2006-09-10Buch DOI: 10.18452/2755
How fast is fast fictitious play?
We present a modification of the fictitious play algorithm for matrix games by aggregating trivial original steps. The resulting new algorithm consists of comparable simple steps but has a much better rate of convergence. Modifications for solving large scale LP-programs, numerical results and some conjecture concerning the total effort of elementary steps for esuring an error $ < \varepsilon$ will be discussed.
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