On the Convergence of Fictitious Play
We study the continuous time Brown-Robinson fictitious play process f or non-zero sum games. We show that, in general, fictitious play cannot converg e cyclically to a mixed strategy equilibrium in which both players use more tha n two pure strategies.
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- Dov Monderer & Dov Samet & Aner Sela, 2010.
"Belief Affirming in Learning Processes,"
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420, David K. Levine.
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