Chapman, Archie, Farinelli, Alessandro, Munoz De Cote Flores Luna, Jose Enrique, Rogers, Alex and Jennings, Nicholas R.
A Distributed Algorithm for Optimising over Pure Strategy Nash Equilibria
At Twenty-Fourth AAAI Conference on Artificial Intelligence, Georgia.
11 - 15 Jul 2010.
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.
Conference or Workshop Item
||Event Dates: 11 - 15 July, 2010
|Venue - Dates:
||Twenty-Fourth AAAI Conference on Artificial Intelligence, Georgia, 2010-07-11 - 2010-07-15
||Game theory, distributed optimisation
||Agents, Interactions & Complexity
||09 Apr 2010 14:15
||17 Apr 2017 18:28
|Further Information:||Google Scholar|
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