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arXiv 2007.05647cs.GTcs.DScs.MA
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支付不确定的多Agent博弈均衡解

Finding Equilibrium in Multi-Agent Games with Payoff Uncertainty

Wenshuo Guo, Mihaela Curmei, Serena Wang, Benjamin Recht, Michael I. Jordan

摘要:

研究了在不完全支付信息下多主体博弈中的均衡策略问题,其中支付矩阵只为参与者所知,直到某些有界不确定集。在这样的博弈中,事后均衡的特点是均衡策略对收益的不确定性具有鲁棒性。当游戏是一次性的,我们表明,在零和多矩阵游戏,事后平衡可以有效地使用线性规划计算。我们进一步扩展的概念,事后均衡随机游戏,在一个序列的阶段和过渡动态的游戏是反复播放由马尔可夫决策过程(MDP)。给出了系统存在事后马尔可夫完美均衡的充分条件。我们证明了在有界支付不确定性下,任何两人零和随机博弈的值都可以用动态规划计算到一个紧值区间。

英文摘要:

We study the problem of finding equilibrium strategies in multi-agent games with incomplete payoff information, where the payoff matrices are only known to the players up to some bounded uncertainty sets. In such games, an ex-post equilibrium characterizes equilibrium strategies that are robust to the payoff uncertainty. When the game is one-shot, we show that in zero-sum polymatrix games, an ex-post equilibrium can be computed efficiently using linear programming. We further extend the notion of ex-post equilibrium to stochastic games, where the game is played repeatedly in a sequence of stages and the transition dynamics are governed by an Markov decision process (MDP). We provide sufficient condition for the existence of an ex-post Markov perfect equilibrium (MPE). We show that under bounded payoff uncertainty, the value of any two-player zero-sum stochastic game can be computed up to a tight value interval using dynamic programming.

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