Schoenmakers, G.; Flesch, J.; Thuijsman, F. - In: Mathematical Methods of Operations Research 66 (2007) 2, pp. 315-325
In this paper we examine an extension of the fictitious play process for bimatrix games to stochastic games. We show that the fictitious play process does not necessarily converge, not even in the 2 × 2 × 2 case with a unique equilibrium in stationary strategies. Here 2 × 2 × 2...