Double Oracle Algorithm for Computing Equilibria in Continuous Games
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F21%3A00350227" target="_blank" >RIV/68407700:21230/21:00350227 - isvavai.cz</a>
Result on the web
<a href="https://ojs.aaai.org/index.php/AAAI/article/view/1664" target="_blank" >https://ojs.aaai.org/index.php/AAAI/article/view/1664</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Double Oracle Algorithm for Computing Equilibria in Continuous Games
Original language description
Many efficient algorithms have been designed to recover Nash equilibria of various classes of finite games. Special classes of continuous games with infinite strategy spaces, such as polynomial games, can be solved by semidefinite programming. In general, however, continuous games are not directly amenable to computational procedures. In this contribution, we develop an iterative strategy generation technique for finding a Nash equilibrium in a whole class of continuous two-person zero-sum games with compact strategy sets. The procedure, which is called the double oracle algorithm, has been successfully applied to large finite games in the past. We prove the convergence of the double oracle algorithm to a Nash equilibrium. Moreover, the algorithm is guaranteed to recover an approximate equilibrium in finitely-many steps. Our numerical experiments show that it outperforms fictitious play on several examples of games appearing in the literature. In particular, we provide a detailed analysis of experiments with a version of the continuous Colonel Blotto game.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
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OECD FORD branch
10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2021
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of the Thirty-Fifth AAAI Conference on Artificial Intelligence
ISBN
978-1-57735-866-4
ISSN
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e-ISSN
2374-3468
Number of pages
8
Pages from-to
5070-5077
Publisher name
Association for the Advancement of Artificial Intelligence (AAAI)
Place of publication
Palo Alto, California
Event location
Virtual Conference
Event date
Feb 2, 2021
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000680423505019