Stampacchia's property, self-duality and orthogonality relations

We show that if the conclusion of the well known Stampacchia Theorem, on variational inequalities, holds on a Banach space X, then X is isomorphic to a Hilbert space. Motivated by this we obtain a relevant result concerning self-dual Banach spaces and investigate some connections between existing notions of orthogonality and self-duality. Moreover, we revisit the notion of the cosine of a linear operator and show that it can be used to characterize Hilbert space structure. Finally, we present some consequences of our results to quadratic forms and to evolution triples

Equilibria, Fixed Points, and Complexity Classes

Many models from a variety of areas involve the computation of an equilibrium or fixed point of some kind. Examples include Nash equilibria in games; market equilibria; computing optimal strategies and the values of competitive games (stochastic and other games); stable configurations of neural networks; analysing basic stochastic models for evolution like branching processes and for language like stochastic context-free grammars; and models that incorporate the basic primitives of probability and recursion like recursive Markov chains. It is not known whether these problems can be solved in polynomial time. There are certain common computational principles underlying different types of equilibria, which are captured by the complexity classes PLS, PPAD, and FIXP. Representative complete problems for these classes are respectively, pure Nash equilibria in games where they are guaranteed to exist, (mixed) Nash equilibria in 2-player normal form games, and (mixed) Nash equilibria in normal form games with 3 (or more) players. This paper reviews the underlying computational principles and the corresponding classes

Generalizations of the Lax-Milgram theorem

We prove a linear and a nonlinear generalization of the Lax-Milgram theorem. In particular we give sufficient conditions for a real-valued function defined on the product of a reflexive Banach space and a normed space to represent all bounded linear functionals of the latter. We also give two applications to singular differential equations

Subspaces with a common complement in a Banach space

We study the problem of the existence of a common algebraic complement for a pair of closed subspaces of a Banach space. We prove the following two characterizations: (1) The pairs of subspaces of a Banach space with a common complement coincide with those pairs which are isomorphic to a pair of graphs of bounded linear operators between two other Banach spaces. (2) The pairs of subspaces of a Banach space X with a common complement coincide with those pairs for which there exists an involution S on X exchanging the two subspaces, such that I+S is bounded from below on their union. Moreover we show that, in a separable Hilbert space, the only pairs of subspaces with a common complement are those which are either equivalently positioned or not completely asymptotic to one another. We also obtain characterizations for the existence of a common complement for subspaces with closed sum

The Complexity of Non-Monotone Markets

We introduce the notion of non-monotone utilities, which covers a wide variety of utility functions in economic theory. We then prove that it is PPAD-hard to compute an approximate Arrow-Debreu market equilibrium in markets with linear and non-monotone utilities. Building on this result, we settle the long-standing open problem regarding the computation of an approximate Arrow-Debreu market equilibrium in markets with CES utility functions, by proving that it is PPAD-complete when the Constant Elasticity of Substitution parameter \rho is any constant less than -1

Polynomial Time Algorithms for Multi-Type Branching Processes and Stochastic Context-Free Grammars

We show that one can approximate the least fixed point solution for a multivariate system of monotone probabilistic polynomial equations in time polynomial in both the encoding size of the system of equations and in log(1/\epsilon), where \epsilon > 0 is the desired additive error bound of the solution. (The model of computation is the standard Turing machine model.) We use this result to resolve several open problems regarding the computational complexity of computing key quantities associated with some classic and heavily studied stochastic processes, including multi-type branching processes and stochastic context-free grammars

Recursive Concurrent Stochastic Games

We study Recursive Concurrent Stochastic Games (RCSGs), extending our recent analysis of recursive simple stochastic games to a concurrent setting where the two players choose moves simultaneously and independently at each state. For multi-exit games, our earlier work already showed undecidability for basic questions like termination, thus we focus on the important case of single-exit RCSGs (1-RCSGs). We first characterize the value of a 1-RCSG termination game as the least fixed point solution of a system of nonlinear minimax functional equations, and use it to show PSPACE decidability for the quantitative termination problem. We then give a strategy improvement technique, which we use to show that player 1 (maximizer) has \epsilon-optimal randomized Stackless & Memoryless (r-SM) strategies for all \epsilon > 0, while player 2 (minimizer) has optimal r-SM strategies. Thus, such games are r-SM-determined. These results mirror and generalize in a strong sense the randomized memoryless determinacy results for finite stochastic games, and extend the classic Hoffman-Karp strategy improvement approach from the finite to an infinite state setting. The proofs in our infinite-state setting are very different however, relying on subtle analytic properties of certain power series that arise from studying 1-RCSGs. We show that our upper bounds, even for qualitative (probability 1) termination, can not be improved, even to NP, without a major breakthrough, by giving two reductions: first a P-time reduction from the long-standing square-root sum problem to the quantitative termination decision problem for finite concurrent stochastic games, and then a P-time reduction from the latter problem to the qualitative termination problem for 1-RCSGs.Comment: 21 pages, 2 figure