Anytime Optimal PSRO for Two-Player Zero-Sum Games. (arXiv:2201.07700v1 [cs.GT])

Policy Space Response Oracles (PSRO) is a multi-agent reinforcement learning
algorithm for games that can handle continuous actions and has empirically
found approximate Nash equilibria in large games. PSRO is based on the tabular
Double Oracle (DO) method, an algorithm that is guaranteed to converge to a
Nash equilibrium, but may increase exploitability from one iteration to the
next. We propose Anytime Optimal Double Oracle (AODO), a tabular double oracle
algorithm for 2-player zero-sum games that is guaranteed to converge …

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