Before revision:  The recently proposed machine learning algorithm, deep fictitious play, provides a novel efficient tool for finding Markovian Nash equilibrium of large N-player asymmetric stochastic differential games [J. Han and R. Hu, Mathematical and Scientific Machine Learning Conference,  2020].
After revision:  The recently proposed machine learning algorithm, deep fictitious play, provides a novel efficient tool for finding Markovian Nash equilibrium of large N-player asymmetric stochastic differential games [J. Han and R. Hu, Mathematical and Scientific Machine Learning Conference, pages 221-245, PMLR, 2020].