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Fix early termination of strategic form QRE on small probabilities.#817

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tturocy merged 1 commit intomasterfrom
bug_qrelog
Mar 19, 2026
Merged

Fix early termination of strategic form QRE on small probabilities.#817
tturocy merged 1 commit intomasterfrom
bug_qrelog

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@tturocy tturocy commented Mar 19, 2026

An earlier refactoring introduced a round-trip whereby the equation system for logit QRE in the strategic form is expressed in log-probabilities, but when log-probs are used in the calculation it is via first exponentiating and taking logs.

The effect of this is that very small probabilities (<10^{-300} or so) get truncated to zero, which then gives a NaN when converting back to log-probs.

This corrects this regression to retain log probabilities as computed by the path-following.

An earlier refactoring introduced a round-trip whereby the equation
system for logit QRE in the strategic form is expressed
in log-probabilities, but when log-probs are used in
the calculation it is via first exponentiating and taking logs.

The effect of this is that very small probabilities (<10^{-300} or so) get truncated to zero, which then gives a NaN when converting
back to log-probs.

This corrects this regression to retain log probabilities as computed by
the path-following.
@tturocy tturocy added this to the gambit-16.6.0 milestone Mar 19, 2026
@tturocy tturocy merged commit 7264eff into master Mar 19, 2026
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@tturocy tturocy deleted the bug_qrelog branch March 19, 2026 19:09
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