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Title: Bayesian Repeated Zero-Sum Games with Persistent State, with Application to Security Games
Authors:
; ;
Award ID(s):
1814056
Publication Date:
NSF-PAR ID:
10311472
Journal Name:
Web and Internet Economics - 16th International Conference, WINE 2020
Sponsoring Org:
National Science Foundation
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  1. Network games provide a natural machinery to compactly represent strategic interactions among agents whose payoffs exhibit sparsity in their dependence on the actions of others. Besides encoding interaction sparsity, however, real networks often exhibit a multi-scale structure, in which agents can be grouped into communities, those communities further grouped, and so on, and where interactions among such groups may also exhibit sparsity. We present a general model of multi-scale network games that encodes such multi-level structure. We then develop several algorithmic approaches that leverage this multi-scale structure, and derive sufficient conditions for convergence of these to a Nash equilibrium. Our numerical experiments demonstrate that the proposed approaches enable orders of magnitude improvements in scalability when computing Nash equilibria in such games. For example, we can solve previously intractable instances involving up to 1 million agents in under 15 minutes.