A Generalized Extensive-Form Fictitious Play Algorithm

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.