Safe Subgame Resolving for Extensive Form Correlated Equilibrium

Correlated Equilibrium is a solution concept that is more general than Nash Equilibrium (NE) and can lead to outcomes with better social welfare. However, its natural extension to the sequential setting, the textitExtensive Form Correlated Equilibrium (EFCE), requires a quadratic amount of space to solve, even in restricted settings without randomness in nature. To alleviate these concerns, we apply textitsubgame resolving, a technique extremely successful in finding NE in zero-sum games to solving general-sum EFCEs. Subgame resolving refines a correlation plan in an textitonline manner: instead of solving for the full game upfront, it only solves for strategies in subgames that are reached in actual play, resulting in significant computational gains. In this paper, we (i) lay out the foundations to quantify the quality of a refined strategy, in terms of the textitsocial welfare and textitexploitability of correlation plans, (ii) show that EFCEs possess a sufficient amount of independence between subgames to perform resolving efficiently, and (iii) provide two algorithms for resolving, one using linear programming and the other based on regret minimization. Both methods guarantee textitsafety, i.e., they will never be counterproductive. Our methods are the first time an online method has been applied to the correlated, general-sum setting.