The theory of learning in games:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass. [u.a.]
MIT Press
1998
|
| Series: | MIT press series on economic learning and social evolution
2 |
| Subjects: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008170339&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Physical Description: | XIV, 276 S. Diagramme |
| ISBN: | 9780262529242 9780262061940 0262061945 |
Staff View
MARC
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| 100 | 1 | |a Fudenberg, Drew |d 1957- |e Verfasser |0 (DE-588)170071790 |4 aut | |
| 245 | 1 | 0 | |a The theory of learning in games |c Drew Fudenberg and David K. Levine |
| 264 | 1 | |a Cambridge, Mass. [u.a.] |b MIT Press |c 1998 | |
| 300 | |a XIV, 276 S. |b Diagramme | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
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Record in the Search Index
| DE-BY-TUM_call_number | 0002 WIR 21f 18.2002 A 66 |
|---|---|
| DE-BY-TUM_katkey | 1273149 |
| DE-BY-TUM_location | 00 |
| DE-BY-TUM_media_number | 040004497710 |
| _version_ | 1821931943133970432 |
| adam_text | Contents
Series
Foreword
xi
Acknowledgments
xiii
1
Introduction
1
1.1
Introduction
1
1.2
Large Populations and Matching Models
4
1.3
Three Common Models of Learning and/or Evolution
7
1.4
Cournot Adjustment
8
1.5
Analysis of Cournot Dynamics
9
1.6
Cournot Process with Lock-In
10
1.7
Review of Finite Simultaneous-Move Games
12
Appendix: Dynamical Systems and Local Stability
24
References
27
2
Fictitious Play
29
2.1
Introduction
29
2.2
Two-Player Fictitious Play
30
2.3
Asymptotic Behavior of Fictitious Play
32
2.4
Interpretation of Cycles in Fictitious Play
35
2.5
Multiplayer Fictitious Play
37
2.6
Payoffs in Fictitious Play
39
2.7
Consistency and Correlated Equilibrium in Games with Two
Strategies
43
2.8
Fictitious Play and the Best-Response Dynamic
44
2.9
Generalizations of Fictitious Play
46
Appendix: Dirichlet Priors and Multinomial Sampling
48
References
49
Contents
3
Replicator Dynamics
and Related Deterministic Models of
Evolution
51
3.1
Introduction
51
3.2
Replicator Dynamics in a Homogeneous Population
53
3.3
Stability in the Homogeneous-Population Replicator
Dynamic
55
3.4
Evolutionarily Stable Strategics
58
3.5
Asymmetric Replicator Models
63
3.6
Interpretation of the Replicator Equation
66
3.7
Generalizations of the Replicator Dynamic and Iterated Strict
Dominance
73
3.8
Myopic Adjustment Dynamics
78
3.9
Set-Valued Limit Points and Drift
83
3.10
Cheap Talk and the Secret Handshake
89
3.11
Discrete-Time Replicator Systems
91
Appendix: Liouville s Theorem
95
References
96
4
Stochastic Fictitious Play and Mixed-Strategy Equilibria
101
4.1
Introduction
101
4.2
Notions of Convergence
102
4.3
Asymptotic Myopia and Asymptotic Empiricism
103
4.4
Randomly Perturbed Payoffs and Smoothed Best
Responses
105
4.5
Smooth Fictitious Play and Stochastic Approximation
110
4.6
Partial Sampling
114
4.7
Universal Consistency and Smooth Fictitious Play
117
4.8
Stimulus-Response and Fictitious Play as Learning Models
121
4.9
Learning about Strategy Spaces
128
Appendix: Stochastic Approximation Theory
130
References
133
5
Adjustment Models with Persistent Randomness
137
5.1
Introduction
137
5.2
Overview of Stochastic Adjustment Models
138
5.3
Kandori-Mailath-Rob Model
142
5.4
Discussion of Other Dynamics
146
5.5
Local Interaction
149
5.6
Radius and Coradius of Basins of Attraction
154
5.7
Modified Coradius
157
Contents
5.8 Uniform
Random Matching with Heterogeneous
Populations
161
5.9
Stochastic Replicator Dynamics
163
Appendix A: Review of Finite Markov Chains
168
Appendix B: Stochastic Stability Analysis
171
References
173
6
Extensive-Form Games and Self-confirming Equilibrium
175
6.1
Introduction
175
6.2
An Example
176
6.3
Extensive-Form Games
178
6.4
A Simple Learning Model
179
6.5
Stability of Self-confirming Equilibrium
184
6.6
Heterogeneous Self-confirming Equilibrium
185
6.7
Consistent Self-confirming Equilibrium
186
6.8
Consistent Self-confirming Equilibria and Nash Equilibria
188
6.9
Rationalizable
SCE
and Prior Information on Opponents
Payoffs
191
References
199
7
Nash Equilibrium, Large Population Models, and Mutations in
Extensive-Form Games
201
7.1
Introduction
201
7.2
Relevant Information Sets and Nash Equilibrium
202
7.3
Exogenous Experimentation
203
7.4
Learning in Games Compared to the
Bandir
Problem
207
7.5
Steady-State Learning
213
7.6
Stochastic Adjustment and Backward Induction in a Model of
Fast Learning
216
7.7
Mutations and Fast Learning in Models of Cheap Talk
223
7.8
Experimentation and the Length of the Horizon
226
Appendix: Review of Bandit Problems
227
References
229
8
Sophisticated Learning
231
8.1
Introduction
231
8.2
Three Paradigms for Conditional Learning
233
8.3
Bayesian Approach to Sophisticated Learning
235
8.4
Interpreting the Absolute Continuity Condition
238
8.5
Choosing among Experts
241
Contents
8.6
Conditional Learning
243
8.7
Discounting
247
8.8
Categorization Schemes and Cycles
249
8.9
Introspective Classification Rules, Calibration, and Correlated
Equilibrium
254
8.10
Sonsino s Model of Pattern Recognition
259
8.11
Manipulating Learning Procedures
260
References
266
Index
269
|
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| author | Fudenberg, Drew 1957- Levine, David K. 1955- |
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| discipline | Mathematik Philosophie Wirtschaftswissenschaften |
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| id | DE-604.BV012070099 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T10:23:45Z |
| institution | BVB |
| isbn | 9780262529242 9780262061940 0262061945 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008170339 |
| oclc_num | 37579964 |
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| physical | XIV, 276 S. Diagramme |
| publishDate | 1998 |
| publishDateSearch | 1998 |
| publishDateSort | 1998 |
| publisher | MIT Press |
| record_format | marc |
| series | MIT press series on economic learning and social evolution |
| series2 | MIT Press series on economic learning and social evolution |
| spellingShingle | Fudenberg, Drew 1957- Levine, David K. 1955- The theory of learning in games MIT press series on economic learning and social evolution Game theory Gleichgewichtstheorie (DE-588)4071876-1 gnd Spieltheorie (DE-588)4056243-8 gnd |
| subject_GND | (DE-588)4071876-1 (DE-588)4056243-8 |
| title | The theory of learning in games |
| title_auth | The theory of learning in games |
| title_exact_search | The theory of learning in games |
| title_full | The theory of learning in games Drew Fudenberg and David K. Levine |
| title_fullStr | The theory of learning in games Drew Fudenberg and David K. Levine |
| title_full_unstemmed | The theory of learning in games Drew Fudenberg and David K. Levine |
| title_short | The theory of learning in games |
| title_sort | the theory of learning in games |
| topic | Game theory Gleichgewichtstheorie (DE-588)4071876-1 gnd Spieltheorie (DE-588)4056243-8 gnd |
| topic_facet | Game theory Gleichgewichtstheorie Spieltheorie |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008170339&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV011500928 |
| work_keys_str_mv | AT fudenbergdrew thetheoryoflearningingames AT levinedavidk thetheoryoflearningingames |
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