Abstract We give the first unconditional family of polynomial-time algorithms that breaks the 1 / 3 1/3 1/3 approximation barrier for symmetric bimatrix games. For every fixed δ > 0 δ>0 δ > 0 , an algorithm in this family computes a symmetric ( 1 − 1 / 2 + δ ) (1-1/\sqrt{2}+δ) ( 1 − 1/ 2 + δ ) -approximate Nash equilibrium, improving on the previous best guarantee of ( 1 / 3 + δ ) (1/3+δ) ( 1/3 + δ ) due to Kontogiannis and Spirakis [2011].
More in this topic Game theory studies how interacting decision-makers choose strategies, form agreements, and shape outcomes under competition and cooperation.
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Sam Ganzfried
Ganzfried Research
There has been significant recent progress in algorithms for approximation of Nash equilibrium in large two-player zero-sum imperfect-information games and exact computation of Nash equilibrium in multiplayer strategic-form games. While counterfactual regret minimization and fictitious play are scalable to large games and have convergence guarantees in two-player zero-sum games, they do not guarantee convergence to Nash equilibrium in multiplayer games. We present an approach for exact computation of Nash equilibrium in multiplayer imperfect-information games that solves a quadratically-constrained program based on a nonlinear complementarity problem formulation from the sequence-form game representation. This approach capitalizes on recent advances for solving nonconvex quadratic programs. Our algorithm is able to quickly solve three-player Kuhn poker after removal of dominated actions. Of the available algorithms in the Gambit software suite, only the logit quantal response approach is successfully able to solve the game; however, the approach takes longer than our algorithm and also involves a degree of approximation. Our formulation also leads to a new approach for computing Nash equilibrium in multiplayer strategic-form games which we demonstrate to outperform a previous quadratically-constrained program formulation.