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arXiv 2104.01520cs.GTcs.LGcs.MA
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简单非耦合无遗憾学习动力学的可拓形式相关均衡

Simple Uncoupled No-Regret Learning Dynamics for Extensive-Form Correlated Equilibrium

Carnegie Mellon University(卡内基梅隆大学)

Gabriele Farina, Andrea Celli, Alberto Marchesi, Nicola Gatti

摘要:

在规范型博弈中存在简单的非耦合无悔学习动态收敛到相关均衡是多智能体系统理论中的一个著名结果。具体来说,20多年前就已经知道,当所有参与者在重复的正态形式博弈中寻求最小化他们的内部遗憾时,经验的博弈频率收敛到正态形式相关均衡。可拓形式博弈通过模拟连续和同时的行动以及不完美信息来概括正规形式博弈。由于博弈中私人信息的连续性和存在性,扩展形式博弈中的相关性与正规形式博弈中的相关性具有显著不同的性质,其中许多仍然是开放的研究方向。可拓形式相关均衡(EFCE)被认为是标准形式博弈中相关均衡概念的自然可拓形式对应。与后者相比,定义EFCE集合的约束要复杂得多,因为相关设备必须考虑每个参与者在整个游戏中进行观察时的信念演变。由于这种显著增加的复杂性,导致EFCE的非耦合学习动态的存在长期以来一直是一个具有挑战性的开放研究问题。在这篇文章中,我们解决了这个问题,给出了第一个解耦的无悔动力学,收敛到一组EFCE在n-玩家一般和扩展形式的游戏完美的回忆。我们证明了每个博弈次数可以用博弈树大小的时间多项式来计算,并且当所有参与者根据我们的学习动态重复博弈时,博弈的经验频率被证明是O(T^-0.5)-近似的EFCE,并且在T次博弈重复之后具有高概率,并且EFCE几乎肯定在极限范围内。

英文摘要:

The existence of simple uncoupled no-regret learning dynamics that converge to correlated equilibria in normal-form games is a celebrated result in the theory of multi-agent systems. Specifically, it has been known for more than 20 years that when all players seek to minimize their internal regret in a repeated normal-form game, the empirical frequency of play converges to a normal-form correlated equilibrium. Extensive-form games generalize normal-form games by modeling both sequential and simultaneous moves, as well as imperfect information. Because of the sequential nature and presence of private information in the game, correlation in extensive-form games possesses significantly different properties than its counterpart in normal-form games, many of which are still open research directions. Extensive-form correlated equilibrium (EFCE) has been proposed as the natural extensive-form counterpart to the classical notion of correlated equilibrium in normal-form games. Compared to the latter, the constraints that define the set of EFCEs are significantly more complex, as the correlation device must keep into account the evolution of beliefs of each player as they make observations throughout the game. Due to that significant added complexity, the existence of uncoupled learning dynamics leading to an EFCE has remained a challenging open research question for a long time. In this article, we settle that question by giving the first uncoupled no-regret dynamics that converge to the set of EFCEs in n-player general-sum extensive-form games with perfect recall. We show that each iterate can be computed in time polynomial in the size of the game tree, and that, when all players play repeatedly according to our learning dynamics, the empirical frequency of play is proven to be a O(T^-0.5)-approximate EFCE with high probability after T game repetitions, and an EFCE almost surely in the limit.

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