From Poincar\'e Recurrence to Convergence in Imperfect Information Games: Finding Equilibrium via Regularization

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Abstract:

In this paper we investigate the Follow the Regularized Leader dynamics in sequential imperfect information games (IIG). We generalize existing results of Poincar\'e recurrence from normal-form games to zero-sum two-player imperfect information games and other sequential game settings. We then investigate how adapting the reward (by add...More

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