Computational Complexity of Approximate Nash Equilibrium in Large Games

We prove that finding an epsilon-Nash equilibrium in a succinctly representable game with many players is PPAD-hard for constant epsilon. Our proof uses succinct games, i.e. games whose payoff function is represented by a circuit. Our techniques build on a recent query complexity lower bound by Babichenko.Comment: New version includes an addendum about subsequent work on the open problems propose

Pure Nash Equilibria: Hard and Easy Games

We investigate complexity issues related to pure Nash equilibria of strategic games. We show that, even in very restrictive settings, determining whether a game has a pure Nash Equilibrium is NP-hard, while deciding whether a game has a strong Nash equilibrium is SigmaP2-complete. We then study practically relevant restrictions that lower the complexity. In particular, we are interested in quantitative and qualitative restrictions of the way each players payoff depends on moves of other players. We say that a game has small neighborhood if the utility function for each player depends only on (the actions of) a logarithmically small number of other players. The dependency structure of a game G can be expressed by a graph DG(G) or by a hypergraph H(G). By relating Nash equilibrium problems to constraint satisfaction problems (CSPs), we show that if G has small neighborhood and if H(G) has bounded hypertree width (or if DG(G) has bounded treewidth), then finding pure Nash and Pareto equilibria is feasible in polynomial time. If the game is graphical, then these problems are LOGCFL-complete and thus in the class NC2 of highly parallelizable problems

Query Complexity of Approximate Nash Equilibria

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

Learning Sparse Polymatrix Games in Polynomial Time and Sample Complexity

We consider the problem of learning sparse polymatrix games from observations of strategic interactions. We show that a polynomial time method based on $\ell_{1,2}$-group regularized logistic regression recovers a game, whose Nash equilibria are the $\epsilon$-Nash equilibria of the game from which the data was generated (true game), in $\mathcal{O}(m^4 d^4 \log (pd))$ samples of strategy profiles --- where $m$ is the maximum number of pure strategies of a player, $p$ is the number of players, and $d$ is the maximum degree of the game graph. Under slightly more stringent separability conditions on the payoff matrices of the true game, we show that our method learns a game with the exact same Nash equilibria as the true game. We also show that $\Omega(d \log (pm))$ samples are necessary for any method to consistently recover a game, with the same Nash-equilibria as the true game, from observations of strategic interactions. We verify our theoretical results through simulation experiments

An Approximate Subgame-Perfect Equilibrium Computation Technique for Repeated Games

This paper presents a technique for approximating, up to any precision, the set of subgame-perfect equilibria (SPE) in discounted repeated games. The process starts with a single hypercube approximation of the set of SPE. Then the initial hypercube is gradually partitioned on to a set of smaller adjacent hypercubes, while those hypercubes that cannot contain any point belonging to the set of SPE are simultaneously withdrawn. Whether a given hypercube can contain an equilibrium point is verified by an appropriate mathematical program. Three different formulations of the algorithm for both approximately computing the set of SPE payoffs and extracting players' strategies are then proposed: the first two that do not assume the presence of an external coordination between players, and the third one that assumes a certain level of coordination during game play for convexifying the set of continuation payoffs after any repeated game history. A special attention is paid to the question of extracting players' strategies and their representability in form of finite automata, an important feature for artificial agent systems.Comment: 26 pages, 13 figures, 1 tabl

A Continuation Method for Nash Equilibria in Structured Games

Structured game representations have recently attracted interest as models for multi-agent artificial intelligence scenarios, with rational behavior most commonly characterized by Nash equilibria. This paper presents efficient, exact algorithms for computing Nash equilibria in structured game representations, including both graphical games and multi-agent influence diagrams (MAIDs). The algorithms are derived from a continuation method for normal-form and extensive-form games due to Govindan and Wilson; they follow a trajectory through a space of perturbed games and their equilibria, exploiting game structure through fast computation of the Jacobian of the payoff function. They are theoretically guaranteed to find at least one equilibrium of the game, and may find more. Our approach provides the first efficient algorithm for computing exact equilibria in graphical games with arbitrary topology, and the first algorithm to exploit fine-grained structural properties of MAIDs. Experimental results are presented demonstrating the effectiveness of the algorithms and comparing them to predecessors. The running time of the graphical game algorithm is similar to, and often better than, the running time of previous approximate algorithms. The algorithm for MAIDs can effectively solve games that are much larger than those solvable by previous methods