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MOR
2010

Smoothing Techniques for Computing Nash Equilibria of Sequential Games

13 years 3 months ago
Smoothing Techniques for Computing Nash Equilibria of Sequential Games
We develop first-order smoothing techniques for saddle-point problems that arise in the Nash equilibria computation of sequential games. The crux of our work is a construction of suitable prox-functions for a certain class of polytopes that encode the sequential nature of the games. An implementation based on our smoothing techniques computes approximate Nash equilibria for games that are four orders of magnitude larger than what conventional computational approaches can handle.
Samid Hoda, Andrew Gilpin, Javier Peña, Tuo
Added 29 Jan 2011
Updated 29 Jan 2011
Type Journal
Year 2010
Where MOR
Authors Samid Hoda, Andrew Gilpin, Javier Peña, Tuomas Sandholm
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