A Fictitious Play Approach to Large-Scale Optimization
نویسندگان
چکیده
منابع مشابه
A Fictitious Play Approach to Large-Scale Optimization
In this paper we investigate the properties of the sampled version of the fictitious play algorithm, familiar from game theory, for games with identical payoffs, and propose a heuristic based on fictitious play as a solution procedure for discrete optimization problems of the form max{u(y) : y = (y1, . . . , yn) ∈ Y1 × · · · × Yn}, i.e., in which the feasible region is a Cartesian product of fi...
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ژورنال
عنوان ژورنال: Operations Research
سال: 2005
ISSN: 0030-364X,1526-5463
DOI: 10.1287/opre.1040.0178