A Fictitious Play Approach to Large-Scale Optimization

DOI10.1287/OPRE.1040.0178zbMath1165.91339OpenAlexW2055537715MaRDI QIDQ5322106

Marina A. Epelman, Theodore J. Lambert III, Robert L. Smith

Publication date: 18 July 2009

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.1040.0178

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Combinatorial optimization (90C27) Combinatorial games (91A46)

Related Items (12)

Parameter-free sampled fictitious play for solving deterministic dynamic programming problems ⋮ Orienteering problem: a survey of recent variants, solution approaches and applications ⋮ On the approximation performance of fictitious play in finite games ⋮ Survey of modeling and optimization strategies to solve high-dimensional design problems with computationally-expensive black-box functions ⋮ Robustness Properties in Fictitious-Play-Type Algorithms ⋮ Regular potential games ⋮ Deriving Convergence of Vehicle Routing Problems using a Fictitious Play Approach ⋮ Two more classes of games with the continuous-time fictitious play property ⋮ Sampled fictitious play is Hannan consistent ⋮ Sampled fictitious play for approximate dynamic programming ⋮ The reliability importance of components and prime implicants in coherent and non-coherent systems including total-order interactions ⋮ Fictitious play in \(2\times n\) games

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