1,310 research outputs found
A Continuation Method for Nash Equilibria in Structured Games
Structured game representations have recently attracted interest as models
for multi-agent artificial intelligence scenarios, with rational behavior most
commonly characterized by Nash equilibria. This paper presents efficient, exact
algorithms for computing Nash equilibria in structured game representations,
including both graphical games and multi-agent influence diagrams (MAIDs). The
algorithms are derived from a continuation method for normal-form and
extensive-form games due to Govindan and Wilson; they follow a trajectory
through a space of perturbed games and their equilibria, exploiting game
structure through fast computation of the Jacobian of the payoff function. They
are theoretically guaranteed to find at least one equilibrium of the game, and
may find more. Our approach provides the first efficient algorithm for
computing exact equilibria in graphical games with arbitrary topology, and the
first algorithm to exploit fine-grained structural properties of MAIDs.
Experimental results are presented demonstrating the effectiveness of the
algorithms and comparing them to predecessors. The running time of the
graphical game algorithm is similar to, and often better than, the running time
of previous approximate algorithms. The algorithm for MAIDs can effectively
solve games that are much larger than those solvable by previous methods
A Deep Reinforcement Learning Approach for Finding Non-Exploitable Strategies in Two-Player Atari Games
This paper proposes novel, end-to-end deep reinforcement learning algorithms
for learning two-player zero-sum Markov games. Our objective is to find the
Nash Equilibrium policies, which are free from exploitation by adversarial
opponents. Distinct from prior efforts on finding Nash equilibria in
extensive-form games such as Poker, which feature tree-structured transition
dynamics and discrete state space, this paper focuses on Markov games with
general transition dynamics and continuous state space. We propose (1) Nash DQN
algorithm, which integrates DQN with a Nash finding subroutine for the joint
value functions; and (2) Nash DQN Exploiter algorithm, which additionally
adopts an exploiter for guiding agent's exploration. Our algorithms are the
practical variants of theoretical algorithms which are guaranteed to converge
to Nash equilibria in the basic tabular setting. Experimental evaluation on
both tabular examples and two-player Atari games demonstrates the robustness of
the proposed algorithms against adversarial opponents, as well as their
advantageous performance over existing methods
Empirical Centroid Fictitious Play: An Approach For Distributed Learning In Multi-Agent Games
The paper is concerned with distributed learning in large-scale games. The
well-known fictitious play (FP) algorithm is addressed, which, despite
theoretical convergence results, might be impractical to implement in
large-scale settings due to intense computation and communication requirements.
An adaptation of the FP algorithm, designated as the empirical centroid
fictitious play (ECFP), is presented. In ECFP players respond to the centroid
of all players' actions rather than track and respond to the individual actions
of every player. Convergence of the ECFP algorithm in terms of average
empirical frequency (a notion made precise in the paper) to a subset of the
Nash equilibria is proven under the assumption that the game is a potential
game with permutation invariant potential function. A more general formulation
of ECFP is then given (which subsumes FP as a special case) and convergence
results are given for the class of potential games. Furthermore, a distributed
formulation of the ECFP algorithm is presented, in which, players endowed with
a (possibly sparse) preassigned communication graph, engage in local,
non-strategic information exchange to eventually agree on a common equilibrium.
Convergence results are proven for the distributed ECFP algorithm.Comment: Submitted to the IEEE Transactions on Signal Processin
Special Topics in Information Technology
This open access book presents thirteen outstanding doctoral dissertations in Information Technology from the Department of Electronics, Information and Bioengineering, Politecnico di Milano, Italy. Information Technology has always been highly interdisciplinary, as many aspects have to be considered in IT systems. The doctoral studies program in IT at Politecnico di Milano emphasizes this interdisciplinary nature, which is becoming more and more important in recent technological advances, in collaborative projects, and in the education of young researchers. Accordingly, the focus of advanced research is on pursuing a rigorous approach to specific research topics starting from a broad background in various areas of Information Technology, especially Computer Science and Engineering, Electronics, Systems and Control, and Telecommunications. Each year, more than 50 PhDs graduate from the program. This book gathers the outcomes of the thirteen best theses defended in 2019-20 and selected for the IT PhD Award. Each of the authors provides a chapter summarizing his/her findings, including an introduction, description of methods, main achievements and future work on the topic. Hence, the book provides a cutting-edge overview of the latest research trends in Information Technology at Politecnico di Milano, presented in an easy-to-read format that will also appeal to non-specialists
Dynamic Traffic Models in Transportation Science
Traffic assignment models are crucial for traffic planners to be able to predict traffic distributions, especially, in light of possible changes of the infrastructure, e.g., road constructions, traffic light controls, etc. The starting point of the seminar was the observation that there is a trend in the transportation community (science as well as industry) to base such predictions on complex computer-based simulations that are capable of resolving many elements of a real transportation system. On the other hand, within the past few years, the theory of dynamic traffic assignments in terms of equilibrium existence and equilibrium computation has not matured to the point matching the model complexity inherent in simulations. In view of the above, this interdisciplinary seminar brought together leading scientists in the areas traffic simulations, algorithmic game theory and dynamic traffic assignment as well as people from industry with strong scientific background who identified possible ways to bridge the described gap
Computation in Economics
This is an attempt at a succinct survey, from methodological and epistemological perspectives, of the burgeoning, apparently unstructured, field of what is often – misleadingly – referred to as computational economics. We identify and characterise four frontier research fields, encompassing both micro and macro aspects of economic theory, where machine computation play crucial roles in formal modelling exercises: algorithmic behavioural economics, computable general equilibrium theory, agent based computational economics and computable economics. In some senses these four research frontiers raise, without resolving, many interesting methodological and epistemological issues in economic theorising in (alternative) mathematical modesClassical Behavioural Economics, Computable General Equilibrium theory, Agent Based Economics, Computable Economics, Computability, Constructivity, Numerical Analysis
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