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A two armed bandit type problem. (English) Zbl 1101.91306

The authors consider optimality of fictitious play strategies in repeated two player games. They show that these strategies are closed with respect to the best response for the case of two choices. This results is extended for the case of more choices under a certain integrability type condition.

MSC:

91A10 Noncooperative games
91A20 Multistage and repeated games
91A26 Rationality and learning in game theory
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