Shared-constraint games are noncooperative $N$-player games where players are coupled through a common coupling constraint. It is known that such games admit two kinds of equilibria -- generalized Nash equilibria (GNE) and variational equilibria (VE) -- with two different economic interpretations. We consider such games in the context of resource allocation, where players move simultaneously to decide portions of the resource they can consume under a coupling constraint that the sum of the portions they demand be no more than the capacity of the resource. We clarify the worst case and best case efficiency of these kinds of equilibria over all games in a class. We find that the worst case efficiency of both solution concepts in zero and the best case efficiency is unity. Moreover, we characterize the subclass of games where all VE are efficient and show that even in this subclass but the worst case efficiency of GNE is zero. We finally discuss means by which zero worst case efficiency can be remedied.
A bimatrix game $(A,B)$ is called a game of rank $k$ if the rank of the matrix $A+B$ is at most $k$. We consider the problem of enumerating the Nash equilibria in (non-degenerate) games of rank 1. In particular, we show that even for games of rank 1 not all equilibria can be reached by a Lemke-Howson path and present a parametric simplex-type algorithm for enumerating all Nash equilibria of a non-degenerate game of rank 1.
Designing efficient algorithms to compute Nash equilibria poses considerable challenges in Algorithmic Game Theory and Optimization. In this work, we employ integer programming techniques to compute Nash equilibria in Integer Programming Games, a class of simultaneous and non-cooperative games where each player solves a parametrized integer program. We introduce ZERO Regrets, a general and efficient cutting plane algorithm to compute, enumerate, and select Nash equilibria. Our framework leverages the concept of equilibrium inequality, an inequality valid for any Nash equilibrium, and the assoc…
We prove that differential Nash equilibria are generic amongst local Nash equilibria in continuous zero-sum games. That is, there exists an open-dense subset of zero-sum games for which local Nash equilibria are non-degenerate differential Nash equilibria. The result extends previous results to the zero-sum setting, where we obtain even stronger results; in particular, we show that local Nash equilibria are generically hyperbolic critical points. We further show that differential Nash equilibria of zero-sum games are structurally stable. The purpose for presenting these extensions is the recen…
It is known that the set of all correlated equilibria of an n-player non-cooperative game is a convex polytope and includes all the Nash equilibria. Further, the Nash equilibria all lie on the boundary of this polytope. We study the geometry of both these equilibrium notions when the players have cumulative prospect theoretic (CPT) preferences. The set of CPT correlated equilibria includes all the CPT Nash equilibria but it need not be a convex polytope. We show that it can, in fact, be disconnected. However, all the CPT Nash equilibria continue to lie on its boundary. We also characterize the…
If a game has a unique Nash equilibrium, then this equilibrium is arguably the solution of the game from the refinement's literature point of view. However, it might be that for almost all initial conditions, all strategies in the support of this equilibrium are eliminated by the replicator dynamics and the best-reply dynamics.
Our paper concerns the computation of Nash equilibria of first-price auctions with correlated values. While there exist several equilibrium computation methods for auctions with independent values, the correlation of the bidders' values introduces significant complications that render existing methods unsatisfactory in practice. Our contribution is a step towards filling this gap: inspired by the seminal fictitious play process of Brown and Robinson, we present a learning heuristic-that we call fictitious bidding (FB)-for estimating Bayes-Nash equilibria of first-price auctions with correlated…
This document consists of two parts: the second part was submitted earlier as a new proof of Nash's theorem, and the first part is a note explaining a problem found in that proof. We are indebted to Sergiu Hart and Eran Shmaya for their careful study which led to their simultaneous discovery of this error. So far the error has not been fixed, but many of the results and techniques of the paper remain valid, so we will continue to make it available online. Abstract for the original paper: We give a novel proof of the existence of Nash equilibria in all finite games without using fixed point the…
An heuristic approach to compute strong Nash (Aumann) equilibria is presented. The method is based on differential evolution and three variants of a generative relation for strong Nash equilibria characterization. Numerical experiments performed on the minimum effort game for up to 150 players illustrate the efficiency of the approach. The advantages and disadvantages of each variant is discussed in terms of precision and running time.
We study pure Nash equilibria in infinite-duration games on graphs, with partial visibility of actions but communication (based on a graph) among the players. We show that a simple communication mechanism consisting in reporting the deviator when seeing it and propagating this information is sufficient for characterizing Nash equilibria. We propose an epistemic game construction, which conveniently records important information about the knowledge of the players. With this abstraction, we are able to characterize Nash equilibria which follow the simple communication pattern via winning strateg…
We compute a parametric description of the totally mixed Nash equilibria of a generic game in normal form with pre-fixed structure. Using this representation, we show conditions under which a game has the maximum possible number of this kind of equilibria. Then, we present a symbolic procedure that allows us to describe and estimate the number of isolated totally mixed Nash equilibria of an arbitrary game. Under certain assumptions, the algorithm computes the exact number of these equilibria.
We develop a quasi-polynomial time Las Vegas algorithm for approximating Nash equilibria in polymatrix games over trees, under a mild renormalizing assumption. Our result, in particular, leads to an expected polynomial-time algorithm for computing approximate Nash equilibria of tree polymatrix games in which the number of actions per player is a fixed constant. Further, for trees with constant degree, the running time of the algorithm matches the best known upper bound for approximating Nash equilibria in bimatrix games (Lipton, Markakis, and Mehta 2003). Notably, this work closely complements…
The rank of a bimatrix game (A,B) is the rank of the matrix A+B. We give a construction of rank-1 games with exponentially many equilibria, which answers an open problem by Kannan and Theobald (2010).
Mastercard Corporation（万事达卡公司）；Georgia Institute of Technology（佐治亚理工学院）
We explore the use of policy approximations to reduce the computational cost of learning Nash equilibria in zero-sum stochastic games. We propose a new Q-learning type algorithm that uses a sequence of entropy-regularized soft policies to approximate the Nash policy during the Q-function updates. We prove that under certain conditions, by updating the regularized Q-function, the algorithm converges to a Nash equilibrium. We also demonstrate the proposed algorithm's ability to transfer previous training experiences, enabling the agents to adapt quickly to new environments. We provide a dynamic …
Computing Nash equilibria for strategic multi-agent systems is challenging for expensive black box systems. Motivated by the ubiquity of games involving exploitation of common resources, this paper considers the above problem for potential games. We use the Bayesian optimization framework to obtain novel algorithms to solve finite (discrete action spaces) and infinite (real interval action spaces) potential games, utilizing the structure of potential games. Numerical results illustrate the efficiency of the approach in computing the Nash equilibria of static potential games and linear Nash equ…
We show that the problem of finding an ε-approximate Nash equilibrium in an anonymous game with seven pure strategies is complete in PPAD, when the approximation parameter ε is exponentially small in the number of players.
We prove an $N^{2-o(1)}$ lower bound on the randomized communication complexity of finding an $ε$-approximate Nash equilibrium (for constant $ε>0$) in a two-player $N\times N$ game.
University of Aberdeen（阿伯丁大学）；University of Artois（阿尔图瓦大学）
In this paper we describe an argumentation-based representation of normal form games, and demonstrate how argumentation can be used to compute pure strategy Nash equilibria. Our approach builds on Modgil's Extended Argumentation Frameworks. We demonstrate its correctness, prove several theoretical properties it satisfies, and outline how it can be used to explain why certain strategies are Nash equilibria to a non-expert human user.
We investigate the degree of discontinuity of several solution concepts from non-cooperative game theory. While the consideration of Nash equilibria forms the core of our work, also pure and correlated equilibria are dealt with. Formally, we restrict the treatment to two player games, but results and proofs extend to the n-player case. As a side result, the degree of discontinuity of solving systems of linear inequalities is settled.
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 almos…
We study the query complexity of approximate notions of Nash equilibrium in games with a large number of players $n$. Our main result states that for $n$-player binary-action games and for constant $\varepsilon$, the query complexity of an $\varepsilon$-well-supported Nash equilibrium is exponential in $n$. One of the consequences of this result is an exponential lower bound on the rate of convergence of adaptive dynamics to approxiamte Nash equilibrium.
Given a multifunction from $X$ to the $k-$fold symmetric product $Sym_k(X)$, we use the Dold-Thom Theorem to establish a homological selection Theorem. This is used to establish existence of Nash equilibria. Cost functions in problems concerning the existence of Nash Equilibria are traditionally multilinear in the mixed strategies. The main aim of this paper is to relax the hypothesis of multilinearity. We use basic intersection theory, Poincaré Duality in addition to the Dold-Thom Theorem.
In two player bi-matrix games with partial monitoring, actions played are not observed, only some messages are received. Those games satisfy a crucial property of usual bi-matrix games: there are only a finite number of required (mixed) best replies. This is very helpful while investigating sets of Nash equilibria: for instance, in some cases, it allows to relate it to the set of equilibria of some auxiliary game with full monitoring. In the general case, the Lemke-Howson algorithm is extended and, under some genericity assumption, its output are Nash equilibria of the original game. As a by p…
We introduce Q-Nash, a quantum annealing algorithm for the NP-complete problem of Fnding pure Nash equilibria in graphical games. The algorithm consists of two phases. The first phase determines all combinations of best response strategies for each player using classical computation. The second phase finds pure Nash equilibria using a quantum annealing device by mapping the computed combinations to a quadratic unconstrained binary optimization formulation based on the Set Cover problem. We empirically evaluate Q-Nash on D-Wave's Quantum Annealer 2000Q using different graphical game topologies.…
MID-LIDS；MIT-IBM Watson AI Lab（麻省理工学院-IBM沃森人工智能实验室）；IBM-Research（IBM研究院）；Mila（米拉）；University of Oxford（牛津大学）
Multiagent learning settings are inherently more difficult than single-agent learning because each agent interacts with other simultaneously learning agents in a shared environment. An effective approach in multiagent reinforcement learning is to consider the learning process of agents and influence their future policies toward desirable behaviors from each agent's perspective. Importantly, if each agent maximizes its long-term rewards by accounting for the impact of its behavior on the set of convergence policies, the resulting multiagent system reaches an active equilibrium. While this new s…
We investigate the complexity of bounding the uncertainty of graphical games, and we provide new insight into the intrinsic difficulty of computing Nash equilibria. In particular, we show that, if one adds very simple and natural additional requirements to a graphical game, the existence of Nash equilibria is no longer guaranteed, and computing an equilibrium is an intractable problem. Moreover, if stronger equilibrium conditions are required for the game, we get hardness results for the second level of the polynomial hierarchy. Our results offer a clear picture of the complexity of mixed Nash…
Observable games are game situations that reach one of possibly many Nash equilibria. Before an instance of the game starts, an external observer does not know, a priori, what is the exact profile of actions that will occur; thus, he assigns subjective probabilities to players' actions. However, not all probabilistic assignments are coherent with a given game. We study the decision problem of determining if a given set of probabilistic constraints assigned a priori by the observer to a given game is coherent, which we call the Coherence of Probabilistic Constraints on Equilibria, or PCE-Cohere…
In this paper, we compute $ε$-approximate Nash equilibria in atomic splittable polymatroid congestion games with convex Lipschitz continuous cost functions. The main approach relies on computing a pure Nash equilibrium for an associated integrally-splittable congestion game, where players can only split their demand in integral multiples of a common packet size. It is known that one can compute pure Nash equilibria for integrally-splittable congestion games within a running time that is pseudo-polynomial in the aggregated demand of the players. As the main contribution of this paper, we decide…
We prove that in a normal form n-player game with m actions for each player, there exists an approximate Nash equilibrium where each player randomizes uniformly among a set of O(log(m) + log(n)) pure strategies. This result induces an $N^{\log \log N}$ algorithm for computing an approximate Nash equilibrium in games where the number of actions is polynomial in the number of players (m=poly(n)), where $N=nm^n$ is the size of the game (the input size). In addition, we establish an inverse connection between the entropy of Nash equilibria in the game, and the time it takes to find such an approxi…
We analyze the robustness of (pure strategy) Nash equilibria for network games against perturbations of the players' utility functions. We first derive a simple characterization of the margin of robustness, defined as the minimum magnitude of a perturbation that makes a Nash equilibrium of the original game stop being so in the perturbed game. Then, we investigate what the maximally robust equilibria are in some standard network games such as the coordination and the anti-coordination game. Finally, as an application, we provide some sufficient conditions for the existence of Nash equilibria i…
This position paper presents a synthesis viewpoint of blockchains from two orthogonal perspectives: fault-tolerant distributed systems and game theory. Specifically, we formulate a new game-theoretical problem in the context of blockchains and sketch a closed-form Nash equilibrium to the problem.
We investigate a model for representing large multiplayer games, which satisfy strong symmetry properties. This model is made of multiple copies of an arena; each player plays in his own arena, and can partially observe what the other players do. Therefore, this game has partial information and symmetry constraints, which make the computation of Nash equilibria difficult. We show several undecidability results, and for bounded-memory strategies, we precisely characterize the complexity of computing pure Nash equilibria (for qualitative objectives) in this game model.
We study the computational complexity of Nash equilibria in concurrent games with limit-average objectives. In particular, we prove that the existence of a Nash equilibrium in randomised strategies is undecidable, while the existence of a Nash equilibrium in pure strategies is decidable, even if we put a constraint on the payoff of the equilibrium. Our undecidability result holds even for a restricted class of concurrent games, where nonzero rewards occur only on terminal states. Moreover, we show that the constrained existence problem is undecidable not only for concurrent games but for turn-…
Noncooperative game theory provides a normative framework for analyzing strategic interactions. However, for the toolbox to be operational, the solutions it defines will have to be computed. In this paper, we provide a single reduction that 1) demonstrates NP-hardness of determining whether Nash equilibria with certain natural properties exist, and 2) demonstrates the #P-hardness of counting Nash equilibria (or connected sets of Nash equilibria). We also show that 3) determining whether a pure-strategy Bayes-Nash equilibrium exists is NP-hard, and that 4) determining whether a pure-strategy Na…
In this paper we present a novel generic mapping between Graphical Games and Markov Random Fields so that pure Nash equilibria in the former can be found by statistical inference on the latter. Thus, the problem of deciding whether a graphical game has a pure Nash equilibrium, a well-known intractable problem, can be attacked by well-established algorithms such as Belief Propagation, Junction Trees, Markov Chain Monte Carlo and Simulated Annealing. Large classes of graphical games become thus tractable, including all classes already known, but also new classes such as the games with O(log n) t…
In 1953, Kuhn showed that every sequential game has a Nash equilibrium by showing that a procedure, named ``backward induction'' in game theory, yields a Nash equilibrium. It actually yields Nash equilibria that define a proper subclass of Nash equilibria. In 1965, Selten named this proper subclass subgame perfect equilibria. In game theory, payoffs are rewards usually granted at the end of a game. Although traditional game theory mainly focuses on real-valued payoffs that are implicitly ordered by the usual total order over the reals, works of Simon or Blackwell already involved partially ord…
We provide an in-depth study of Nash equilibria in multi-objective normal form games (MONFGs), i.e., normal form games with vectorial payoffs. Taking a utility-based approach, we assume that each player's utility can be modelled with a utility function that maps a vector to a scalar utility. In the case of a mixed strategy, it is meaningful to apply such a scalarisation both before calculating the expectation of the payoff vector as well as after. This distinction leads to two optimisation criteria. With the first criterion, players aim to optimise the expected value of their utility function …
We study the complexity of computing a uniform Nash equilibrium on a non-win-lose bimatrix game. It is known that such a problem is NP-complete even if a bimatrix game is win-lose (Bonifaci et al., 2008). Fortunately, if a win-lose bimatrix game is planar, then uniform Nash equilibria always exist. We have a polynomial-time algorithm for finding a uniform Nash equilibrium of a planar win-lose bimatrix game (Addario-Berry et al., 2007). The following question is left: How hard to compute a uniform Nash equilibrium on a planar non-win-lose bimatrix game? This paper resolves this issue. We prove …
We study the problem of checking for the existence of constrained pure Nash equilibria in a subclass of polymatrix games defined on weighted directed graphs. The payoff of a player is defined as the sum of nonnegative rational weights on incoming edges from players who picked the same strategy augmented by a fixed integer bonus for picking a given strategy. These games capture the idea of coordination within a local neighbourhood in the absence of globally common strategies. We study the decision problem of checking whether a given set of strategy choices for a subset of the players is consist…
This paper concerns computing approximate pure Nash equilibria in weighted congestion games, which has been shown to be PLS-complete. With the help of $\hatΨ$-game and approximate potential functions, we propose two algorithms based on best response dynamics, and prove that they efficiently compute $\fracρ{1-ε}$-approximate pure Nash equilibria for $ρ= d!$ and $ρ=\frac{2\cdot W\cdot(d+1)}{2\cdot W+d+1}\le {d + 1}$, respectively, when the weighted congestion game has polynomial latency functions of degree at most $d \ge 1$ and players' weights are bounded from above by a constant $W \ge 1$. Thi…
We prove that computing a Nash equilibrium of a two-player ($n \times n$) game with payoffs in $[-1,1]$ is PPAD-hard (under randomized reductions) even in the smoothed analysis setting, smoothing with noise of constant magnitude. This gives a strong negative answer to conjectures of Spielman and Teng [ST06] and Cheng, Deng, and Teng [CDT09]. In contrast to prior work proving PPAD-hardness after smoothing by noise of magnitude $1/\operatorname{poly}(n)$ [CDT09], our smoothed complexity result is not proved via hardness of approximation for Nash equilibria. This is by necessity, since Nash equil…
In an epsilon-Nash equilibrium, a player can gain at most epsilon by changing his behaviour. Recent work has addressed the question of how best to compute epsilon-Nash equilibria, and for what values of epsilon a polynomial-time algorithm exists. An epsilon-well-supported Nash equilibrium (epsilon-WSNE) has the additional requirement that any strategy that is used with non-zero probability by a player must have payoff at most epsilon less than the best response. A recent algorithm of Kontogiannis and Spirakis shows how to compute a 2/3-WSNE in polynomial time, for bimatrix games. Here we intro…
The $\varepsilon$-well-supported Nash equilibrium is a strong notion of approximation of a Nash equilibrium, where no player has an incentive greater than $\varepsilon$ to deviate from any of the pure strategies that she uses in her mixed strategy. The smallest constant $\varepsilon$ currently known for which there is a polynomial-time algorithm that computes an $\varepsilon$-well-supported Nash equilibrium in bimatrix games is slightly below $2/3$. In this paper we study this problem for symmetric bimatrix games and we provide a polynomial-time algorithm that gives a $(1/2+δ)$-well-supported …
For a constant $ε$, we prove a poly(N) lower bound on the (randomized) communication complexity of $ε$-Nash equilibrium in two-player NxN games. For n-player binary-action games we prove an exp(n) lower bound for the (randomized) communication complexity of $(ε,ε)$-weak approximate Nash equilibrium, which is a profile of mixed actions such that at least $(1-ε)$-fraction of the players are $ε$-best replying.
PPAD refers to a class of computational problems for which solutions are guaranteed to exist due to a specific combinatorial principle. The most well-known such problem is that of computing a Nash equilibrium of a game. Other examples include the search for market equilibria, and envy-free allocations in the context of cake-cutting. A problem is said to be complete for PPAD if it belongs to PPAD and can be shown to constitute one of the hardest computational challenges within that class. In this paper, I give a relatively informal overview of the proofs used in the PPAD-completeness results. T…
In this short note we study a class of multi-player, turn-based games with deterministic state transitions and reachability / safety objectives (this class contains as special cases "classic" two-player reachability and safety games as well as multi-player "stay--in-a-set" and "reach-a-set" games). Quantitative and qualitative versions of the objectives are presented and for both cases we prove the existence of a deterministic and memoryless Nash equilibrium; the proof is short and simple, using only Fink's classic result about the existence of Nash equilibria for multi-player discounted stoch…
