arXiv:2606.25997cs.GTcs.AI2026-06被引 1

通过收紧变量边界,显著提升多人不完美信息博弈纳什均衡求解效率。

Variable Bound Tightening for Nash Equilibrium Computation in Multiplayer Imperfect-Information Games

  • 基于互补性问题推导紧约束边界,强化分支定界中的凸松弛。
  • 在三人库恩扑克中实现全规模游戏的快速精确求解。
  • 适合研究博弈论算法优化与复杂博弈计算的学者参考。

近年来,针对大型双人零和不完美信息博弈的纳什均衡近似算法取得显著进展,以及多人策略型博弈的纳什均衡精确计算也已实现。尽管回溯遗憾最小化和虚构博弈在双人零和博弈中具有可扩展性和收敛性保证,但在多人博弈中无法保证收敛到纳什均衡。最近一种方法基于序列形式博弈表示,将问题转化为非线性互补问题,并通过求解二次约束规划来精确计算多人不完美信息博弈的纳什均衡。该方法使用 Gurobi 的非凸二次求解器,采用空间分支定界法,通过麦克柯里克包络法对双线性项进行凸松弛,迭代收紧变量边界。在预处理阶段,Gurobi 引入辅助变量甚至二值变量,导致内部混合整数二次规划(MIQCP)重构。该方法在移除占优策略后能快速求解三人库恩扑克,但未能在24小时内求解完整版本。本文推导出非线性互补形式中松弛变量和乘子变量的有限边界,强化了空间分支定界中的凸松弛效果,带来显著的计算性能提升。我们在三人库恩扑克中验证了所提边界的实际影响,实现了完整游戏的精确求解。

原文摘要 · Abstract (English)

There has been significant recent progress in algorithms for approximation of Nash equilibrium in large two-player zero-sum imperfect-information games and exact computation of Nash equilibrium in multiplayer strategic-form games. While counterfactual regret minimization and fictitious play are scalable to large games and have convergence guarantees in two-player zero-sum games, they do not guarantee convergence to Nash equilibrium in multiplayer games. Recently, an approach has been presented for exact computation of Nash equilibrium in multiplayer imperfect-information games that solves a quadratically constrained program based on a nonlinear complementarity problem formulation derived from the sequence-form game representation. This formulation was solved using Gurobi's nonconvex quadratic solver, which employs spatial branch-and-bound to iteratively refine variable bounds by solving convex relaxations of bilinear terms via McCormick envelopes. During presolve, Gurobi introduces auxiliary variables and, in some cases, binary variables, leading to an internal MIQCP reformulation. This approach was demonstrated to outperform prior algorithms from the Gambit software suite and quickly solve three-player Kuhn poker after removal of dominated actions; however, the algorithm was not able to solve the full version of the game within 24 hours. In this paper, we derive finite bounds on slack and multiplier variables in the nonlinear complementarity formulation. These bounds strengthen the convex relaxations used within spatial branch-and-bound and lead to substantial computational improvements. We demonstrate the impact of the proposed bounds on exact Nash equilibrium computation in three-player Kuhn poker.

博弈论纳什均衡算法优化

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