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.

• Type: Journal
• Year: 2010
• Where: MOR
• Authors: Samid Hoda, Andrew Gilpin, Javier Peña, Tuomas Sandholm
• Keywords: MOR 2010, Nash Equilibria, Nash Equilibria Computation, Smoothing Techniques