Extensive-Form Perfect Equilibrium Computation in Two-Player Games

Gabriele Farina, Nicola Gatti

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Abstract

We study the problem of computing an Extensive-Form Perfect Equilibrium (EFPE) in 2-player games. This equilibrium concept refines the Nash equilibrium requiring resilience w.r.t. a specific vanishing perturbation (representing mistakes of the players at each decision node). The scientific challenge is intrinsic to the EFPE definition: it requires a perturbation over the agent form, but agent form is computationally inefficient, due to the presence of highly nonlinear constraints. We show that sequence form can be exploited in a non-trivial way and that, for general-sum games, finding an EFPE is equivalent to solving a suitably perturbed linear complementarity problem. We prove that Lemke’s algorithm can be applied, showing that computing an EFPE is PPAD-complete. In the notable case of zero-sum games, the problem is in FP and can be solved by linear programming. Our algorithms also allow one to find a Nash equilibrium when players cannot perfectly control their moves, being subject to a given execution uncertainty, as is the case in most realistic physical settings.

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Bibtex entry

@inproceedings{Farina17:Extensive, title={Extensive-Form Perfect Equilibrium Computation in Two-Player Games}, author={Farina, Gabriele and Gatti, Nicola}, booktitle={AAAI Conference on Artificial Intelligence}, year={2017} }