Actor-Critic Fictitious Play in Simultaneous Move Multistage Games

Pérolat, Julien; Piot, Bilal; Pietquin, Olivier

Document type :

Communication dans un congrès avec actes

Title :

Actor-Critic Fictitious Play in Simultaneous Move Multistage Games

Author(s) :

Pérolat, Julien [Auteur]
Université de Lille, Sciences et Technologies
Sequential Learning [SEQUEL]
Piot, Bilal [Auteur]

IMS : Information, Multimodalité & Signal
Pietquin, Olivier [Auteur]

IMS : Information, Multimodalité & Signal

Conference title :

AISTATS 2018 - 21st International Conference on Artificial Intelligence and Statistics

City :

Playa Blanca, Lanzarote, Canary Islands

Country :

Espagne

Start date of the conference :

2018-04-09

HAL domain(s) :

Informatique [cs]
Informatique [cs]/Intelligence artificielle [cs.AI]

English abstract : [en]

Fictitious play is a game theoretic iterative procedure meant to learn an equilibrium in normal form games. However, this algorithm requires that each player has full knowledge of other players' strategies. Using an ...
Show more >Fictitious play is a game theoretic iterative procedure meant to learn an equilibrium in normal form games. However, this algorithm requires that each player has full knowledge of other players' strategies. Using an architecture inspired by actor-critic algorithms, we build a stochastic approximation of the fictitious play process. This procedure is on-line, decentralized (an agent has no information of others' strategies and rewards) and applies to multistage games (a generalization of normal form games). In addition, we prove convergence of our method towards a Nash equilibrium in both the cases of zero-sum two-player multistage games and cooperative multistage games. We also provide empirical evidence of the soundness of our approach on the game of Alesia with and without function approximation.Show less >

Language :

Anglais

Peer reviewed article :

Oui

Audience :

Internationale

Popular science :

Non

Collections :

Centre de Recherche en Informatique, Signal et Automatique de Lille (CRIStAL) - UMR 9189

Source :

Harvested from HAL

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