相关论文: Analysis and Optimization of Deep Counterfactual V…

Deep counterfactual value networks combined with continual resolving provide a way to conduct depth-limited search in imperfect-information games. However, since their introduction in the DeepStack poker AI, deep counterfactual value…

Artificial intelligence has seen several breakthroughs in recent years, with games often serving as milestones. A common feature of these games is that players have perfect information. Poker is the quintessential game of imperfect…

Game theory is a very profound study on distributed decision-making behavior and has been extensively developed by many scholars. However, many existing works rely on certain strict assumptions such as knowing the opponent's private…

Many real-world applications can be described as large-scale games of imperfect information. To deal with these challenging domains, prior work has focused on computing Nash equilibria in a handcrafted abstraction of the domain. In this…

Many poker systems, whether created with heuristics or machine learning, rely on the probability of winning as a key input. However calculating the precise probability using combinatorics is an intractable problem, so instead we approximate…

Nash equilibrium is one of the most influential solution concepts in game theory. With the development of computer science and artificial intelligence, there is an increasing demand on Nash equilibrium computation, especially for Internet…

Many important real-world settings contain multiple players interacting over an unknown duration with probabilistic state transitions, and are naturally modeled as stochastic games. Prior research on algorithms for stochastic games has…

Stochastic differential games have been used extensively to model agents' competitions in Finance, for instance, in P2P lending platforms from the Fintech industry, the banking system for systemic risk, and insurance markets. The recently…

In this paper, we apply the idea of fictitious play to design deep neural networks (DNNs), and develop deep learning theory and algorithms for computing the Nash equilibrium of asymmetric $N$-player non-zero-sum stochastic differential…

Counterfactual Regret Minimization and variants (e.g. Public Chance Sampling CFR and Pure CFR) have been known as the best approaches for creating approximate Nash equilibrium solutions for imperfect information games such as poker. This…

In this paper, we propose a numerical methodology for finding the closed-loop Nash equilibrium of stochastic delay differential games through deep learning. These games are prevalent in finance and economics where multi-agent interaction…

Prediction is a well-studied machine learning task, and prediction algorithms are core ingredients in online products and services. Despite their centrality in the competition between online companies who offer prediction-based products,…

We introduce a new methodology that enables detection of the onset of convergence towards Nash equilibria in simple repeated games with infinitely large strategy spaces, thereby revealing the heuristics used in decision-making. The method…

This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method presented in [4] to…

We design a distributed algorithm to seek generalized Nash equilibria of a robust game with uncertain coupled constraints. Due to the uncertainty of parameters in set constraints, we aim to find a generalized Nash equilibrium in the worst…

An extensive literature in economics and social science addresses contests, in which players compete to outperform each other on some measurable criterion, often referred to as a player's score, or output. Players incur costs that are an…

This paper develops algorithms for high-dimensional stochastic control problems based on deep learning and dynamic programming. Unlike classical approximate dynamic programming approaches, we first approximate the optimal policy by means of…

We study the problem of computing an $\epsilon$-Nash equilibrium in repeated games. Earlier work by Borgs et al. [2010] suggests that this problem is intractable. We show that if we make a slight change to their model---modeling the players…

In this article we show that the asymptotic outcomes of both shallow and deep neural networks such as those used in BloombergGPT to generate economic time series are exactly the Nash equilibria of a non-potential game. We then design and…

We present a polynomial-time algorithm that always finds an (approximate) Nash equilibrium for repeated two-player stochastic games. The algorithm exploits the folk theorem to derive a strategy profile that forms an equilibrium by…