Poster
Identify the Nash Equilibrium in Static Games with Random Payoffs
Yichi Zhou · Jialian Li · Jun Zhu
We study the problem on how to learn the pure Nash Equilibrium of a two-player zero-sum static game with random payoffs under unknown distributions via efficient payoff queries. We introduce a multi-armed bandit model to this problem due to its ability to find the best arm efficiently among random arms and propose two algorithms for this problem---LUCB-G based on the confidence bounds and a racing algorithm based on successive action elimination. We provide an analysis on the sample complexity lower bound when the Nash Equilibrium exists.
Summary/Notes »Author Information
Yichi Zhou (Tsinghua University)
Jialian Li (Tsinghua University)
Jun Zhu (Tsinghua University)
Related Events (a corresponding poster, oral, or spotlight)
-
2017 Talk: Identify the Nash Equilibrium in Static Games with Random Payoffs »
Mon Aug 7th 01:48 -- 02:06 PM Room C4.1
More from the Same Authors
-
2019 Poster: Improving Adversarial Robustness via Promoting Ensemble Diversity »
Tianyu Pang · Kun Xu · Chao Du · Ning Chen · Jun Zhu -
2019 Oral: Improving Adversarial Robustness via Promoting Ensemble Diversity »
Tianyu Pang · Kun Xu · Chao Du · Ning Chen · Jun Zhu -
2018 Poster: Message Passing Stein Variational Gradient Descent »
Jingwei Zhuo · Chang Liu · Jiaxin Shi · Jun Zhu · Ning Chen · Bo Zhang -
2018 Poster: Racing Thompson: an Efficient Algorithm for Thompson Sampling with Non-conjugate Priors »
Yichi Zhou · Jun Zhu · Jingwei Zhuo -
2018 Oral: Message Passing Stein Variational Gradient Descent »
Jingwei Zhuo · Chang Liu · Jiaxin Shi · Jun Zhu · Ning Chen · Bo Zhang -
2018 Oral: Racing Thompson: an Efficient Algorithm for Thompson Sampling with Non-conjugate Priors »
Yichi Zhou · Jun Zhu · Jingwei Zhuo -
2018 Poster: Max-Mahalanobis Linear Discriminant Analysis Networks »
Tianyu Pang · Chao Du · Jun Zhu -
2018 Poster: Adversarial Attack on Graph Structured Data »
Hanjun Dai · Hui Li · Tian Tian · Xin Huang · Lin Wang · Jun Zhu · Le Song -
2018 Oral: Max-Mahalanobis Linear Discriminant Analysis Networks »
Tianyu Pang · Chao Du · Jun Zhu -
2018 Oral: Adversarial Attack on Graph Structured Data »
Hanjun Dai · Hui Li · Tian Tian · Xin Huang · Lin Wang · Jun Zhu · Le Song -
2018 Poster: Stochastic Training of Graph Convolutional Networks with Variance Reduction »
Jianfei Chen · Jun Zhu · Le Song -
2018 Poster: A Spectral Approach to Gradient Estimation for Implicit Distributions »
Jiaxin Shi · Shengyang Sun · Jun Zhu -
2018 Oral: A Spectral Approach to Gradient Estimation for Implicit Distributions »
Jiaxin Shi · Shengyang Sun · Jun Zhu -
2018 Oral: Stochastic Training of Graph Convolutional Networks with Variance Reduction »
Jianfei Chen · Jun Zhu · Le Song
