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math.OC2024
On the convergence of fictitious play algorithm in repeated games via the geometrical approach
Zhouming Wu, Yifen Mu, Xiaoguang Yang
As the earliest and one of the most fundamental learning dynamics for computing NE, fictitious play (FP) has being receiving incessant research attention and finding games where FP…
math.OC2024★ 3 cited
An Optimal Pricing Formula for Smart Grid based on Stackelberg Game
Jiangjiang Cheng, Ge Chen, Zhouming Wu +1
The dynamic pricing of electricity is one of the most crucial demand response (DR) strategies in smart grid, where the utility company typically adjust electricity prices to influe…
math.DS2024
Periodicity in Hedge-myopic system and an asymmetric NE-solving paradigm for two-player zero-sum games
Xinxiang Guo, Yifen Mu, Xiaoguang Yang
In this paper, we consider the two-payer zero-sum repeated game in which one player (player X) employs the popular Hedge (also called multiplicative weights update) le…