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تسجيل مستخدم جديدLogarithmic Query Complexity for Approximate Nash Computation in Large Games
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نشر من قبل
Francisco Javier Marmolejo-Coss\\'io
تاريخ النشر
2016
مجال البحث
الهندسة المعلوماتية
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English
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We investigate the problem of equilibrium computation for large $n$-player games. Large games have a Lipschitz-type property that no single players utility is greatly affected by any other individual players actions. In this paper, we mostly focus on the case where any change of strategy by a player causes other players payoffs to change by at most $frac{1}{n}$. We study algorithms having query access to the games payoff function, aiming to find $epsilon$-Nash equilibria. We seek algorithms that obtain $epsilon$ as small as possible, in time polynomial in $n$. Our main result is a randomised algorithm that achieves $epsilon$ approaching $frac{1}{8}$ for 2-strategy games in a {em completely uncoupled} setting, where each player observes her own payoff to a query, and adjusts her behaviour independently of other players payoffs/actions. $O(log n)$ rounds/queries are required. We also show how to obtain a slight improvement over $frac{1}{8}$, by introducing a small amount of communication between the players. Finally, we give extension of our results to large games with more than two strategies per player, and alternative largeness parameters.
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