In the storied Colonel Blotto game, two colonels allocate $a$ and $b$ troops, respectively, to $k$ distinct battlefields. A colonel wins a battle if they assign more troops to that particular battle, and each colonel seeks to maximize their total number of victories. Despite the problem's formulation in 1921, the first polynomial-time algorithm to compute Nash equilibrium (NE) strategies for this game was discovered only quite recently. In 2016, \citep{ahmadinejad_dehghani_hajiaghayi_lucier_mahini_seddighin_2019} formulated a breakthrough algorithm to compute NE strategies for the Colonel Blotto game, receiving substantial media coverage (e.g. \citep{Insider}, \citep{NSF}, \citep{ScienceDaily}). In this work, we present the first known $\epsilon$-approximation algorithm to compute NE strategies in the two-player Colonel Blotto game in runtime $\widetilde{O}(\epsilon^{-4} k^8 \max\{a,b\})$ for arbitrary settings of these parameters. Moreover, this algorithm computes approximate coarse correlated equilibrium strategies in the multiplayer Colonel Blotto game (when there are $\ell > 2$ colonels) with runtime $\widetilde{O}(\ell \epsilon^{-4} k^8 n + \ell^2 \epsilon^{-2} k^4 n)$, where $n$ is the maximum troop count. Before this work, no polynomial-time algorithm was known to compute exact or approximate equilibrium (in any sense) strategies for multiplayer Colonel Blotto with arbitrary parameters. Further, this is the first algorithm to compute optimal strategies (exact or approximate) in the continuous Colonel Blotto game with arbitrary parameters. Our algorithm computes these approximate equilibria by a novel (to the author's knowledge) sampling technique with which we implicitly perform multiplicative weights update over the exponentially many strategies available to each player.
翻译:在存储的布洛托上校的游戏中, 两位上校分别将美元和美元用于不同的战场。 一名上校如果派更多的部队参加这场特定战斗, 将赢得一场战斗, 每位上校将最大限度地获得他们的胜利总数。 尽管这个问题在1921年的配方, 但这个游戏的计算纳什平衡( NE) 策略的第一次多元时间算法直到最近才才被发现。 在2016年, 一位上校将美元和美元分别分配到 美元不同的战场。 一位上校如果派更多的部队参加这场特定战斗, 就能赢得一场战斗。 一位上校将NE战略( =====xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx