762 research outputs found

    Finding Approximate Nash Equilibria of Bimatrix Games via Payoff Queries

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    We study the deterministic and randomized query complexity of finding approximate equilibria in a k × k bimatrix game. We show that the deterministic query complexity of finding an ϵ-Nash equilibrium when ϵ < ½ is Ω(k2), even in zero-one constant-sum games. In combination with previous results [Fearnley et al. 2013], this provides a complete characterization of the deterministic query complexity of approximate Nash equilibria. We also study randomized querying algorithms. We give a randomized algorithm for finding a (3-√5/2 + ϵ)-Nash equilibrium using O(k.log k/ϵ2) payoff queries, which shows that the ½ barrier for deterministic algorithms can be broken by randomization. For well-supported Nash equilibria (WSNE), we first give a randomized algorithm for finding an ϵ-WSNE of a zero-sum bimatrix game using O(k.log k/ϵ4) payoff queries, and we then use this to obtain a randomized algorithm for finding a (⅔ + ϵ)-WSNE in a general bimatrix game using O(k.log k/ϵ4) payoff queries. Finally, we initiate the study of lower bounds against randomized algorithms in the context of bimatrix games, by showing that randomized algorithms require Ω(k2) payoff queries in order to find an ϵ-Nash equilibrium with ϵ < 1/4k, even in zero-one constant-sum games. In particular, this rules out query-efficient randomized algorithms for finding exact Nash equilibria

    Approximate Well-supported Nash Equilibria below Two-thirds

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    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 introduce a new technique that leads to an improvement to the worst-case approximation guarantee
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