Computing Quantal Stackelberg Equilibrium in Extensive-Form Games


  • Jakub Černý Nanyang Technological University
  • Viliam Lisý Czech Technical University in Prague
  • Branislav Bošanský Czech Technical University in Prague
  • Bo An Nanyang Technological University



Game Theory


Deployments of game-theoretic solution concepts in the real world have highlighted the necessity to consider human opponents' boundedly rational behavior. If subrationality is not addressed, the system can face significant losses in terms of expected utility. While there exist algorithms for computing optimal strategies to commit to when facing subrational decision-makers in one-shot interactions, these algorithms cannot be generalized for solving sequential scenarios because of the inherent curse of strategy-space dimensionality in sequential games and because humans act subrationally in each decision point separately. We study optimal strategies to commit to against subrational opponents in sequential games for the first time and make the following key contributions: (1) we prove the problem is NP-hard in general; (2) to enable further analysis, we introduce a non-fractional reformulation of the direct non-concave representation of the equilibrium; (3) we identify conditions under which the problem can be approximated in polynomial time in the size of the representation; (4) we show how an MILP can approximate the reformulation with a guaranteed bounded error, and (5) we experimentally demonstrate that our algorithm provides higher quality results several orders of magnitude faster than a baseline method for general non-linear optimization.




How to Cite

Černý, J., Lisý, V., Bošanský, B., & An, B. (2021). Computing Quantal Stackelberg Equilibrium in Extensive-Form Games. Proceedings of the AAAI Conference on Artificial Intelligence, 35(6), 5260-5268.



AAAI Technical Track on Game Theory and Economic Paradigms