??-Completeness of Stationary Nash Equilibria in Perfect Information Stochastic Games

Abstract

We show that the problem of deciding whether in a multi-player perfect information recursive game (i.e. a stochastic game with terminal rewards) there exists a stationary Nash equilibrium ensuring each player a certain payoff is ??-complete. Our result holds for acyclic games, where a Nash equilibrium may be computed efficiently by backward induction, and even for deterministic acyclic games with non-negative terminal rewards. We further extend our results to the existence of Nash equilibria where a single player is surely winning. Combining our result with known gadget games without any stationary Nash equilibrium, we obtain that for cyclic games, just deciding existence of any stationary Nash equilibrium is ??-complete. This holds for reach-a-set games, stay-in-a-set games, and for deterministic recursive games