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arXiv 2602.21722cs.GT
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通过平方和优化求解不完美回忆博弈

Solving Imperfect-Recall Games via Sum-of-Squares Optimization

Singapore University of Technology and Design(新加坡科技设计大学);National University of Singapore(新加坡国立大学);Centre for Quantum Technologies, National University of Singapore(新加坡国立大学量子技术中心);Archimedes Research Unit, Greece(希腊阿基米德研究单元)

Rui Zheng, Ryann Sim, Antonios Varvitsiotis

AI总结:

针对不完美回忆扩展式博弈(IREFGs),提出平方和(SOS)层次结构以计算单玩家最优策略和多玩家纳什均衡,证明渐近收敛性及在非心不在焉单玩家情况下的有限收敛,并引入SOS-凹和SOS-单调类以实现单SDP求解。

摘要:

扩展式博弈(EFGs)为建模序贯决策提供了强大框架,能够捕捉不完全信息、随机事件和时间结构下的策略交互。大多数关于EFGs的正面算法和理论结果都假设完美回忆,即玩家记住所有过去的信息和行动。我们研究日益相关的不完美回忆EFGs(IREFGs)设置,其中玩家可能忘记部分历史或先前获取的信息,且均衡计算被证明是困难的。我们提出了平方和(SOS)层次结构,用于计算单玩家IREFGs中的事前最优策略和多玩家IREFGs中的纳什均衡,工作于行为策略之上。我们的理论结果表明:(i) 这些层次结构渐近收敛,(ii) 在一般性假设下,收敛是有限的,(iii) 在单玩家非心不在焉IREFGs中,收敛发生在由信息集数量决定的有限层次。最后,我们引入了新的(SOS)-凹和(SOS)-单调IREFGs类别,并证明在单玩家设置中,SOS层次结构在第一层收敛,从而能够通过单个半定规划(SDP)进行均衡计算。

英文摘要:

Extensive-form games (EFGs) provide a powerful framework for modeling sequential decision making, capturing strategic interaction under imperfect information, chance events, and temporal structure. Most positive algorithmic and theoretical results for EFGs assume perfect recall, where players remember all past information and actions. We study the increasingly relevant setting of imperfect-recall EFGs (IREFGs), where players may forget parts of their history or previously acquired information, and where equilibrium computation is provably hard. We propose sum-of-squares (SOS) hierarchies for computing ex-ante optimal strategies in single-player IREFGs and Nash equilibria in multi-player IREFGs, working over behavioral strategies. Our theoretical results show that (i) these hierarchies converge asymptotically, (ii) under genericity assumptions, the convergence is finite, and (iii) in single-player non-absentminded IREFGs, convergence occurs at a finite level determined by the number of information sets. Finally, we introduce the new classes of (SOS)-concave and (SOS)-monotone IREFGs, and show that in the single-player setting the SOS hierarchy converges at the first level, enabling equilibrium computation with a single semidefinite program (SDP).

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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