Table of Contents

Assignment 3: SQF

Your task will be to solve two-player zero-sum extensive form games as a sequence-form LP.

Implement the Sequence Form Linear Program (the program is also extracted here ) to compute the value of any two-player zero-sum extensive form game.

Requirements

Your program must accept a game definition in a JSON format from standard input, and must write its value to standard output, i.e. the expected usage is python main.py < game.json > out.txt.

You must not open, read or write to any files, and your standard output must contain only the value of the game without any debugging information.

Template and Libraries

You can use our template and examples to get started.

We recommend you use Gurobi to solve this task, you can find its documentation here. You can also follow the instruction from the Combinatorial Optimization course on how to setup Gurobi locally.

The libraries: numpy, scipy, pygambit, cvxopt will also be available on BRUTE, and you can still use the cgt_bandits package from the previous part to parse the EFGs.

Notes