arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2205.01469cs.GTcs.AIcs.LGcs.MA
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论虚构剧的趋同性:一种分解方法

On the Convergence of Fictitious Play: A Decomposition Approach

Peking University(北京大学);Huawei(华为)

Yurong Chen, Xiaotie Deng, Chenchen Li, David Mguni, Jun Wang, Xiang Yan, Yaodong Yang

摘要:

模拟游戏(FP)是计算$n$ -玩家博弈中纳什均衡的最基本的博弈论学习框架之一,它为现代多智能体学习算法奠定了基础。虽然FP在零和博弈和势博弈上都有可证明的收敛保证,但现实世界中的许多问题往往是两者的混合,FP的收敛性尚未得到充分研究。在本文中,我们将FP的收敛结果扩展到此类游戏的组合以及其他。具体来说,我们推导出新的条件FP收敛利用游戏分解技术。我们进一步发展了一个线性关系,统一合作和竞争的意义上,这两类游戏是相互转移。最后,我们分析了FP的一个非收敛的例子,Shapley博弈,并给出了FP收敛的充分条件。

英文摘要:

Fictitious play (FP) is one of the most fundamental game-theoretical learning frameworks for computing Nash equilibrium in $n$-player games, which builds the foundation for modern multi-agent learning algorithms. Although FP has provable convergence guarantees on zero-sum games and potential games, many real-world problems are often a mixture of both and the convergence property of FP has not been fully studied yet. In this paper, we extend the convergence results of FP to the combinations of such games and beyond. Specifically, we derive new conditions for FP to converge by leveraging game decomposition techniques. We further develop a linear relationship unifying cooperation and competition in the sense that these two classes of games are mutually transferable. Finally, we analyze a non-convergent example of FP, the Shapley game, and develop sufficient conditions for FP to converge.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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