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arXiv · 2310.09658

A Generalized Extensive-Form Fictitious Play Algorithm

Tim P. Schulze
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Abstract

We introduce a simple extensive-form algorithm for finding equilibria of two-player, zero-sum games. The algorithm is realization equivalent to a generalized form of Fictitious Play. We compare its performance to that of a similar extensive-form fictitious play algorithm and a counter-factual regret minimization algorithm. All three algorithms share the same advantages over normal-form fictitious play in terms of reducing storage requirements and computational complexity. The new algorithm is intuitive and straightforward to implement, making it an appealing option for those looking for a quick and easy game solving tool.

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Tim P. Schulze. 2023-10-14. A Generalized Extensive-Form Fictitious Play Algorithm. https://arxiv.org/abs/2310.09658

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