Article ID: | iaor2006307 |
Country: | Netherlands |
Volume: | 137 |
Issue: | 1 |
Start Page Number: | 331 |
End Page Number: | 348 |
Publication Date: | Jul 2005 |
Journal: | Annals of Operations Research |
Authors: | Flm S.D., Cavazzuti E. |
Keywords: | entropy |
The main objects here are finite-strategy games in which entropic terms are subtracted from the payoffs. After such subtraction each Nash equilibrium solves an explicit, unconstrained, nonlinear system of smooth equations. That system, while characteristic of perturbed best responses, is amenable in computation. It also facilitates analysis of fictitious play, learning by reinforcement, and evolutionary dynamics.