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In this paper, we focus on coarse correlated equilibria (CCEs) in sequential games.

Th. 4 and 5 should be evaluated as the key building blocks of CFR-Jr, which is shown to Th. 4 is necessary to show the soundness of the reconstruction algorithm, Th. 5 shows that CFR-Jr approaches the set of CCEs, CFR [43], because our reconstruction procedure does not alter the way in which regret is minimized. We will clarify this in the paper. In general, CFR-S performs worse than CFR-Jr, as it needs much more iterations to converge. In practice, CFR-Jr allows to build dramatically smaller solutions, e.g., the figure displays the percentage difference The figure considers G2-4 with different tie-breaking rules. Rev.1 for more details on how we compute the social welfare ratio.