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In this paper, we present exploitability descent, a new algorithm to compute approximate equilibria in two-player zero-sum extensive-form games with imperfect information, by direct policy optimization against worst-case opponents. We prove that when following this optimization, the exploitability of a players strategy converges asymptotically to zero, and hence when both players employ this optimization, the joint policies converge to a Nash equilibrium. Unlike fictitious play (XFP) and counterfactual regret minimization (CFR), our convergence result pertains to the policies being optimized rather than the average policies. Our experiments demonstrate convergence rates comparable to XFP and CFR in four benchmark games in the tabular case. Using function approximation, we find that our algorithm outperforms the tabular version in two of the games, which, to the best of our knowledge, is the first such result in imperfect information games among this class of algorithms.
We investigate the computation of equilibria in extensive-form games where ex ante correlation is possible, focusing on correlated equilibria requiring the least amount of communication between the players and the mediator. Motivated by the hardness
We study an information-structure design problem (a.k.a. persuasion) with a single sender and multiple receivers with actions of a priori unknown types, independently drawn from action-specific marginal distributions. As in the standard Bayesian pers
We study a wide class of non-convex non-concave min-max games that generalizes over standard bilinear zero-sum games. In this class, players control the inputs of a smooth function whose output is being applied to a bilinear zero-sum game. This class
A standard metric used to measure the approximate optimality of policies in imperfect information games is exploitability, i.e. the performance of a policy against its worst-case opponent. However, exploitability is intractable to compute in large ga
We focus on adversarial patrolling games on arbitrary graphs, where the Defender can control a mobile resource, the targets are alarmed by an alarm system, and the Attacker can observe the actions of the mobile resource of the Defender and perform di