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Abstract

While Nash equilibria are guaranteed to exist, they may exhibit dense support, making them difficult to understand and execute in some applications. In this paper, we study \(k\)-sparse commitments in games where one player is restricted to mixed strategies with support size at most \(k\). Finding \(k\)-sparse commitments is known to be computationally hard. We start by showing several structural properties of \(k\)-sparse solutions, including that the optimal support may vary dramatically as \(k\) increases. These results suggest that naive greedy or double-oracle-based approaches are unlikely to yield practical algorithms. We then develop a simple approach based on mixed integer linear programs (MILPs) for zero-sum games, general-sum Stackelberg games, and various forms of structured sparsity. We also propose practical algorithms for cases where one or both players have large (i.e., practically innumerable) action sets, utilizing a combination of MILPs and incremental strategy generation. We evaluate our methods on synthetic and real-world scenarios based on security applications. In both settings, we observe that even for small support sizes, we can obtain more than \(90\%\) of the true Nash value while maintaining a reasonable runtime, demonstrating the significance of our formulation and algorithms.

Details

1009240
Title
Commitment to Sparse Strategies in Two-Player Games
Publication title
arXiv.org; Ithaca
Publication year
2024
Publication date
Dec 18, 2024
Section
Computer Science
Publisher
Cornell University Library, arXiv.org
Source
arXiv.org
Place of publication
Ithaca
Country of publication
United States
University/institution
Cornell University Library arXiv.org
e-ISSN
2331-8422
Source type
Working Paper
Language of publication
English
Document type
Working Paper
Publication history
 
 
Online publication date
2024-12-20
Milestone dates
2024-12-18 (Submission v1)
Publication history
 
 
   First posting date
20 Dec 2024
ProQuest document ID
3147568902
Document URL
https://www.proquest.com/working-papers/commitment-sparse-strategies-two-player-games/docview/3147568902/se-2?accountid=208611
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Copyright
© 2024. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License.
Last updated
2024-12-21
Database
2 databases
  • ProQuest One Academic
  • ProQuest One Academic