A Distributed Algorithm for Optimising over Pure Strategy Nash Equilibria
OA Location
Author(s)
Chapman, Archie
Farinelli, Alessandro
Luna, Jose Enrique Munoz De Cote Flores
Rogers, Alex
Jennings, Nicholas R
Type
Conference Paper
Abstract
We develop an efficient algorithm for computing pure strategy Nash equilibria that satisfy various criteria (such as the utilitarian or Nash–Bernoulli social welfare functions) in games with sparse interaction structure. Our algorithm, called Valued Nash Propagation (VNP), integrates the optimisation problem of maximising a criterion with the constraint satisfaction problem of finding a game’s equilibria to construct a criterion that defines a c-semiring. Given a suitably compact game structure, this criterion can be efficiently optimised using message-passing. To this end, we first show that VNP is complete in games whose interaction structure forms a hypertree. Then, we go on to provide theoretic and empirical results justifying its use on games with arbitrary structure; in particular, we show that it computes the optimum \ensuremath>82% of the time and otherwise selects an equilibrium that is always within 2% of the optimum on average.
Date Issued
2010-07
Citation
2010, pp.749-755
Start Page
749
End Page
755
Copyright Statement
© 2010, Association for the Advancement of Artificial Intelligence (www.aaai.org). All rights reserved.
Identifier
http://eprints.soton.ac.uk/270818/
Source
Twenty-Fourth AAAI Conference on Artificial Intelligence
Source Place
Atlanta, Georgia
Notes
Event Dates: 11 - 15 July, 2010 keywords: Game theory, distributed optimisation
Publication Status
Unpublished
Start Date
2010-07-11
Finish Date
2010-07-15