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Sequence Form Weiran Shi Feb. 6 th , 2014
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Sequence Form

Feb 23, 2016

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Sequence Form. Weiran Shi Feb. 6 th , 2014. Outline. Overview Sequence form Computing equilibria Summary. History. Prof. Bernhard von Stengel Introduce sequence form and its application to computing equilibria (1996). Prof. Daphne Koller Similar idea (1992) - PowerPoint PPT Presentation
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Page 1: Sequence Form

Sequence FormWeiran ShiFeb. 6th, 2014

Page 2: Sequence Form

Outline1. Overview

2. Sequence form

3. Computing equilibria

4. Summary

Page 3: Sequence Form

History

Overview Sequence form Computing equilibria Summary

Prof. Bernhard von StengelIntroduce sequence form and its application to computing equilibria (1996)

Prof. Daphne KollerSimilar idea (1992)Computing equilibria for two-player general sum games (1996)

Page 4: Sequence Form

SignificanceOverview Sequence form Computing equilibria Summary

Standard way Sequence form

Representing size Exponential Linear

Computing complexity Exponential Polynomial

Conclusion Inefficient Efficient

Page 5: Sequence Form

Outline1. Overview

2. Sequence form

3. Computing equilibria

4. Summary

Page 6: Sequence Form

Overview Sequence form Computing equilibria Summary

L R

A B

l lr r

1

1 1

2

(0,1) (1,0)(2,4) (2,4)

(1,1)

a

b c

d e

f g h i

Page 7: Sequence Form

Definition of sequence form

Overview Sequence form Computing equilibria Summary

Page 8: Sequence Form

Sequence

Overview Sequence form Computing equilibria Summary

• Defined by a node of the game tree

• The ordered set of player i’s actions lying on the path

• Build player’s strategy around paths in the tree (there is only a small number of nodes)

L R

A B

l lr r

1

1 1

2

(0,1) (1,0)(2,4) (2,4)

(1,1)

a

b c

d e

f g h i

Page 9: Sequence Form

Payoff function

Overview Sequence form Computing equilibria Summary

• Payoff g(σ)=u(z) if leaf node z would be reached when each player played his sequence on σ.

• Each payoff that is defined at a leaf in the game tree occurs exactly once.

L R

A B

l lr r

1

1 1

2

(0,1) (1,0)(2,4) (2,4)

(1,1)

a

b c

d e

f g h i

Page 10: Sequence Form

Payoff function

Overview Sequence form Computing equilibria Summary

Ф A B

Ф 0,0 0,0 0,0

L 0,0 0,0 0,0

R 1,1 0,0 0,0

Ll 0,0 0,1 2,4

Lr 0,0 2,4 1,0

Sparse encoding

L R

A B

l lr r

1

1 1

2

(0,1) (1,0)(2,4) (2,4)

(1,1)

a

b c

d e

f g h i

Page 11: Sequence Form

Linear constraints

Overview Sequence form Computing equilibria Summary

1. Why do we still need linear constraints?

2. What is the difference between sequences and actions?

Page 12: Sequence Form

Realization planOverview Sequence form Computing equilibria Summary

Another definition (Linear equation definition):

Page 13: Sequence Form

Realization plan

Overview Sequence form Computing equilibria Summary

L=0.5 R=0.5

A=0.3 B=0.7

l=0.4 l=0.4r=0.6 r=0.6

1

1 1

2

(0,0) (0,0)(2,4) (2,4)

(1,1)

a

b c

d e

f g h i

Page 14: Sequence Form

Advantage of realization plan

Overview Sequence form Computing equilibria Summary

Key advantage: it can be characterized by linear equations

Page 15: Sequence Form

Outline1. Overview

2. Sequence form

3. Computing equilibria

4. Summary

Page 16: Sequence Form

Best response in two-player games

Overview Sequence form Computing equilibria

Summary

Page 17: Sequence Form

Best response in two-player games

Overview Sequence form Computing equilibria

Summary

Dual LP problem:

Why do we want to convert it to dual LP problem?

Page 18: Sequence Form

Dual problem

Overview Sequence form Computing equilibria

Summary

Page 19: Sequence Form

Equilibria in two-player zero-sum games

Overview Sequence form Computing equilibria

Summary

We can solve it in polynomial time!

Page 20: Sequence Form

Other applications

Overview Sequence form Computing equilibria

Summary

a) Compute equilibria in two-player general sum game

b) Compute equilibria in general two-player game

Page 21: Sequence Form

Summary

Overview Sequence form Computing equilibria Summary

1. Sequence form is a new strategic description for an extensive game with perfect recall.

2. It has linear complexity.

3. It allows efficient computation of Nash equilibria in extensive-form game.

Page 22: Sequence Form

Reference① Shoham, Y., and Leyton-Brown, K. (2010). Multiagent Systems,

Algorithmic, Game-Theoretic, and Logical Foundations.② von Stengel, B. (1996). Efficient computation of behavior

strategies. GEB: Games and Economic Behavior, 14, 220–246.③ von Stengel, B. (2002). Computing equilibria for two-person

games. In R. Aumann, S. Hart (Eds.), Handbook of game theory, vol. III, chapter 45, 1723–1759. Amsterdam: Elsevier.

④ Nisan, N., Roughgarden, T., Tardos, E., and Vazirani, V. (2007). Algorithmic Game Theory.

⑤ Koller, D.,Megiddo, N., and von Stengel, B. (1996). Efficient computation of equilibria for extensive two-person games. GEB: Games and Economic Behavior, 14, 247–259.

⑥ Koller, D., and Megiddo, N. (1992). The complexity of two-person zero-sum games in extensive form. GEB: Games and Economic Behavior, 4, 528–552.

Page 23: Sequence Form

Thank you!

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