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Computing Equilibria

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yana
39 diapositives · 596 Views · Sep 23, 2014

This text delves into the complexities of Nash equilibria and correlated equilibria within game theory, as presented in a lecture by Leonid Khachiyan. It explores foundational concepts like rational behavior in competitive situations, the existence of Nash equilibria, and the computational challenges involved. Notably, it discusses randomized Nash equilibrium, the implications of Brouwer's fixed point theorem, and how linear programming can facilitate finding correlated equilibria in succinct games. The significance of efficient computability in modeling is also highlighted, alongside notable examples of multi-player games.

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Computing Equilibria
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  1. Computing Equilibria Christos H. Papadimitriou UC Berkeley “christos”

  2. Games help us understand rational behavior in competitive situations matching pennies chicken prisoner’s dilemma Khachiyan lecture, March 2 06

  3. Concepts of rationality • Nash equilibrium (or double best response) • Problem:may not exist • Idea: randomized Nash equilibrium Theorem [Nash 1951]: Always exists. . . . Khachiyan lecture, March 2 06

  4. can it be found in polynomial time? Khachiyan lecture, March 2 06

  5. is it then NP-complete? No, because a solution always exists Khachiyan lecture, March 2 06

  6. …and why bother?(a parenthesis) • Equilibrium concepts provide some of the most intriguing specimens of problems • They are notions of rationality, aspiring models of behavior • Efficient computability is an important modeling prerequisite “if your laptop can’t find it, then neither can the market…” Khachiyan lecture, March 2 06

  7. Complexity of Nash Equilibria? • Nash’s existence proof relies on Brouwer’s fixpoint theorem • Finding a Brouwer fixpoint is a hard problem • Not quite NP-complete, but as hard as any problem that always has an answer can be… • Technical term: PPAD-complete [P 1991] Khachiyan lecture, March 2 06

  8. Complexity? (cont.) • But how about Nash? • Is it as hard as Brouwer? • Or are the Brouwer functions constructed in the proof specialized enough so that fixpoints can be computed? (cf contraction maps) Khachiyan lecture, March 2 06

  9. An Easier Problem:Correlated equilibrium Chicken: • Two pure equilibria {me, you} • Mixed (½, ½) (½, ½)payoff 5/2 Khachiyan lecture, March 2 06

  10. Idea (Aumann 1974) • “Traffic signal” with payoff 3 • Compare with Nash equilibrium • Even better with payoff 3 1/3 Probabilities in a lottery drawn by an impartial outsider, and announced to each player separately Khachiyan lecture, March 2 06

  11. Correlated equilibria • Always exist (Nash equilibria are examples) • Can be found (and optimized over) efficiently by linear programming Khachiyan lecture, March 2 06

  12. Linear programming? • A variable x(s) for each box s • Each player does not want to deviate from the signal’s recommendation – assuming that the others will play along • For every player i and any two rows of boxes s,s': Khachiyan lecture, March 2 06

  13. Linear programming! • n players, s strategies each • ns2 inequalites • sn variables! • Nice for 2 or 3 players • But many players? Khachiyan lecture, March 2 06

  14. The embarrassing subject of many players • With games we are supposed to model markets and the Internet • These have many players • To describe a game with n players and s strategies per player you need nsn numbers Khachiyan lecture, March 2 06

  15. The embarrassing subject of many players (cont.) • These important games cannot require astronomically long descriptions “if your problem is important, then its input cannot be astronomically long…” • Conclusion: Many interesting games are • multi-player • succinctly representable Khachiyan lecture, March 2 06

  16. e.g., Graphical Games • [Kearns et al. 2002] Players are vertices of a graph, each player is affected only by his/her neighbors • If degrees are bounded by d, nsd numbers suffice to describe the game • Also: multimatrix, congestion, location, anonymous, hypergraphical, … Khachiyan lecture, March 2 06

  17. Surprise! Theorem: A correlated equilibrium in a succinct game can be found in polynomial time provided the utility expectation over mixed strategies can be computed in polynomial time. Corollaries:All succinct games in the literature Khachiyan lecture, March 2 06

  18. U show it is unbounded need to show dual is infeasible Khachiyan lecture, March 2 06

  19. Lemma [Hart and Schmeidler, 89]: For every y there is an x such that xUTy = 0 • and in fact, x is the product of the • steady-state distributions of the Markov • chains implied by y • Idea: run“ellipsoid against hope” Khachiyan lecture, March 2 06

  20. Leonid Khachiyan [1953-2005] Khachiyan lecture, March 2 06

  21. These k inequalities are themselves infeasible! Khachiyan lecture, March 2 06

  22. also infeasible infeasible UXT just need to solve Khachiyan lecture, March 2 06

  23. as long as we can solve… given a succinct representation of a game, and a product distribution x, find the expected utility of a player, in polynomial time. Khachiyan lecture, March 2 06

  24. And it so happens that… …in all known cases, this problem can be solved by applying one, two, or all three of the following tricks: • Explicit enumeration • Dynamic programming • Linearity of expectation Khachiyan lecture, March 2 06

  25. Corollaries: • Graphical games (on any graph!) • Polymatrix games • Hypergraphical games • Congestion games and local effect games • Facility location games • Anonymous games • Etc… Khachiyan lecture, March 2 06

  26. Back to Nash complexity: summary 2-Nash  3-Nash  4-Nash  …  k-Nash  … ||| 1-GrNash  2-GrNash  3-GrNash  …  d-GrNash  … Theorem (with Paul Goldberg, 2005): All these problems are equivalent Khachiyan lecture, March 2 06

  27. From d-graphical games to d2-normal-form games • Color the graph with d2 colors • No two vertices affecting the same vertex have the same color • Each color class is represented by a single player who randomizes among vertices, strategies • So that vertices are not “neglected:” generalized matching pennies Khachiyan lecture, March 2 06

  28. From k-normal-form games to graphical games • Idea: construct special, very expressive graphical games • Our vertices will have 2 strategies each • Mixed strategy = a number in [0,1] (= probability vertex plays strategy 1) • Basic trick: Games that do arithmetic! Khachiyan lecture, March 2 06

  29. “Multiplicationis the name of the gameand each generationplays the same…” Khachiyan lecture, March 2 06

  30. The multiplication game x z wins when it plays 1 and w plays 0 “affects” z = x · y w if w plays 0, then it gets xy. if it plays 1, then it gets z, but z gets punished y Khachiyan lecture, March 2 06

  31. From k-normal-form games to 3-graphical games (cont.) • At any Nash equilibrium, z = x y • Similarly for +, -, “brittle comparison” • Construct graphical game that checks the equilibrium conditions of the normal form game • Nash equilibria in the two games coincide Khachiyan lecture, March 2 06

  32. Finally, 4 players • Previous reduction creates a bipartite graph of degree 3 • Carefully simulate each side by two players, refining the previous reduction Khachiyan lecture, March 2 06

  33. Nash complexity, summary 2-Nash  3-Nash  4-Nash  …  k-Nash  … ||| 1-GrNash  2-GrNash  3-GrNash  …  d-GrNash  … Theorem (with Paul Goldberg, 2005): All these problems are equivalent Theorem (with Costas Daskalakis and Paul Goldberg, 2005): …and PPAD-complete Khachiyan lecture, March 2 06

  34. Nash is PPAD-complete • Proof idea: Start from a PPAD-complete stylized version of Brouwer on the 3D cube • Use arithmetic games to compute Brouwer functions • Brittle comparator problem solved by averaging Khachiyan lecture, March 2 06

  35. Open problems • Conjecture 1: 3-player Nash is also PPAD-complete • Conjecture 2: 2-player Nash can be found in polynomial time • Approximate equilibria? [cf. Lipton Markakis and Mehta 2003] Khachiyan lecture, March 2 06

  36. In November… • Conjecture 1: 3-player Nash is also PPAD-complete • Proved!! [Chen&Deng05, DP05] Khachiyan lecture, March 2 06

  37. In December… • Conjecture 2: 2-player Nash is in P • PPAD-complete [Chen&Deng05b] Khachiyan lecture, March 2 06

  38. game over! Khachiyan lecture, March 2 06

  39. Thank You! Khachiyan lecture, March 2 06