie Deng, Ron Lavi, Tao Lin +3
The Empirical Revenue Maximization (ERM) is one of the most important price learning algorithms in auction design: as the literature shows it can learn approximately optimal reserv…