Random Initialization Solves Shapley's Fictitious Play Counterexample

09/05/2022

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by   Sam Ganzfried, et al.

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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.