arXiv subjects

Wenhan Huang

Publications and source records attributed to Wenhan Huang.

8 recordsLinked to original sources

arXiv2025

Approximating N-Player Nash Equilibrium through Gradient Descent

Decoding how rational agents should behave in shared systems remains a critical challenge within theoretical computer science, artificial intelligence and economics studies. Central to this challenge is the task of computing the solution concept of games, which is Nash equilibrium (NE). Although computing NE in even two-player cases are known to be PPAD-hard, approximation solutions are of intensive interest in the machine learning domain. In this paper, we present a gradient-based approach to obtain approximate NE in N-player general-sum games. Specifically, we define a distance measure to an NE based on pure strategy best response, thereby computing an NE can be effectively transformed into finding the global minimum of this distance function through gradient descent. We prove that the proposed procedure converges to NE with rate $O(1/T)$ ($T$ is the number of iterations) when the utility function is convex. Experimental results suggest our method outperforms Tsaknakis-Spirakis algorithm, fictitious play and regret matching on various types of N-player normal-form games in GAMUT. In addition, our method demonstrates robust performance with increasing number of players and number of actions.

cs.GT↗

arXiv2023

A survey on algorithms for Nash equilibria in finite normal-form games

Nash equilibrium is one of the most influential solution concepts in game theory. With the development of computer science and artificial intelligence, there is an increasing demand on Nash equilibrium computation, especially for Internet economics and multi-agent learning. This paper reviews various algorithms computing the Nash equilibrium and its approximation solutions in finite normal-form games from both theoretical and empirical perspectives. For the theoretical part, we classify algorithms in the literature and present basic ideas on algorithm design and analysis. For the empirical part, we present a comprehensive comparison on the algorithms in the literature over different kinds of games. Based on these results, we provide practical suggestions on implementations and uses of these algorithms. Finally, we present a series of open problems from both theoretical and practical considerations.

cs.GT↗

arXiv2023

On Tightness of Tsaknakis-Spirakis Descent Methods for Approximate Nash Equilibria

This article explores the minimum approximation ratio for Nash equilibrium in bi-matrix games, focusing on the Tsaknakis and Spirakis (TS) methods. The previous SOTA, TS algorithm, achieved an approximation ratio of 0.3393, but efforts to improve the analysis of the TS algorithm have been unsuccessful. This work demonstrates that the bound of 0.3393 is tight for the TS algorithm and presents a theoretical worst-case analysis. A condition for identifying tight instances is provided, along with a generator. While most generated instances are unstable, indicating potential improvements, stable instances exist where perturbations cannot enhance the 0.3393 bound. Other approximate algorithms, such as regret-matching and fictitious play, achieve better ratios on these instances. The generated instances can serve as benchmarks for approximate Nash equilibrium algorithms. The article also mentions progress in the TS algorithm, achieving an approximation ratio of 1/3, which can be further studied using the presented techniques.

cs.GT↗

arXiv2023

Is Nash Equilibrium Approximator Learnable?

In this paper, we investigate the learnability of the function approximator that approximates Nash equilibrium (NE) for games generated from a distribution. First, we offer a generalization bound using the Probably Approximately Correct (PAC) learning model. The bound describes the gap between the expected loss and empirical loss of the NE approximator. Afterward, we prove the agnostic PAC learnability of the Nash approximator. In addition to theoretical analysis, we demonstrate an application of NE approximator in experiments. The trained NE approximator can be used to warm-start and accelerate classical NE solvers. Together, our results show the practicability of approximating NE through function approximation.

cs.GT↗

arXiv2022

ABSNFT: Securitization and Repurchase Scheme for Non-Fungible Tokens Based on Game Theoretical Analysis

The Non-Fungible Token (NFT) is viewed as one of the important applications of blockchain technology. Although NFT has a large market scale and multiple practical standards, several limitations of the existing mechanism in NFT markets exist. This work proposes a novel securitization and repurchase scheme for NFT to overcome these limitations. We first provide an Asset-Backed Securities (ABS) solution to settle the limitations of non-fungibility of NFT. Our securitization design aims to enhance the liquidity of NFTs and enable Oracles and Automatic Market Makers (AMMs) for NFTs. Then we propose a novel repurchase protocol for a participant owing a portion of NFT to repurchase other shares to obtain the complete ownership. As participants may strategically bid during the acquisition process, our repurchase process is formulated as a Stackelberg game to explore the equilibrium prices. We also provide solutions to handle difficulties at market such as budget constraints and lazy bidders.

cs.GT↗

arXiv2022

No-regret Learning in Repeated First-Price Auctions with Budget Constraints

Recently the online advertising market has exhibited a gradual shift from second-price auctions to first-price auctions. Although there has been a line of works concerning online bidding strategies in first-price auctions, it still remains open how to handle budget constraints in the problem. In the present paper, we initiate the study for a buyer with budgets to learn online bidding strategies in repeated first-price auctions. We propose an RL-based bidding algorithm against the optimal non-anticipating strategy under stationary competition. Our algorithm obtains $\widetilde O(\sqrt T)$-regret if the bids are all revealed at the end of each round. With the restriction that the buyer only sees the winning bid after each round, our modified algorithm obtains $\widetilde O(T^{\frac{7}{12}})$-regret by techniques developed from survival analysis. Our analysis extends to the more general scenario where the buyer has any bounded instantaneous utility function with regrets of the same order.

cs.GT↗

arXiv2021

Cooperative Multi-Agent Transfer Learning with Level-Adaptive Credit Assignment

Extending transfer learning to cooperative multi-agent reinforcement learning (MARL) has recently received much attention. In contrast to the single-agent setting, the coordination indispensable in cooperative MARL constrains each agent's policy. However, existing transfer methods focus exclusively on agent policy and ignores coordination knowledge. We propose a new architecture that realizes robust coordination knowledge transfer through appropriate decomposition of the overall coordination into several coordination patterns. We use a novel mixing network named level-adaptive QTransformer (LA-QTransformer) to realize agent coordination that considers credit assignment, with appropriate coordination patterns for different agents realized by a novel level-adaptive Transformer (LA-Transformer) dedicated to the transfer of coordination knowledge. In addition, we use a novel agent network named Population Invariant agent with Transformer (PIT) to realize the coordination transfer in more varieties of scenarios. Extensive experiments in StarCraft II micro-management show that LA-QTransformer together with PIT achieves superior performance compared with state-of-the-art baselines.

cs.AI↗

arXiv2021

An Efficient Permissioned Blockchain with Provable Reputation Mechanism

The design of permissioned blockchains places an access control requirement for members to read, access, and write information over the blockchains. In this paper, we study a hierarchical scenario to include three types of participants: providers, collectors, and governors. To be specific, providers forward transactions, collected from terminals, to collectors; collectors upload received transactions to governors after verifying and labeling them; and governors validate a part of received labeled transactions, pack valid ones into a block, and append a new block on the ledger. Collectors in the hierarchical model play a crucial role in the design: they have connections with both providers and governors, and are responsible for collecting, verifying, and uploading transactions. However, collectors are rational and some of them may behave maliciously (not necessarily for their own benefits). In this paper, we introduce a reputation protocol as a measure of the reliability of collectors in the permissioned blockchain environment. Its objective is to encourage collectors to behave truthfully and, in addition, to reduce the verification cost. The verification cost on provider $p$ is defined as the total number of invalid transactions provided by $p$ and checked by governors. Through theoretical analysis, our protocol with the reputation mechanism has a significant improvement in efficiency. Specifically, the verification loss that governors suffer is proved to be asymptotically $O(\sqrt{T_{total}})$ ($T_{total}$, representing the number of transactions verified by governors and provided by $p$), as long as there exists at least one collector who behaves well. At last, two typical cases where our model can be well applied are also demonstrated.

cs.CR↗