2,476 research outputs found
Polynomial-time Computation of Exact Correlated Equilibrium in Compact Games
In a landmark paper, Papadimitriou and Roughgarden described a
polynomial-time algorithm ("Ellipsoid Against Hope") for computing sample
correlated equilibria of concisely-represented games. Recently, Stein, Parrilo
and Ozdaglar showed that this algorithm can fail to find an exact correlated
equilibrium, but can be easily modified to efficiently compute approximate
correlated equilibria. Currently, it remains unresolved whether the algorithm
can be modified to compute an exact correlated equilibrium. We show that it
can, presenting a variant of the Ellipsoid Against Hope algorithm that
guarantees the polynomial-time identification of exact correlated equilibrium.
Our new algorithm differs from the original primarily in its use of a
separation oracle that produces cuts corresponding to pure-strategy profiles.
As a result, we no longer face the numerical precision issues encountered by
the original approach, and both the resulting algorithm and its analysis are
considerably simplified. Our new separation oracle can be understood as a
derandomization of Papadimitriou and Roughgarden's original separation oracle
via the method of conditional probabilities. Also, the equilibria returned by
our algorithm are distributions with polynomial-sized supports, which are
simpler (in the sense of being representable in fewer bits) than the mixtures
of product distributions produced previously; no tractable algorithm has
previously been proposed for identifying such equilibria.Comment: 15 page
Separable and Low-Rank Continuous Games
In this paper, we study nonzero-sum separable games, which are continuous
games whose payoffs take a sum-of-products form. Included in this subclass are
all finite games and polynomial games. We investigate the structure of
equilibria in separable games. We show that these games admit finitely
supported Nash equilibria. Motivated by the bounds on the supports of mixed
equilibria in two-player finite games in terms of the ranks of the payoff
matrices, we define the notion of the rank of an n-player continuous game and
use this to provide bounds on the cardinality of the support of equilibrium
strategies. We present a general characterization theorem that states that a
continuous game has finite rank if and only if it is separable. Using our rank
results, we present an efficient algorithm for computing approximate equilibria
of two-player separable games with fixed strategy spaces in time polynomial in
the rank of the game
Complexity Theory, Game Theory, and Economics: The Barbados Lectures
This document collects the lecture notes from my mini-course "Complexity
Theory, Game Theory, and Economics," taught at the Bellairs Research Institute
of McGill University, Holetown, Barbados, February 19--23, 2017, as the 29th
McGill Invitational Workshop on Computational Complexity.
The goal of this mini-course is twofold: (i) to explain how complexity theory
has helped illuminate several barriers in economics and game theory; and (ii)
to illustrate how game-theoretic questions have led to new and interesting
complexity theory, including recent several breakthroughs. It consists of two
five-lecture sequences: the Solar Lectures, focusing on the communication and
computational complexity of computing equilibria; and the Lunar Lectures,
focusing on applications of complexity theory in game theory and economics. No
background in game theory is assumed.Comment: Revised v2 from December 2019 corrects some errors in and adds some
recent citations to v1 Revised v3 corrects a few typos in v
Query Complexity of Correlated Equilibrium
We study lower bounds on the query complexity of determining correlated
equilibrium. In particular, we consider a query model in which an n-player game
is specified via a black box that returns players' utilities at pure action
profiles. In this model we establish that in order to compute a correlated
equilibrium any deterministic algorithm must query the black box an exponential
(in n) number of times.Comment: Added reference
Exchangeable equilibria
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2011.Cataloged from PDF version of thesis.Includes bibliographical references (p. 183-188).The main contribution of this thesis is a new solution concept for symmetric games (of complete information in strategic form), the exchangeable equilibrium. This is an intermediate notion between symmetric Nash and symmetric correlated equilibrium. While a variety of weaker solution concepts than correlated equilibrium and a variety of refinements of Nash equilibrium are known, there is little previous work on "interpolating" between Nash and correlated equilibrium. Several game-theoretic interpretations suggest that exchangeable equilibria are natural objects to study. Moreover, these show that the notion of symmetric correlated equilibrium is too weak and exchangeable equilibrium is a more natural analog of correlated equilibrium for symmetric games. The geometric properties of exchangeable equilibria are a mix of those of Nash and correlated equilibria. The set of exchangeable equilibria is convex, compact, and semi-algebraic, but not necessarily a polytope. A variety of examples illustrate how it relates to the Nash and correlated equilibria. The same ideas which lead to the notion of exchangeable equilibria can be used to construct tighter convex relaxations of the symmetric Nash equilibria as well as convex relaxations of the set of all Nash equilibria in asymmetric games. These have similar mathematical properties to the exchangeable equilibria. An example game reveals an algebraic obstruction to computing exact exchangeable equilibria, but these can be approximated to any degree of accuracy in polynomial time. On the other hand, optimizing a linear function over the exchangeable equilibria is NP-hard. There are practical linear and semidefinite programming heuristics for both problems. A secondary contribution of this thesis is the computation of extreme points of the set of correlated equilibria in a simple family of games. These examples illustrate that in finite games there can be factorially many more extreme correlated equilibria than extreme Nash equilibria, so enumerating extreme correlated equilibria is not an effective method for enumerating extreme Nash equilibria. In the case of games with a continuum of strategies and polynomial utilities, the examples illustrate that while the set of Nash equilibria has a known finite-dimensional description in terms of moments, the set of correlated equilibria admits no such finite-dimensional characterization.by Noah D. Stein.Ph.D
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