Quick Polytope Approximation of All Correlated Equilibria in Stochastic Games

Liam MacDermed, Karthik Narayan, Charles Isbell, Lora Weiss
2011 PROCEEDINGS OF THE THIRTIETH AAAI CONFERENCE ON ARTIFICIAL INTELLIGENCE AND THE TWENTY-EIGHTH INNOVATIVE APPLICATIONS OF ARTIFICIAL INTELLIGENCE CONFERENCE  
Stochastic or Markov games serve as reasonable models for a variety of domains from biology to computer security, and are appealing due to their versatility. In this paper we address the problem of finding the complete set of correlated equilibria for general-sum stochastic games with perfect information. We present QPACE — an algorithm orders of magnitude more efficient than previous approaches while maintaining a guarantee of convergence and bounded error. Finally, we validate our claims and
more » ... emonstrate the limits of our algorithm with extensive empirical tests.
doi:10.1609/aaai.v25i1.7882 fatcat:q7ew6lhhgje6lmm6odrihxzi5a