Computing Nash Equilibria in Multiplayer DAG-Structured Stochastic Games with Persistent Imperfect Information

Many important real-world settings contain multiple players interacting over an unknown duration with probabilistic state transitions, and are naturally modeled as stochastic games. Prior research on algorithms for games has focused two-player zero-sum games, perfect information, imperfect-information that is local does not extend between game states. We present algorithm approximating Nash equilibrium in multiplayer general-sum persistent imperfect information extends throughout play. experiment a 4-player naval strategic planning scenario. Using new procedure, we able to demonstrate our computes strategy closely approximates this game.