Convergence of Fictitious Play in Fully Coupled FBSDEs

chaumian · x · 2026-07-14

This is a study on stochastic differential games with finite players, focusing on the convergence of fictitious play in fully coupled FBSDEs.

The post only provides the paper's title and link, but it is clear that it discusses whether fictitious play iterations converge within the framework of stochastic differential games, and the conditions under which this conclusion holds in scenarios involving fully coupled forward-backward stochastic differential equations.

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