Abstract
Function approximation (FA) has been a critical component in solving large zero-sum games. Yet, little attention has been given towards FA in solving general-sum extensive-form games, despite them being widely regarded as being computationally more challenging than their fully competitive or cooperative counterparts. A key challenge is that for many equilibria in general-sum games, no simple analogue to the state value function used in Markov Decision Processes and zero-sum games exists. In this paper, we propose learning the Enforceable Payoff Frontier (EPF)---a generalization of the state value function for general-sum games. We approximate the optimal Stackelberg extensive-form correlated equilibrium by representing EPFs with neural networks and training them by using appropriate backup operations and loss functions. This is the first method that applies FA to the Stackelberg setting, allowing us to scale to much larger games while still enjoying performance guarantees based on FA error. Additionally, our proposed method guarantees incentive compatibility and is easy to evaluate without having to depend on self-play or approximate best-response oracles.
Published Version (Free)
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
More From: Proceedings of the AAAI Conference on Artificial Intelligence
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.