Presentation on theme: "Equilibria and Complexity: What now? Christos H. Papadimitriou UC Berkeley christos."— Presentation transcript:
Equilibria and Complexity: What now? Christos H. Papadimitriou UC Berkeley christos
Warwick, March Outline Equilibria and complexity: what, who and why Approximate Nash Special cases New equilibria concepts
Warwick, March The basic question Can equilibria (of various sorts: pure Nash, mixed Nash, approximate Nash, correlated, even price equilibria) be found efficiently? Explicit games vs. succinct games (graphical, strategic form, congestion, network congestion, multimatrix, facility location, etc.)
Warwick, March The succinct game argument With games we model auctions, markets, the Internet Thus we must study multi-player games But these have exponential input Hence all games of interest are multiplayer and succinct
Warwick, March Equilibria are notions of rationality, aspiring models of behavior Efficient computability is an important modeling prerequisite If your laptop cant find it, neither can the market Furthermore: Equilibria problems raise some of the most intriguing questions in the theory of algorithms and complexity Why Complexity?
Warwick, March Equilibria: the trade-offs efficiency existence naturalness correlated pure Nash mixed Nash [DGP06, CD06]
Warwick, March Equilibria: the succinct case efficiency existence naturalness correlated [PR SODA-STOC05] pure Nash NP-c/PLS-c [FPT03] mixed Nash [DFP ICALP06]
Warwick, March Complexity of Mixed Nash PPAD-complete [GP, DGP] STOC 06 Even for 3 players [CD05, DP05] Even for 2 players (!?!) [CD] FOCS 06
Warwick, March What does PPAD-complete mean? PPAD: Class of problems that always have a solution, defined in [Pa90] Contains many well-known tough nuts (Brouwer, Borsuk-Ulam, Arrow-Debreu, Nash, …) Exponential lower bounds known for some Oracle separations from P and other classes
Warwick, March Exponential directed graph with indegree, outdegree < 2 Standard source (given) ? (there must be a sink…)
Warwick, March An aside: The four existence proofs if a directed graph has an unbalanced node, then it has another PPAD if an undirected graph has an odd-degree node, then it has another PPA every dag has a sink PLS pigeonhole principle PPP
Warwick, March What PPAD-complete mean, really? Nashs 1951 proof reduces finding a Nash equilibrium to finding a Brouwer fixpoint The proof in [DGP06] is a reduction in the opposite direction We simulate arbitrary 3-dimensional Brouwer functions by a game Main trick: games that do arithmetic
Warwick, March multiplication is the name of the game and each generation plays the same Bobby Darren, 1961
Warwick, March The multiplication game x y z = x · y affects w
Warwick, March Reduction Brouwer Nash: a very rough sketch Graphical games that do multiplication, addition, comparison, Boolean operations… Simulate the circuit that computes the Brouwer function by a huge graphical game Brittle comparator problem solved by averaging Simulate the graphical game by a 4-player game: 4-color the graph
Warwick, March Brouwer Nash So….
Warwick, March game over?
Warwick, March What next? efficiency existence naturalness ?
Warwick, March approximate Nash a mixed strategy profile such that no player has a strategy with expected payoff bigger than the current one by more than + (assume all utilities normalized to [0,1])
Warwick, March approximate Nash: whats known Can be found in time n log n / [LMM04] No algorithm with < 1/2 is possible, unless supports of size bigger than log n are examined [FNS07] You get = ¾ by looking at all supports of size two
Warwick, March How to do = ½ [DMP06] s is any strategy of the first player t is the best response of the other player to s s is the best response of the first player to t ½-approximate mixed strategy profile: –First player plays ½ [s + s ] –Other player plays t
Warwick, March Better than 1/2?.38 [DMP07] (by using ideas from [LMM03] plus LP) PTAS? NB: It is known that FPTAS is impossible (unless PPAD = P) [CDT06].
Warwick, March Special cases? 0-1 games are hard [AKV05] Any interesting classes for which Nash is easy? Anonymous games [DP07] Each player is different, but sees all other players as identical
Warwick, March Pure equilibria Theorem: In any anonymous game there is a pure 2 s-approximate equilibrium (where s = number of strategies, = Lipschitz constant of the utility functions) and it can be found in polynomial time.
Warwick, March Also: PTAS! Binomial variables x 1, x 2, …x n with probabilities p 1, p 2,…,p n They induce a distribution q = [q 0, q 1, …, q n ] where q j = prob[x i =j] Lemma: There is a way to round the p i s to multiples of 1/k so that |q - q | < O(k -1/4 )
Warwick, March PTAS (cont.) Now, the mixed strategies with probabilities 0, 1/k, 2/k, …, 1 can be considered as k+1 pure strategies => O(n ^(-4) ) PTAS
Warwick, March Other equilibrium concepts: Nash dynamics pure strategy profiles best response (or improving response) by one player
Warwick, March Equilibrium concept Sink strongly connected component (cf [GMV 05]) Generalizes pure Nash, always exists Expected payoff (but which trans. prob.?) How hard is this to compute? Answer: In P for normal form games, PSPACE-complete for graphical games [FP07]
Warwick, March Unit recall equilibria a b 12 ab A strategy for the row player Problem: given a game, is there a pure Nash equilibrium in the automaton game? (Unit recall equilibrium, or URE) Could it be in P? (It is in NP [FP])
Warwick, March Componentwise unit recall equilibria (CURE) Joint work in progress with Alex Fabrikant Equilibrium if players can only change one transition at a time Universal Efficiently computable (But are they natural/convincing?)
Warwick, March PS: Nash dynamics and BGP oscillations > > > 30 oscillation!
Warwick, March BGP oscillations (continued) Well-looked at problem in Internet theory Necessary condition (NP-complete) Sufficient condition (coNP-complete) Surprise! This is actually a Nash dynamics problem… PSPACE-complete [FP07]
Warwick, March So… The complexity of Nash leads to exciting new problems …and a rethinking of the equilibrium idea PTAS for Nash? Multiplicative version? Credible/natural, guaranteed to exist and efficiently computable equilibrium concept related to Nash dynamics?