Making the Best of Limited Memory in Multi-Player Discounted Sum Games

In this paper, we establish the existence of optimal bounded memory strategy profiles in multi-player discounted sum games. We introduce a non-deterministic approach to compute optimal strategy profiles with bounded memory. Our approach can be used to obtain optimal rewards in a setting where a powerful player selects the strategies of all players for Nash and leader equilibria, where in leader equilibria the Nash condition is waived for the strategy of this powerful player. The resulting strategy profiles are optimal for this player among all strategy profiles that respect the given memory bound, and the related decision problem is NP-complete. We also provide simple examples, which show that having more memory will improve the optimal strategy profile, and that sufficient memory to obtain optimal strategy profiles cannot be inferred from the structure of the game.

[1]  Kimmo Berg,et al.  Computing Equilibria in Discounted 2 × 2 Supergames , 2013 .

[2]  A. M. Fink,et al.  Equilibrium in a stochastic $n$-person game , 1964 .

[3]  Linn I. Sennott,et al.  Zero-sum stochastic games with unbounded costs: Discounted and average cost cases , 1994, Math. Methods Oper. Res..

[4]  Krishnendu Chatterjee,et al.  Multi-objective Discounted Reward Verification in Graphs and MDPs , 2013, LPAR.

[5]  János Flesch,et al.  Pure subgame-perfect equilibria in free transition games , 2009, Eur. J. Oper. Res..

[6]  Ariel Rubinstein,et al.  A Course in Game Theory , 1995 .

[7]  Ehud Lehrer,et al.  Nash equilibria of n-player repeated games with semi-standard information , 1990 .

[8]  J. Friedman A Non-cooperative Equilibrium for Supergames , 1971 .

[9]  Krishnendu Chatterjee,et al.  Mean-payoff parity games , 2005, 20th Annual IEEE Symposium on Logic in Computer Science (LICS' 05).

[10]  Elon Kohlberg,et al.  On Stochastic Games with Stationary Optimal Strategies , 1978, Math. Oper. Res..

[11]  Hugo Gimbert,et al.  When Can You Play Positionally? , 2004, MFCS.

[12]  Dominik Wojtczak,et al.  The Complexity of Nash Equilibria in Limit-Average Games , 2011, CONCUR.

[13]  L. Shapley,et al.  Stochastic Games* , 1953, Proceedings of the National Academy of Sciences.

[14]  Michael Ummels,et al.  The Complexity of Nash Equilibria in Infinite Multiplayer Games , 2008, FoSSaCS.

[15]  Uri Zwick,et al.  The Complexity of Mean Payoff Games on Graphs , 1996, Theor. Comput. Sci..

[16]  Sven Schewe,et al.  Quantitative Verification in Rational Environments , 2014, 2014 21st International Symposium on Temporal Representation and Reasoning.

[17]  Vincent Conitzer,et al.  Computing Stackelberg strategies in stochastic games , 2012, SECO.

[18]  Sven Schewe,et al.  Multiplayer Cost Games with Simple Nash Equilibria , 2012, LFCS.

[19]  J. Nash Equilibrium Points in N-Person Games. , 1950, Proceedings of the National Academy of Sciences of the United States of America.

[20]  Natarajan Shankar,et al.  A Tutorial on Satisfiability Modulo Theories , 2007, CAV.

[21]  Vladimir Gurvich,et al.  On Nash-solvability in pure stationary strategies of the deterministic n-person games with perfect information and mean or total effective cost , 2014, Discret. Appl. Math..