Computing equilibria by incorporating qualitative models

We present a new procedure for solving large games of imperfect information. Our approach involves—somewhat counterintuitive-ly—solving an infinite approximation of the original game, then mapping the equilibrium to a strategy profile in the original game. Our main algorithm exploits some qualitative model of equilibrium structure as an additional input to find an equilibrium in continu-ous games. We prove that our approach is correct even if given a set of qualitative models (satisfying a technical property) of which only some are accurate. We compute equilibria in several classes of games for which no prior algorithms have been developed. In the course of our analysis, we also develop the first mixed-integer pro-gramming formulations for computing an epsilon-equilibrium in general multiplayer normal and extensive-form games based on the extension of our initial algorithm to the multiplayer setting, whic