Double-oracle sampling method for Stackelberg Equilibrium approximation in general-sum extensive-form games
Jan Karwowski,
Jacek Mańdziuk
Abstract:The paper presents a new method for approximating Strong Stackelberg Equilibrium in general-sum sequential games with imperfect information and perfect recall. The proposed approach is generic as it does not rely on any specific properties of a particular game model. The method is based on iterative interleaving of the two following phases: (1) guided Monte Carlo Tree Search sampling of the Follower's strategy space and (2) building the Leader's behavior strategy tree for which the sampled Follower's strategy … Show more
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