Double Oracle Algorithm for Computing Equilibria in Continuous Games

Kód výsledku v 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>

Výsledek na webu

<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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Jazyk výsledku

angličtina

Název v původním jazyce

Double Oracle Algorithm for Computing Equilibria in Continuous Games

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

Double Oracle Algorithm for Computing Equilibria in Continuous Games

Popis výsledku anglicky

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.

Druh

D - Stať ve sborníku

CEP obor

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OECD FORD obor

10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)

Projekt

Výsledek vznikl pri realizaci vícero projektů. Více informací v záložce Projekty.

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2021

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

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

Počet stran výsledku

8

Strana od-do

5070-5077

Název nakladatele

Association for the Advancement of Artificial Intelligence (AAAI)

Místo vydání

Palo Alto, California

Místo konání akce

Virtual Conference

Datum konání akce

2. 2. 2021

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

000680423505019