Stochastic game

About: Stochastic game is a research topic. Over the lifetime, 9493 publications have been published within this topic receiving 202664 citations.

Approximate strategic reasoning through hierarchical reduction of large symmetric games

Abstract: To deal with exponential growth in the size of a game with the number of agents, we propose an approximation based on a hierarchy of reduced games. The reduced game achieves savings by restricting the number of agents playing any strategy to fixed multiples. We validate the idea through experiments on randomly generated local-effect games. An extended application to strategic reasoning about a complex trading scenario motivates the approach, and demonstrates methods for game-theoretic reasoning over incompletely-specified games at multiple levels of granularity. Motivation Consider the task of selecting among a large set of strategies to play in an 8-player game. Through careful judgment you manage to narrow down the candidates to a reasonable number of strategies (say 35). Because the performance of a strategy for one agent depends on the strategies of the other seven, you wish to undertake a game-theoretic analysis of the situation. Determining the payoff for a particular strategy profile is expensive, however, as your observations of prior game instances are quite limited, and the only operational description of the game is in the form of a simulator that takes a non-negligible time (say 10 minutes) to produce one outcome. Moreover, since the environment is stochastic, numerous samples (say 12) are required to produce a reliable estimate for even one profile. At two hours per profile, ex

Does evolution lead to maximizing behavior

Abstract: A long-standing question in biology and economics is whether individual organisms evolve to behave as if they were striving to maximize some goal function. We here formalize this "as if" question in a patch-structured population in which individuals obtain material payoffs from (perhaps very complex multimove) social interactions. These material payoffs determine personal fitness and, ultimately, invasion fitness. We ask whether individuals in uninvadable population states will appear to be maximizing conventional goal functions (with population-structure coefficients exogenous to the individual's behavior), when what is really being maximized is invasion fitness at the genetic level. We reach two broad conclusions. First, no simple and general individual-centered goal function emerges from the analysis. This stems from the fact that invasion fitness is a gene-centered multigenerational measure of evolutionary success. Second, when selection is weak, all multigenerational effects of selection can be summarized in a neutral type-distribution quantifying identity-by-descent between individuals within patches. Individuals then behave as if they were striving to maximize a weighted sum of material payoffs (own and others). At an uninvadable state it is as if individuals would freely choose their actions and play a Nash equilibrium of a game with a goal function that combines self-interest (own material payoff), group interest (group material payoff if everyone does the same), and local rivalry (material payoff differences).

Constrained Markov Games: Nash Equilibria

Abstract: In this paper we develop the theory of constrained Markov games. We consider the expected average cost as well as discounted cost. We allow different players to have different types of costs. We present sufficient conditions for the existence of stationary Nash equilibrium. Our results are based on the theory of sensitivity analysis of mathematical programs developed by Dantzig, Folkman, and Shapiro [9], which was applied to Markov Decision Processes (MDPs) in [3]. We further characterize all stationary Nash equilibria as fixed points of some coupled Linear Programs.