| Article ID: | iaor2004656 |
| Country: | United States |
| Volume: | 23 |
| Issue: | 2 |
| Start Page Number: | 479 |
| End Page Number: | 511 |
| Publication Date: | May 1998 |
| Journal: | Mathematics of Operations Research |
| Authors: | Krishna V., Sjostrom T. |
We study the Brown–Robinson fictitious play process for non-zero sum games. We show that, in general, fictitious play cannot converge cyclically to a mixed strategy equilibrium in which both players use more than two pure strategies.