348 research outputs found
From winning strategy to Nash equilibrium
Game theory is usually considered applied mathematics, but a few
game-theoretic results, such as Borel determinacy, were developed by
mathematicians for mathematics in a broad sense. These results usually state
determinacy, i.e. the existence of a winning strategy in games that involve two
players and two outcomes saying who wins. In a multi-outcome setting, the
notion of winning strategy is irrelevant yet usually replaced faithfully with
the notion of (pure) Nash equilibrium. This article shows that every
determinacy result over an arbitrary game structure, e.g. a tree, is
transferable into existence of multi-outcome (pure) Nash equilibrium over the
same game structure. The equilibrium-transfer theorem requires cardinal or
order-theoretic conditions on the strategy sets and the preferences,
respectively, whereas counter-examples show that every requirement is relevant,
albeit possibly improvable. When the outcomes are finitely many, the proof
provides an algorithm computing a Nash equilibrium without significant
complexity loss compared to the two-outcome case. As examples of application,
this article generalises Borel determinacy, positional determinacy of parity
games, and finite-memory determinacy of Muller games
Non-Determinism and Nash Equilibria for Sequential Game over Partial Order
International audienceIn sequential games of traditional game theory, backward induction guarantees existence of Nash equilibrium by yielding a sub-game perfect equilibrium. But if payoffs range over a partially ordered set instead of the reals, then the backward induction predicate does no longer imply the Nash equilibrium predicate. Non-determinism is a solution: a suitable non-deterministic backward induction function returns a non-deterministic strategy profile which is a non-deterministic Nash equilibrium. The main notions and results in this article are constructive, conceptually simple and formalised in the proof assistant Coq
Acyclicity of Preferences, Nash Equilibria, and Subgame Perfect Equilibria: a Formal and Constructive Equivalence
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 ordered payoffs. This paper generalises the notion of sequential game by replacing real-valued payoff functions with abstract atomic objects, called outcomes, and by replacing the usual total order over the reals with arbitrary binary relations over outcomes, called preferences. This introduces a general abstract formalism where Nash equilibrium, subgame perfect equilibrium, and ``backward induction'' can still be defined. This paper proves that the following three propositions are equivalent: 1) Preferences over the outcomes are acyclic. 2) Every sequential game has a Nash equilibrium. 3) Every sequential game has a subgame perfect equilibrium. The result is fully computer-certified using Coq. Beside the additional guarantee of correctness, the activity of formalisation using Coq also helps clearly identify the useful definitions and the main articulations of the proof
Graphs and Path Equilibria
The quest for optimal/stable paths in graphs has gained attention in a few practical or theoretical areas. To take part in this quest this chapter adopts an equilibrium-oriented approach that is abstract and general: it works with (quasi-arbitrary) arc-labelled digraphs, and it assumes very little about the structure of the sought paths and the definition of equilibrium, \textit{i.e.} optimality/stability. In this setting, this chapter presents a sufficient condition for equilibrium existence for every graph; it also presents a necessary condition for equilibrium existence for every graph. The necessary condition does not imply the sufficient condition a priori. However, the chapter pinpoints their logical difference and thus identifies what work remains to be done. Moreover, the necessary and the sufficient conditions coincide when the definition of optimality relates to a total order, which provides a full-equivalence property. These results are applied to network routing
Dynamics and Coalitions in Sequential Games
We consider N-player non-zero sum games played on finite trees (i.e.,
sequential games), in which the players have the right to repeatedly update
their respective strategies (for instance, to improve the outcome wrt to the
current strategy profile). This generates a dynamics in the game which may
eventually stabilise to a Nash Equilibrium (as with Kukushkin's lazy
improvement), and we argue that it is interesting to study the conditions that
guarantee such a dynamics to terminate.
We build on the works of Le Roux and Pauly who have studied extensively one
such dynamics, namely the Lazy Improvement Dynamics. We extend these works by
first defining a turn-based dynamics, proving that it terminates on subgame
perfect equilibria, and showing that several variants do not terminate. Second,
we define a variant of Kukushkin's lazy improvement where the players may now
form coalitions to change strategies. We show how properties of the players'
preferences on the outcomes affect the termination of this dynamics, and we
thereby characterise classes of games where it always terminates (in particular
two-player games).Comment: In Proceedings GandALF 2017, arXiv:1709.0176
- …