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Learning equilibria of games via payoff queries

Published: 25 October 2018 Publication History

Abstract

A recent body of experimental literature has studied empirical game-theoretical analysis, in which we have partial knowledge of a game, consisting of observations of a subset of the pure-strategy profiles and their associated payoffs to players. The aim is to find an exact or approximate Nash equilibrium of the game, based on these observations. It is usually assumed that the strategy profiles may be chosen in an on-line manner by the algorithm. We study a corresponding computational learning model, and the query complexity of learning equilibria for various classes of games. We give basic results for bimatrix and graphical games. Our focus is on symmetric network congestion games. For directed acyclic networks, we can learn the cost functions (and hence compute an equilibrium) while querying just a small fraction of pure-strategy profiles. For the special case of parallel links, we have the stronger result that an equilibrium can be identified while only learning a small fraction of the cost values.

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    cover image ACM Conferences
    EC '13: Proceedings of the fourteenth ACM conference on Electronic commerce
    June 2013
    924 pages
    ISBN:9781450319621
    DOI:10.1145/2492002

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    Association for Computing Machinery

    New York, NY, United States

    Publication History

    Published: 25 October 2018

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    Author Tags

    1. approximate nash equilibrium
    2. congestion game
    3. equilibrium computation
    4. payoff query complexity
    5. strategic-form game

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    EC '13
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    EC '13: ACM Conference on Electronic Commerce
    June 16 - 20, 2013
    Pennsylvania, Philadelphia, USA

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    EC '13 Paper Acceptance Rate 72 of 223 submissions, 32%;
    Overall Acceptance Rate 664 of 2,389 submissions, 28%

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    • (2016)Query Complexity of Approximate Nash EquilibriaJournal of the ACM10.1145/290873463:4(1-24)Online publication date: 10-Oct-2016
    • (2016)Generalized mirror descents in congestion gamesArtificial Intelligence10.1016/j.artint.2016.09.002241(217-243)Online publication date: Dec-2016
    • (2015)Query Complexity of Correlated EquilibriumACM Transactions on Economics and Computation (TEAC)10.1145/27856683:4(1-9)Online publication date: 31-Jul-2015
    • (2014)Finding approximate nash equilibria of bimatrix games via payoff queriesProceedings of the fifteenth ACM conference on Economics and computation10.1145/2600057.2602847(657-674)Online publication date: 1-Jun-2014
    • (2014)Bounds for the query complexity of approximate equilibriaProceedings of the fifteenth ACM conference on Economics and computation10.1145/2600057.2602845(639-656)Online publication date: 1-Jun-2014

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