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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)
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2017 Talk: Identify the Nash Equilibrium in Static Games with Random Payoffs »
Mon Aug 7th 03:48 -- 04:06 AM Room C4.1
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