A Polynomialtime Nash Equilibrium Algorithm for Repeated Stochastic Games

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A Polynomial-time Nash Equilibrium Algorithm for
Repeated Stochastic Games

• Enrique Munoz de Cote
• Michael L. Littman

2
Main Result
Main Result
Concretely, we address the following
computational problem
v2
egalitarian line

• Given a repeated stochastic game, return a
  strategy profile that is a Nash equilibrium
  (speci?cally one whose payo?s match the
  egalitarian point) of the average payo? repeated
  stochastic game in polynomial time.

v1
Convex hull of the average payoffs
3
Framework
Multiple states
stochastic games
MDPs
Decision Theory, Planning
matrix games
Single state
Multiple agents
Single agent
4
Stochastic Games (SG)
backgrounds

• Superset of MDPs NFGs
• S is the set of states
• T is the transition function
• Such that

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A Computational Example SG version of chicken
backgrounds

• actions U, D, R, L, X
• coin flip on collision
• Semiwalls (50)
• collision -5
• step cost -1
• goal 100
• discount factor 0.95
• both can get goal.

SG of chicken Hu Wellman, 03
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Strategies on the SG of chicken
backgrounds

• Average expected reward
• (88.3,43.7)
• (43.7,88.3)
• (66,66)
• (43.7,43.7)
• (38.7,38.7)
• (83.6,83.6)

discount factor .95
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Equilibrium values
backgrounds

• Average total reward on equilibrium
• Nash
• (88.3,43.7) very imbalanced, inefficient
• (43.7,88.3) very imbalanced, inefficient
• (53.6,53.6) ½ mix, still inefficient
• Correlated
• (43.7,88.3,43.7,88.3)
• Minimax
• (43.7,43.7)
• Friend
• (38.7,38.7)

Nash computationally difficult to find in general
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Repeated Games
backgrounds
What if players are allowed to play multiple
times?

• Many more equilibrium alternatives (Folk
  theorems)
• Equilibrium strategies
• Can depend on past interactions
• Can be randomized
• Nash equilibrium still exists.

v2
v1
Convex hull of the average payoffs
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Nash equilibrium of the repeated game

• Folk theorems. For any set of average payoffs
  that is,
• Strictly enforceable
• Feasible
• there exist equilibrium profile strategies that
  achieve these payoffs

• Mutual advantage strategies up and right of
  disagreement point v (v1,v2)
• Threats attack strategies against deviations

v
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Egalitarian equilibrium point

• Folk theorems conceptual drawback infinitely
  many feasible and enforceable strategies

• Egalitarian line. line where payoffs are equally
  high above v

v2
egalitarian line
P
Egalitarian point. Maximizes the minimum
advantage of the players rewards
v
v1
Convex hull of the average payoffs
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How? (the short story version)
Repeated SG Nash algorithm?result

• Compute attack and defense strategies.
• Solve two linear programming problems.
• The algorithm searches for a point

egalitarian line
P
where
Convex hull of a hypothetical SG

• P is the point with the highest egalitarian
  value.

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Game representation

• Folk theorems can be interpreted computationally
• Matrix form Littman Stone, 2005
• Stochastic game form Munoz de Cote Littman,
  2008
• Define a weighted combination value
• A strategy profile (p) that achieves sw(pp) can
  be found by modeling an MDP

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Markov Decision Processes

• We use MDPs to model 2 players as a meta-player
• Return joint strategy profile that maximizes a
  weighted combination of the players payoffs
• Friend solutions
• (R0, p1) MDP(1),
• (L0, p2) MDP(0),
• A weighted solution
• (P, p) MDP(w)

L0
P
R0
v
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The algorithm
Repeated SG Nash algorithm?result
folk
FolkEgal(U1,U2, e)

• Compute
• attack1, attack2,
• defense1, defense2 and
• Rfriend1, Lfriend2
• Find egalitarian point and its strategy proflile
• If R is left of egalitarian line PR
• elseIf L is right of egalitarian line P L
• Else egalSearch(R,L,T)

L
egalitarian line
L
PR
PL
\
R
\
R
\
Convex hull of a hypothetical SG
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The key subroutine
EgalSearch(L,R,T)

• Finds intersection between X and egalitarian line
• Close to a binary search
• Input
• Point L (to the left of egalitarian line)
• Point R (to the right of egalitarian line)
• A bound T on the number of iterations
• Return
• The egalitarian point P (with accuracy e)
• Each iteration solves an MDP(w) by finding a
  solution to

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Complexity
Repeated SG Nash algorithm?result

• Dissagreement point (accuracy e) 1 / (1 ?),
  1 /e, Umax
• MDPs are solved in polynomial time Puterman,
  1994
• The algorithm is polynomial iff T is bounded by a
  polynomial.

Result
Running time. Polynomial in The discount factor
1 / (1 ?) The approximation factor 1
/e Magnitude of largest utility Umax
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SG version of the PD game
experiments

B
A
B
A
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Compromise game
experiments
B
A
A
A
B
A
B
B
B
B
A
A
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Asymmetric game
experiments
B
A
A
A
B
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Thanks for your attention!