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arXiv 2409.04078cs.GTmath.OC
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大规模整数规划博弈中随机重启最佳响应动力学及其应用

Random-Restart Best-Response Dynamics for Large-Scale Integer Programming Games and Their Applications

Virginia Tech(弗吉尼亚理工大学);New Jersey Institute of Technology(新泽西理工学院)

Hyunwoo Lee, Robert Hildebrand, Wenbo Cai, İ. Esra Büyüktahtakın

AI总结:

本文提出随机重启最佳响应动力学算法,用于大规模整数规划博弈的纳什均衡计算,并应用于水生入侵物种防控问题。

摘要:

本文提出了可扩展算法,用于计算大规模整数规划博弈(IPGs)中的纯纳什均衡(PNEs),其中现有精确方法通常仅能处理少量参与者。受县级水生入侵物种(AIS)防控问题中84个决策者问题的启发,我们开发并分析了随机重启最佳响应动力学(RR-BRD),一种用于PNEs的随机搜索框架。对于具有有限动作集的IPGs,我们将RR-BRD建模为最佳响应状态图上的马尔可夫链,并证明,当PNE存在且重启法则有正概率在轮数限制内达到PNE时,RR-BRD几乎必然找到PNE。我们还提出了一种蒙特卡洛采样与模拟程序,用于在固定轮数限制下估计成功行为,这为我们实例依赖的性能分析提供了信息。随后,我们将RR-BRD作为随机局部搜索子程序嵌入到零遗憾(ZR)框架中,从而得到包含BRD的零遗憾(BZR)。通过求解器回调,RR-BRD搜索并提供PNEs,而ZR分离并添加均衡不等式以收紧公式。我们引入了边加权预算最大覆盖(EBMC)博弈来建模AIS防控,并为自私和局部利他性效用建立了PNE存在结果。在合成EBMC和背包问题博弈实例上的计算实验表明,RR-BRD和BZR将均衡计算扩展到n≤30的参与者。我们进一步解决了从明尼苏达AIS数据集中衍生出的现实世界EBMC博弈,其中n=84个县参与者。

英文摘要:

This paper presents scalable algorithms for computing pure Nash equilibria (PNEs) in large-scale integer programming games (IPGs), where existing exact methods typically handle only small numbers of players. Motivated by a county-level aquatic invasive species (AIS) prevention problem with 84 decision makers, we develop and analyze random-restart best-response dynamics (RR-BRD), a randomized search framework for PNEs. For IPGs with finite action sets, we model RR-BRD as a Markov chain on the best-response state graph and show that, whenever a PNE exists and the restart law has positive probability of reaching a PNE within the round cap, RR-BRD finds a PNE almost surely. We also propose a Monte Carlo sampling-and-simulation procedure to estimate success behavior under a fixed round cap, which informs our instance-dependent performance characterization. We then embed RR-BRD as a randomized local-search subroutine within the zero-regret (ZR) framework, yielding BRD-incorporated zero-regret (BZR). Using solver callbacks, RR-BRD searches for and supplies PNEs, while ZR separates and adds equilibrium inequalities to tighten the formulation. We introduce edge-weighted budgeted maximum coverage (EBMC) games to model AIS prevention and establish PNE existence results for both selfish and locally altruistic utilities. Computational experiments on synthetic EBMC and knapsack problem game instances show that RR-BRD and BZR scale equilibrium computation up to $n \le 30$ players. We further solve a real-world EBMC game derived from the Minnesota AIS dataset with $n = 84$ county players.

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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