Séminaire commun FDD-FiME // Zhenjie Ren

Zhenjie Ren (CEREMADE, Université Paris-Dauphine)    Titre: Entropic Fictitious Play Résumé: The classical fictitious play is a common algorithm for solving games. However, once the cost functions of the players are non-convex, the method becomes hard to implement. In our study we add the entropic regulariser, a common strategy for non-convex optimisation, to the cost functions, andlook into the analog of fictitious play in this context. We shall further see that the entropic fictitious Read more [...]