Bilinear Games: Polynomial Time Algorithms for Rank Based Subclasses

Bilinear Games: Polynomial Time Algorithms for Rank Based Subclasses
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双线性游戏:基于排名的子类的多项式时间算法

DOI:
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发表时间:
2011
期刊:
Workshop on Internet and Network Economics
影响因子:
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通讯作者:
R. Mehta
R. Mehta
中科院分区:
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文献类型:
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作者:
J. Garg;A. Jiang;R. Mehta

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受Koller等人[16]序列形式公式的启发,本文考虑了由两个支付矩阵(A,B)和紧多面体策略集表示的双线性博弈。双线性游戏非常普遍,涵盖了许多有趣的游戏类别,包括双矩阵游戏、两人贝叶斯游戏、多矩阵游戏和具有完美回忆的两人扩展形式游戏作为特殊情况,因此通常很难求解。对于一个双线性博弈,我们定义了它的最佳反应多面体(BRP),并将其纳什均衡刻画为BRP的全标号对。一个博弈(A,B)的秩被定义为秩(A +B)。在本文中,我们给出了多项式时间算法计算纳什均衡的(i)秩-1游戏,(ii)FPTAS的常秩游戏,(iii)当秩(A)或秩(B)是常数。
Motivated by the sequence form formulation of Koller et al. [16], this paper considers bilinear games , represented by two payoff matrices (A ,B ) and compact polytopal strategy sets. Bilinear games are very general and capture many interesting classes of games including bimatrix games, two player Bayesian games, polymatrix games, and two-player extensive form games with perfect recall as special cases, and hence are hard to solve in general. For a bilinear game, we define its best response polytopes (BRPs) and characterize its Nash equilibria as the fully-labeled pairs of the BRPs. Rank of a game (A ,B ) is defined as rank (A +B ). In this paper, we give polynomial-time algorithms for computing Nash equilibria of (i ) rank-1 games, (ii ) FPTAS for constant-rank games, and (iii ) when rank (A ) or rank (B ) is constant.
DOI: 10.1007/s00199-009-0449-x
发表时间: 2010-01-01
期刊: ECONOMIC THEORY
影响因子: 1.3
作者:
Avis, David;Rosenberg, Gabriel D.;von Stengel, Bernhard
通讯作者: von Stengel, Bernhard