论文标题

关于虚拟游戏的融合:一种分解方法

On the Convergence of Fictitious Play: A Decomposition Approach

论文作者

Chen, Yurong, Deng, Xiaotie, Li, Chenchen, Mguni, David, Wang, Jun, Yan, Xiang, Yang, Yaodong

论文摘要

虚拟游戏(FP)是用于计算$ N $玩家游戏中NASH平衡的最基本的游戏理论学习框架之一,该游戏为现代多项式学习算法奠定了基础。尽管FP在零和潜在的游戏上可以证明可证明的融合保证,但是许多现实世界中的问题通常都是两者的混合,而FP的收敛属性尚未得到充分研究。在本文中,我们将FP的收敛结果扩展到了此类游戏及以后的组合。具体而言,我们通过利用游戏分解技术来得出FP收敛的新条件。我们进一步发展了统一合作和竞争的线性关系,这两个类别的游戏是相互转移的。最后,我们分析了FP,Shapley游戏的非代表示例,并为FP提供了足够的条件。

Fictitious play (FP) is one of the most fundamental game-theoretical learning frameworks for computing Nash equilibrium in $n$-player games, which builds the foundation for modern multi-agent learning algorithms. Although FP has provable convergence guarantees on zero-sum games and potential games, many real-world problems are often a mixture of both and the convergence property of FP has not been fully studied yet. In this paper, we extend the convergence results of FP to the combinations of such games and beyond. Specifically, we derive new conditions for FP to converge by leveraging game decomposition techniques. We further develop a linear relationship unifying cooperation and competition in the sense that these two classes of games are mutually transferable. Finally, we analyze a non-convergent example of FP, the Shapley game, and develop sufficient conditions for FP to converge.

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