Uncertainty in Artificial Intelligence
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A Sampling-Based Approach to Computing Equilibria in Succinct Extensive-Form Games
Miroslav Dudik, Geoffrey Gordon
Abstract:
A central task of artificial intelligence is the design of artificial agents that act towards specified goals in partially observed environments. Since such environments frequently include interaction over time with other agents with their own goals, reasoning about such interaction relies on sequential game-theoretic models such as extensive-form games or some of their succinct representations such as multi-agent influence diagrams. The current algorithms for calculating equilibria either work with inefficient representations, possibly doubly exponential inthe number of time steps, or place strong assumptions on the game structure. In this paper,we propose a sampling-based approach, which calculates extensive-form correlated equilibria with small representations without placing such strong assumptions. Thus, it is practical in situations where the previous approaches would fail. In addition, our algorithm allows control over characteristics of the target equilibrium, e.g., we can ask for an equilibrium with high social welfare. Our approach is based on a multiplicativeweight update algorithm analogous to AdaBoost, and Markov chain Monte Carlo sampling. We prove convergence guarantees and explore the utility of our approach on several moderately sized multi-player games.
Keywords: null
Pages: 151-160
PS Link:
PDF Link: /papers/09/p151-dudik.pdf
BibTex:
@INPROCEEDINGS{Dudik09,
AUTHOR = "Miroslav Dudik and Geoffrey Gordon",
TITLE = "A Sampling-Based Approach to Computing Equilibria in Succinct Extensive-Form Games",
BOOKTITLE = "Proceedings of the Twenty-Fifth Conference Annual Conference on Uncertainty in Artificial Intelligence (UAI-09)",
PUBLISHER = "AUAI Press",
ADDRESS = "Corvallis, Oregon",
YEAR = "2009",
PAGES = "151--160"
}


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