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arXiv · 2209.02154

Random Initialization Solves Shapley's Fictitious Play Counterexample

Sam Ganzfried
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Abstract

In 1964 Shapley devised a family of games for which fictitious play fails to converge to Nash equilibrium. The games are two-player non-zero-sum with 3 pure strategies per player. Shapley assumed that each player played a specific pure strategy in the first round. We show that if we use random (mixed) strategy profile initializations we are able to converge to Nash equilibrium approximately 1/3 of the time for a representative game in this class.

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Sam Ganzfried. 2022-09-05. Random Initialization Solves Shapley's Fictitious Play Counterexample. https://arxiv.org/abs/2209.02154

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