No Arabic abstract
Extensive-form games constitute the standard representation scheme for games with a temporal component. But do all extensive-form games correspond to protocols that we can implement in the real world? We often rule out games with imperfect recall, which prescribe that an agent forget something that she knew before. In this paper, we show that even some games with perfect recall can be problematic to implement. Specifically, we show that if the agents have a sense of time passing (say, access to a clock), then some extensive-form games can no longer be implemented; no matter how we attempt to time the game, some information will leak to the agents that they are not supposed to have. We say such a game is not exactly timeable. We provide easy-to-check necessary and sufficient conditions for a game to be exactly timeable. Most of the technical depth of the paper concerns how to approximately time games, which we show can always be done, though it may require large amounts of time. Specifically, we show that for some games the time required to approximately implement the game grows as a power tower of height proportional to the number of players and with a parameter that measures the precision of the approximation at the top of the power tower. In practice, that makes the games untimeable. Besides the conceptual contribution to game theory, we believe our methodology can have applications to preventing information leakage in security protocols.
Counterfactual Regret Minimization (CFR) is an efficient no-regret learning algorithm for decision problems modeled as extensive games. CFRs regret bounds depend on the requirement of perfect recall: players always remember information that was revealed to them and the order in which it was revealed. In games without perfect recall, however, CFRs guarantees do not apply. In this paper, we present the first regret bound for CFR when applied to a general class of games with imperfect recall. In addition, we show that CFR applied to any abstraction belonging to our general class results in a regret bound not just for the abstract game, but for the full game as well. We verify our theory and show how imperfect recall can be used to trade a small increase in regret for a significant reduction in memory in three domains: die-roll poker, phantom tic-tac-toe, and Bluff.
Tree-form sequential decision making (TFSDM) extends classical one-shot decision making by modeling tree-form interactions between an agent and a potentially adversarial environment. It captures the online decision-making problems that each player faces in an extensive-form game, as well as Markov decision processes and partially-observable Markov decision processes where the agent conditions on observed history. Over the past decade, there has been considerable effort into designing online optimization methods for TFSDM. Virtually all of that work has been in the full-feedback setting, where the agent has access to counterfactuals, that is, information on what would have happened had the agent chosen a different action at any decision node. Little is known about the bandit setting, where that assumption is reversed (no counterfactual information is available), despite this latter setting being well understood for almost 20 years in one-shot decision making. In this paper, we give the first algorithm for the bandit linear optimization problem for TFSDM that offers both (i) linear-time iterations (in the size of the decision tree) and (ii) $O(sqrt{T})$ cumulative regret in expectation compared to any fixed strategy, at all times $T$. This is made possible by new results that we derive, which may have independent uses as well: 1) geometry of the dilated entropy regularizer, 2) autocorrelation matrix of the natural sampling scheme for sequence-form strategies, 3) construction of an unbiased estimator for linear losses for sequence-form strategies, and 4) a refined regret analysis for mirror descent when using the dilated entropy regularizer.
Hindsight rationality is an approach to playing general-sum games that prescribes no-regret learning dynamics for individual agents with respect to a set of deviations, and further describes jointly rational behavior among multiple agents with mediated equilibria. To develop hindsight rational learning in sequential decision-making settings, we formalize behavioral deviations as a general class of deviations that respect the structure of extensive-form games. Integrating the idea of time selection into counterfactual regret minimization (CFR), we introduce the extensive-form regret minimization (EFR) algorithm that achieves hindsight rationality for any given set of behavioral deviations with computation that scales closely with the complexity of the set. We identify behavioral deviation subsets, the partial sequence deviation types, that subsume previously studied types and lead to efficient EFR instances in games with moderate lengths. In addition, we present a thorough empirical analysis of EFR instantiated with different deviation types in benchmark games, where we find that stronger types typically induce better performance.
Despite the many recent practical and theoretical breakthroughs in computational game theory, equilibrium finding in extensive-form team games remains a significant challenge. While NP-hard in the worst case, there are provably efficient algorithms for certain families of team game. In particular, if the game has common external information, also known as A-loss recall -- informally, actions played by non-team members (i.e., the opposing team or nature) are either unknown to the entire team, or common knowledge within the team -- then polynomial-time algorithms exist (Kaneko and Kline, 1995). In this paper, we devise a completely new algorithm for solving team games. It uses a tree decomposition of the constraint system representing each teams strategy to reduce the number and degree of constraints required for correctness (tightness of the mathematical program). Our algorithm reduces the problem of solving team games to a linear program with at most $NW^{w+O(1)}$ nonzero entries in the constraint matrix, where $N$ is the size of the game tree, $w$ is a parameter that depends on the amount of uncommon external information, and $W$ is the treewidth of the tree decomposition. In public-action games, our program size is bounded by the tighter $tilde O(3^t 2^{t(n-1)}NW)$ for teams of $n$ players with $t$ types each. Since our algorithm describes the polytope of correlated strategies directly, we get equilibrium finding in correlated strategies for free -- instead of, say, having to run a double oracle algorithm. We show via experiments on a standard suite of games that our algorithm achieves state-of-the-art performance on all benchmark game classes except one. We also present, to our knowledge, the first experiments for this setting where more than one team has more than one member.
Extensive games are tools largely used in economics to describe decision processes ofa community of agents. In this paper we propose a formal presentation based on theproof assistant COQ which focuses mostly on infinite extensive games and theircharacteristics. COQ proposes a feature called dependent types, which meansthat the type of an object may depend on the type of its components. For instance,the set of choices or the set of utilities of an agent may depend on the agentherself. Using dependent types, we describe formally a very general class of gamesand strategy profiles, which corresponds somewhat to what game theorists are used to.We also discuss the notions of infiniteness in game theory and how this can beprecisely described.