Search results for "Fictitious play"

Sampled Fictitious Play on Networks

2019

We formulate and solve the problem of optimizing the structure of an information propagation network between multiple agents. In a given space of interests (e.g., information on certain targets), each agent is defined by a vector of their desirable information, called filter, and a vector of available information, called source. The agents seek to build a directed network that maximizes the value of the desirable source-information that reaches each agent having been filtered en route, less the expense that each agent incurs in filtering any information of no interest to them. We frame this optimization problem as a game of common interest, where the Nash equilibria can be attained as limit…