Dinkelbach-Type Algorithm for Computing Quantal Stackelberg Equilibrium

IJCAI, pp. 246-253, 2020.

Cited by: 0|Bibtex|Views18|DOI:https://doi.org/10.24963/ijcai.2020/35
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We introduced a Dinkelbach-type formulation of computing a boundedly-rational quantal Stackelberg equilibrium in normal-form games

Abstract:

Stackelberg security games (SSGs) have been deployed in many real-world situations to optimally allocate scarce resource to protect targets against attackers. However, actual human attackers are not perfectly rational and there are several behavior models that attempt to predict subrational behavior. Quantal response is among the most com...More

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Introduction
  • Game-theoretic algorithms have been used for improving physical security, protecting wildlife in natural parks [Fang et al, 2017], or beating human professionals in poker [Moravc ́ık et al, 2017; Brown and Sandholm, 2018].
  • QR is used as the response function in case of human players and the desired solution concept is termed Quantal Stackelberg Equilibrium (QSE).
  • The problem must be formulated in terms of allocating limited resources to a set of targets
  • This is often impossible, e.g., in classical games from economics.
  • In order to solve real-world problems beyond SSGs, the authors study optimal behavior against a quantal response opponent in more general models of normal-form games.
Highlights
  • Game-theoretic algorithms have been used for improving physical security, protecting wildlife in natural parks [Fang et al, 2017], or beating human professionals in poker [Moravc ́ık et al, 2017; Brown and Sandholm, 2018]
  • Quantal Response is used as the response function in case of human players and the desired solution concept is termed Quantal Stackelberg Equilibrium (QSE)
  • An optimal strategy of the rational player against such a subrational opponent is described by a leaderfollower solution concept: the Quantal Stackelberg Equilibrium
  • The results show that with the increasing size of the game, the speedup of the Dinkelbach-type algorithm increases, being up to 25.5-times faster than one restart of gradient ascent for games with 7500 leader’s actions. It suggests that for even larger games, the Dinkelbach-type algorithm should perform significantly better than the gradient ascent
  • We introduced a Dinkelbach-type formulation of computing a boundedly-rational quantal Stackelberg equilibrium in normal-form games
  • In contrast to the direct formulation, the Dinkelbach formulation has both the theoretical advantages as well as positive computational consequences – the formulation offers up to 25.5-times speedup when compared with the original formulation
Methods
  • The authors demonstrate practical aspects of proposed algorithms for computing QSE in NFGs. As a benchmark, the authors use the original formulation solved by gradient ascent (GA).
  • The authors use the original formulation solved by gradient ascent (GA)
  • The authors compare it to the Dinkelbach-type algorithm (DTA) – Algorithm 1 with subproblems solved via substitutional PWLA.
  • All implementations were done in C++17.
  • The authors used an implementation of the SLSQP GA algorithm in the NLOPT 2.6.1 library for non-linear optimization.
  • Because the algorithm is domain independent, the authors used Randomly Generated Games (RGGs) for evaluation
Results
  • The results show that with the increasing size of the game, the speedup of the DTA increases, being up to 25.5-times faster than one restart of GA for games with 7500 leader’s actions.
  • The number of restarts of the GA required to reach a deviation from the DTA’s solution less than 1% is shown in Table 1.
  • The quality of the solutions was often worse than GA’s solutions
Conclusion
  • The authors introduced a Dinkelbach-type formulation of computing a boundedly-rational quantal Stackelberg equilibrium in normal-form games.
  • In contrast to the direct formulation, the Dinkelbach formulation has both the theoretical advantages as well as positive computational consequences – the formulation offers up to 25.5-times speedup when compared with the original formulation
Summary
  • Introduction:

    Game-theoretic algorithms have been used for improving physical security, protecting wildlife in natural parks [Fang et al, 2017], or beating human professionals in poker [Moravc ́ık et al, 2017; Brown and Sandholm, 2018].
  • QR is used as the response function in case of human players and the desired solution concept is termed Quantal Stackelberg Equilibrium (QSE).
  • The problem must be formulated in terms of allocating limited resources to a set of targets
  • This is often impossible, e.g., in classical games from economics.
  • In order to solve real-world problems beyond SSGs, the authors study optimal behavior against a quantal response opponent in more general models of normal-form games.
  • Methods:

    The authors demonstrate practical aspects of proposed algorithms for computing QSE in NFGs. As a benchmark, the authors use the original formulation solved by gradient ascent (GA).
  • The authors use the original formulation solved by gradient ascent (GA)
  • The authors compare it to the Dinkelbach-type algorithm (DTA) – Algorithm 1 with subproblems solved via substitutional PWLA.
  • All implementations were done in C++17.
  • The authors used an implementation of the SLSQP GA algorithm in the NLOPT 2.6.1 library for non-linear optimization.
  • Because the algorithm is domain independent, the authors used Randomly Generated Games (RGGs) for evaluation
  • Results:

    The results show that with the increasing size of the game, the speedup of the DTA increases, being up to 25.5-times faster than one restart of GA for games with 7500 leader’s actions.
  • The number of restarts of the GA required to reach a deviation from the DTA’s solution less than 1% is shown in Table 1.
  • The quality of the solutions was often worse than GA’s solutions
  • Conclusion:

    The authors introduced a Dinkelbach-type formulation of computing a boundedly-rational quantal Stackelberg equilibrium in normal-form games.
  • In contrast to the direct formulation, the Dinkelbach formulation has both the theoretical advantages as well as positive computational consequences – the formulation offers up to 25.5-times speedup when compared with the original formulation
Tables
  • Table1: The expected number of GA restarts needed to reach 1% deviation from the DTA solution. All exp functions required > 20 restarts
Download tables as Excel
Funding
  • This research is supported by the SIMTech-NTU Joint Laboratory on Complex Systems, the Czech Science Foundation (grant no. 1827483Y and 19-24384Y) and by the OP VVV MEYS funded project CZ.02.1.01/0.0/0.0/16 019/0000765 “Research Center for Informatics”
  • Bo An is partially supported by Singtel Cognitive and Artificial Intelligence Lab for Enterprises (SCALE@NTU), which is a collaboration between Singapore Telecommunications Limited (Singtel) and Nanyang Technological University (NTU) that is funded by the Singapore Government through the Industry Alignment Fund – Industry Collaboration Projects Grant
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