Polynomial-Time Computation of Optimal Correlated Equilibria in Two-Player Extensive-Form Games with Public Chance Moves and Beyond

NIPS 2020, 2020.

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We show that the condition holds, for example, when all chance moves are public, that is, both players observe all chance moves

摘要

Unlike normal-form games, where correlated equilibria have been studied for more than 45 years, extensive-form correlation is still generally not well understood. Part of the reason for this gap is that the sequential nature of extensive-form games allows for a richness of behaviors and incentives that are not possible in normal-form se...更多

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简介
  • A vast body of literature in computational game theory has focused on computing Nash equilibria (NEs) in two-player zero-sum imperfect-information extensive-form games.
  • The authors show that the set of correlation plans Ξ of a triangle-free game coincides with the von Stengel-Forges polytope V of the game—a polytope that only requires a polynomial number of linear “probability-mass-conserving” constraints.
  • They show that in two-player perfect-recall games without chance moves, Ξ coincides with a particular polytope V—which the authors call the von Stengel-Forges polytope—whose description only uses a polynomial number of linear constraints, which are “probability-mass-conserving” constraints:
重点内容
  • A vast body of literature in computational game theory has focused on computing Nash equilibria (NEs) in two-player zero-sum imperfect-information extensive-form games
  • In this paper we significantly refine this complexity threshold by showing that, in two-player games, an optimal correlated equilibrium can be computed in polynomial time, provided that a certain triangle-freeness condition—which can be checked in polynomial time—is satisfied
  • In the third example, where our decomposition fails, all information sets have ∅-rank 2. We prove that such situations cannot occur, provided the game satisfies the following condition, which can be verified in polynomial time in the size of the Extensive-form games (EFGs)
  • We showed that an optimal extensive-form correlated equilibrium, extensive-form coarse correlated equilibrium, and normal-form coarse correlated equilibrium can be computed in polynomial time in two-player perfect-recall games that satisfy a certain triangle-freeness condition that we introduced and that can be checked in polynomial time
  • To show that such equilibria can be found in polynomial time, we gave and combined several results that may be of independent interest: (1) the existence of a scaled-extension-based structural decomposition for the von Stengel-Forges polytope of the game, (2) a characterization of when the von Stengel-Forges polytope coincides with the polytope of correlation plans, and (3) a result about the integrality of the vertices of the von Stengel-Forges polytope in triangle-free games
  • In this paper we give a positive complexity result, showing that optimal equilibrium according to three important extensive-form imperfect-information game correlated solution concepts can be computed efficiently in settings—two-player games with public chance moves—where it was generally believed to be impossible
结果
  • Farina et al [12] recently showed that in two-player games without chance moves, a particular structural decomposition theorem holds for the von Stengel-Forges polytope V.
  • A two-player extensive-form game with public chance moves is triangle-free.
  • The von Stengel-Forges polytope V of a two-player perfect-recall triangle-free EFG can be expressed via a sequence of scaled extensions with simplexes and singleton sets: V = {1} h1 X1 h2 X2 h3 · · · hn Xn, where, for i = 1, .
  • Let Γ be a two-player perfect-recall extensive-form game, let V be its von Stengel-Forges polytope, and let Ξ be its polytope of correlation plans.
  • Let V be the von Stengel-Forges polytope of a two-player triangle-free game (Definition 3).
  • In a two-player perfect-recall extensive-form game that satisfies the triangle-freeness condition (Definition 3), the polytope of correlation plans coincides with the von Stengel-Forges polytope.
  • An optimal EFCE, EFCCE, or NFCCE can be computed in polynomial time in two-player triangle-free games.
  • The authors showed that an optimal extensive-form correlated equilibrium, extensive-form coarse correlated equilibrium, and normal-form coarse correlated equilibrium can be computed in polynomial time in two-player perfect-recall games that satisfy a certain triangle-freeness condition that the authors introduced and that can be checked in polynomial time.
结论
  • To show that such equilibria can be found in polynomial time, the authors gave and combined several results that may be of independent interest: (1) the existence of a scaled-extension-based structural decomposition for the von Stengel-Forges polytope of the game, (2) a characterization of when the von Stengel-Forges polytope coincides with the polytope of correlation plans, and (3) a result about the integrality of the vertices of the von Stengel-Forges polytope in triangle-free games.
  • In this paper the authors give a positive complexity result, showing that optimal equilibrium according to three important extensive-form imperfect-information game correlated solution concepts can be computed efficiently in settings—two-player games with public chance moves—where it was generally believed to be impossible.
  • The ability to select particular correlated equilibria could be used to minimize social welfare, maximize only one of the agent’s utility, or minimize all others’ utilities—thereby furthering existing inequality or creating new inequality
总结
  • A vast body of literature in computational game theory has focused on computing Nash equilibria (NEs) in two-player zero-sum imperfect-information extensive-form games.
  • The authors show that the set of correlation plans Ξ of a triangle-free game coincides with the von Stengel-Forges polytope V of the game—a polytope that only requires a polynomial number of linear “probability-mass-conserving” constraints.
  • They show that in two-player perfect-recall games without chance moves, Ξ coincides with a particular polytope V—which the authors call the von Stengel-Forges polytope—whose description only uses a polynomial number of linear constraints, which are “probability-mass-conserving” constraints:
  • Farina et al [12] recently showed that in two-player games without chance moves, a particular structural decomposition theorem holds for the von Stengel-Forges polytope V.
  • A two-player extensive-form game with public chance moves is triangle-free.
  • The von Stengel-Forges polytope V of a two-player perfect-recall triangle-free EFG can be expressed via a sequence of scaled extensions with simplexes and singleton sets: V = {1} h1 X1 h2 X2 h3 · · · hn Xn, where, for i = 1, .
  • Let Γ be a two-player perfect-recall extensive-form game, let V be its von Stengel-Forges polytope, and let Ξ be its polytope of correlation plans.
  • Let V be the von Stengel-Forges polytope of a two-player triangle-free game (Definition 3).
  • In a two-player perfect-recall extensive-form game that satisfies the triangle-freeness condition (Definition 3), the polytope of correlation plans coincides with the von Stengel-Forges polytope.
  • An optimal EFCE, EFCCE, or NFCCE can be computed in polynomial time in two-player triangle-free games.
  • The authors showed that an optimal extensive-form correlated equilibrium, extensive-form coarse correlated equilibrium, and normal-form coarse correlated equilibrium can be computed in polynomial time in two-player perfect-recall games that satisfy a certain triangle-freeness condition that the authors introduced and that can be checked in polynomial time.
  • To show that such equilibria can be found in polynomial time, the authors gave and combined several results that may be of independent interest: (1) the existence of a scaled-extension-based structural decomposition for the von Stengel-Forges polytope of the game, (2) a characterization of when the von Stengel-Forges polytope coincides with the polytope of correlation plans, and (3) a result about the integrality of the vertices of the von Stengel-Forges polytope in triangle-free games.
  • In this paper the authors give a positive complexity result, showing that optimal equilibrium according to three important extensive-form imperfect-information game correlated solution concepts can be computed efficiently in settings—two-player games with public chance moves—where it was generally believed to be impossible.
  • The ability to select particular correlated equilibria could be used to minimize social welfare, maximize only one of the agent’s utility, or minimize all others’ utilities—thereby furthering existing inequality or creating new inequality
研究对象与分析
relevant sequence pairs: 107
The runtime was averaged over 100 independent runs. Our decomposition algorithm performs well, and is able to scale to the largest game (Goofspiel with k = 5 ranks, which has 3.6 × 107 relevant sequence pairs). In Figure 3(right) we used the characterization Ξ = V to compute the set of all payoffs that can be reached by an EFCE, EFCCE, or NFCCE in 3-rank Goofspiel

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