26

Tie-breaking Agnostic Lower Bound for Fictitious Play

Yuanhao Wang
Main:9 Pages
3 Figures
Bibliography:1 Pages
Appendix:2 Pages
Abstract

Fictitious play (FP) is a natural learning dynamic in two-player zero-sum games. Samuel Karlin conjectured in 1959 that FP converges at a rate of O(t1/2)O(t^{-1/2}) to Nash equilibrium, where tt is the number of steps played. However, Daskalakis and Pan disproved the stronger form of this conjecture in 2014, where \emph{adversarial} tie-breaking is allowed.This paper disproves Karlin's conjecture in its weaker form. In particular, there exists a 10-by-10 zero-sum matrix game, in which FP converges at a rate of Ω(t1/3)\Omega(t^{-1/3}), and no ties occur except for the first step.

View on arXiv
Comments on this paper