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The competition between radar and jammer is one emerging issue in modern electronic warfare, which in principle can be viewed as a non-cooperative game with two players. In this work, the competition between a frequency agile (FA) radar and a noise-modulated jammer is considered. As modern FA radar adopts coherent processing with several pulses, the competition is hence in a multiple-round way where each pulse can be modeled as one round interaction between the radar and jammer. To capture such multiple-round property as well as imperfect information inside the game, i.e., radar and jammer are unable to know the upcoming signal, we propose an extensive-form game formulation for such competition. Since the number of game information states grows exponentially with respect to number of pulses, finding Nash Equilibrium (NE) strategies may be a computationally intractable task. To effectively solve the game, a learning-based algorithm called deep Counterfactual Regret Minimization (CFR) is utilized. Numerical simulations demonstrates the effectiveness of deep CFR algorithm for approximately finding NE and obtaining the best response strategy.