### Fast convergence of fictitious play

- Series
- ACO Student Seminar
- Time
- Friday, November 22, 2019 - 13:05 for 1 hour (actually 50 minutes)
- Location
- Skiles 005
- Speaker
- Kevin A. Lai – CS, Georgia Tech – kevinlai@gatech.edu

Fictitious play is one of the simplest and most natural dynamics for two-player zero-sum games. Originally proposed by Brown in 1949, the fictitious play dynamic has each player simultaneously best-respond to the distribution of historical plays of their opponent. In 1951, Robinson showed that fictitious play converges to the Nash Equilibrium, albeit at an exponentially-slow rate, and in 1959, Karlin conjectured that the true convergence rate of fictitious play after k iterations is O(k^{-1/2}), a rate which is achieved by similar algorithms and is consistent with empirical observations. Somewhat surprisingly, Daskalakis and Pan disproved a version of this conjecture in 2014, showing that an exponentially-slow rate can occur, although their result relied on adversarial tie-breaking. In this talk, we show that Karlin’s conjecture holds if ties are broken lexicographically and the game matrix is diagonal. We also show a matching lower bound under this tie-breaking assumption. This is joint work with Jake Abernethy and Andre Wibisono.