2021

Sample-Efficient Learning of Stackelberg Equilibria in General-Sum Games

Bai, Yu, Jin, Chi, Wang, Huan et al.

Understand

Real world applications such as economics and policy making often involve solving multi-agent games with two unique features: (1) The agents are inherently asymmetric and partitioned into leaders and followers; (2) The agents have different reward functions, thus the game is general-sum.

  • The majority of existing results in this field focuses on either symmetric solution concepts (e.g.
  • Nash equilibrium) or zero-sum games.
  • It remains open how to learn the Stackelberg equilibrium -- an asymmetric analog of the Nash equilibrium -- in general-sum games efficiently from noisy samples.

Reading the bibliography…