Imperfect-Recall Abstractions with Bounds in Games

Christian Kroer, Tuomas Sandholm · 2016

Imperfect-recall abstraction has emerged as the leading paradigm for practical large-scale equilibrium computation in imperfect-information games. However, imperfect-recall abstractions are poorly understood, and only weak algorithm-specific guarantees on solution quality are known. We develop the first general, algorithm-agnostic, solution quality guarantees for Nash equilibria and approximate self-trembling equilibria computed in imperfect-recall abstractions, when implemented in the original (perfect-recall) game. Our results are for a class of games that generalizes the only previously known class of imperfect-recall abstractions for which any such results have been obtained. Further, our analysis is tighter in two ways, each of which can lead to an exponential reduction in the solution quality error bound.

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