Solving extensive-form games with double-oracle methods

  • Authors:
  • Branislav Bošanský

  • Affiliations:
  • Faculty of Electrical Engineering, Czech Technical University in Prague, Prague, Czech Rep

  • Venue:
  • Proceedings of the 2013 international conference on Autonomous agents and multi-agent systems
  • Year:
  • 2013

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Abstract

We investigate iterative algorithms for computing exact Nash equilibria in two-player zero-sum extensive-form games. The algorithms use an algorithmic framework of double-oracle methods. The main idea is to restrict the game by allowing the players to play only some of the strategies, and then iteratively solve this restricted game and exploit fast best-response algorithms to add additional strategies to the restricted game for the next iteration. The experimental evaluation on different games shows that the double-oracle methods often provide significant improvement in running-time, and can find exact solution of much larger games compared to the existing approaches.