Tie-breaking Agnostic Lower Bound for Fictitious Play

Abstract

Fictitious play (FP) is a natural learning dynamic in two-player zero-sum games. Samuel Karlin conjectured in 1959 that FP converges at a rate of $O(t^{-1/2})$ to Nash equilibrium, where $t$ is the number of steps played. However, Daskalakis and Pan disproved the stronger form of this conjecture in 2014, where \emph{adversarial} tie-breaking is allowed. This paper disproves Karlin's conjecture in its weaker form. In particular, there exists a 10-by-10 zero-sum matrix game, in which FP converges at a rate of $\Omega(t^{-1/3})$, and no ties occur except for the first step.