Fictitious play outperforms Nash equilibrium in game payoff showdown!
Continuous-time fictitious play in two-player games can outperform Nash equilibrium in terms of average payoff. Fictitious play can even perform better in many games or all the time. Any game can be transformed into one where fictitious play excels. However, Nash equilibrium can be better under certain conditions. Fictitious play dynamics ultimately converge to coarse correlated equilibria.