A Distributed Algorithm for Optimising over Pure Strategy Nash Equilibria


Chapman, Archie, Farinelli, Alessandro, Munoz De Cote Flores Luna, Jose Enrique, Rogers, Alex and Jennings, Nicholas R. (2010) A Distributed Algorithm for Optimising over Pure Strategy Nash Equilibria. At Twenty-Fourth AAAI Conference on Artificial Intelligence, Atlanta, USA, Georgia, 11 - 15 Jul 2010. , 749-755.

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Description/Abstract

We develop an efficient algorithm for computing pure strategy Nash equilibria that satisfy various criteria (such as the utilitarian or Nash--Bernoulli social welfare functions) in games with sparse interaction structure. Our algorithm, called Valued Nash Propagation (VNP), integrates the optimisation problem of maximising a criterion with the constraint satisfaction problem of finding a game's equilibria to construct a criterion that defines a c-semiring. Given a suitably compact game structure, this criterion can be efficiently optimised using message-passing. To this end, we first show that VNP is complete in games whose interaction structure forms a hypertree. Then, we go on to provide theoretic and empirical results justifying its use on games with arbitrary structure; in particular, we show that it computes the optimum >82% of the time and otherwise selects an equilibrium that is always within 2% of the optimum on average.

Item Type: Conference or Workshop Item (Speech)
Additional Information: Event Dates: 11 - 15 July, 2010
Keywords: Game theory, distributed optimisation
Divisions: Faculty of Physical Sciences and Engineering > Electronics and Computer Science > Agents, Interactions & Complexity
ePrint ID: 270818
Date Deposited: 09 Apr 2010 14:15
Last Modified: 27 Mar 2014 20:15
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/270818

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