On the Convergence of Fictitious Play: A Decomposition Approach

On the Convergence of Fictitious Play: A Decomposition Approach

Yurong Chen, Xiaotie Deng, Chenchen Li, David Mguni, Jun Wang, Xiang Yan, Yaodong Yang

Proceedings of the Thirty-First International Joint Conference on Artificial Intelligence
Main Track. Pages 179-185. https://doi.org/10.24963/ijcai.2022/26

Fictitious play (FP) is one of the most fundamental game-theoretical learning frameworks for computing Nash equilibrium in n-player games, which builds the foundation for modern multi-agent learning algorithms. Although FP has provable convergence guarantees on zero-sum games and potential games, many real-world problems are often a mixture of both and the convergence property of FP has not been fully studied yet. In this paper, we extend the convergence results of FP to the combinations of such games and beyond. Specifically, we derive new conditions for FP to converge by leveraging game decomposition techniques. We further develop a linear relationship unifying cooperation and competition in the sense that these two classes of games are mutually transferable. Finally, we analyse a non-convergent example of FP, the Shapley game, and develop sufficient conditions for FP to converge.
Keywords:
Agent-based and Multi-agent Systems: Noncooperative Games
Agent-based and Multi-agent Systems: Multi-agent Learning
Agent-based and Multi-agent Systems: Algorithmic Game Theory