大型静态博弈中的稀有纳什均衡与无政府代价
Rare Nash Equilibria and the Price of Anarchy in Large Static Games
摘要：
我们研究了一个静态的游戏有限数量的代理，在代理被分配独立和同分布的随机类型和每个代理最小化其目标函数选择一组允许的行动，取决于它的类型。该游戏是匿名的，因为每个代理的目标函数仅通过其他代理的类型-动作对的经验分布来依赖于其他代理的动作。我们研究纳什均衡的渐近行为，作为代理的数量趋于无穷大，首先通过推导大数定律的特点几乎必然极限点的纳什均衡在所谓的古诺纳什均衡的相关非原子游戏。我们的主要结果是大偏差原则，其特点是罕见的纳什均衡和相关的条件极限定理描述的行为的平衡条件下的一个罕见的事件的概率。结果涵盖的情况下，既没有有限的球员游戏，也没有相关的非原子游戏有一个唯一的均衡。此外，我们研究了无政府状态的价格的渐近行为，补充现有的最坏情况下的界限与新的概率界限的拥塞游戏，这是用来模拟网络中的流量路由的背景下。
英文摘要：
We study a static game played by a finite number of agents, in which agents are assigned independent and identically distributed random types and each agent minimizes its objective function by choosing from a set of admissible actions that depends on its type. The game is anonymous in the sense that the objective function of each agent depends on the actions of other agents only through the empirical distribution of their type-action pairs. We study the asymptotic behavior of Nash equilibria, as the number of agents tends to infinity, first by deriving laws of large numbers characterizes almost sure limit points of Nash equilibria in terms of so-called Cournot-Nash equilibria of an associated nonatomic game. Our main results are large deviation principles that characterize the probability of rare Nash equilibria and associated conditional limit theorems describing the behavior of equilibria conditioned on a rare event. The results cover situations when neither the finite-player game nor the associated nonatomic game has a unique equilibrium. In addition, we study the asymptotic behavior of the price of anarchy, complementing existing worst-case bounds with new probabilistic bounds in the context of congestion games, which are used to model traffic routing in networks.
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