Computing Nash Equilibria in Multiplayer DAG-Structured Stochastic Games with Persistent Imperfect Information

• URL: http://arxiv.org/abs/2010.13860v2
• Date: Thu, 18 Feb 2021 02:38:24 GMT
• Title: Computing Nash Equilibria in Multiplayer DAG-Structured Stochastic Games with Persistent Imperfect Information
• Authors: Sam Ganzfried
• Abstract summary: We present an algorithm for approximating Nash equilibrium in multiplayer general-suming games with persistent imperfect information. Using a new procedure, we are able to demonstrate that our algorithm computes a strategy that closely approximates Nash equilibrium in this game.
• Score: 1.7132914341329848
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Many important real-world settings contain multiple players interacting over an unknown duration with probabilistic state transitions, and are naturally modeled as stochastic games. Prior research on algorithms for stochastic games has focused on two-player zero-sum games, games with perfect information, and games with imperfect-information that is local and does not extend between game states. We present an algorithm for approximating Nash equilibrium in multiplayer general-sum stochastic games with persistent imperfect information that extends throughout game play. We experiment on a 4-player imperfect-information naval strategic planning scenario. Using a new procedure, we are able to demonstrate that our algorithm computes a strategy that closely approximates Nash equilibrium in this game.

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