Solving imperfect-information games via exponential counterfactual regret minimization

08/06/2020
by   Huale Li, et al.
0

Two agents' decision-making problems can be modeled as the game with two players, and a Nash equilibrium is the basic solution conception representing good play in games. Counterfactual regret minimization (CFR) is a popular method to solve Nash equilibrium strategy in two-player zero-sum games with imperfect information. The CFR and its variants have successfully addressed many problems in this field. However, the convergence of the CFR methods is not fast, since they solve the strategy by iterative computing. To some extent, this further affects the solution performance. In this paper, we propose a novel CFR based method, exponential counterfactual regret minimization, which also can be called as ECFR. Firstly, we present an exponential reduction technique for regret in the process of the iteration. Secondly, we prove that our method ECFR has a good theoretical guarantee of convergence. Finally, we show that, ECFR can converge faster compared with the prior state-of-the-art CFR based methods in the experiment.

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