Empirical Analysis of Fictitious Play for Nash Equilibrium Computation in Multiplayer Games

Sam Ganzfried

Papers from arXiv.org

Abstract: While fictitious play is guaranteed to converge to Nash equilibrium in certain game classes, such as two-player zero-sum games, it is not guaranteed to converge in non-zero-sum and multiplayer games. We show that fictitious play in fact leads to improved Nash equilibrium approximation over a variety of game classes and sizes than (counterfactual) regret minimization, which has recently produced superhuman play for multiplayer poker. We also show that when fictitious play is run several times using random initializations it is able to solve several known challenge problems in which the standard version is known to not converge, including Shapley's classic counterexample. These provide some of the first positive results for fictitious play in these settings, despite the fact that worst-case theoretical results are negative.

Date: 2020-01, Revised 2024-07
New Economics Papers: this item is included in nep-gth
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