Solution:
The angle P D C is on the one hand the supplementary angle of A D P, and on the other hand, in the cyclic quadrilateral BPDC, it is opposite the angle C B P. Hence A D P = C B P. Analogously, the angle C M P is the supplementary angle of P M B and, in the cyclic quadrilateral APMC, it is opposite the angle P A C, so P M B = P A C. The triangles PBM and PDA thus agree in the interior angles at B and D as well as at M and A; moreover, by assumption AD=AM=MB (the last equality follows from Thales' theorem). By the ASA congruence theorem, the triangles PBM and PDA are congruent; in particular, their altitudes from P have equal length. But these are the perpendiculars from P to the triangle sides CA and CB, respectively, so P lies on the angle bisector.