Logarithmic Query Complexity for Approximate Nash Computation in Large Games

We investigate the problem of equilibrium computation for “large” n-player games where each player has two pure strategies. Large games have a Lipschitz-type property that no single player’s utility is greatly affected by any other individual player’s actions. In this paper, we assume that a player can change another player’s payoff by at most \(\frac{1}{n}\) by changing her strategy. We study algorithms having query access to the game’s payoff function, aiming to find \(\varepsilon \)-Nash equilibria. We seek algorithms that obtain \(\varepsilon \) as small as possible, in time polynomial in n.

[1]  Yishay Mansour,et al.  How long to equilibrium? The communication complexity of uncoupled equilibrium procedures , 2010, Games Econ. Behav..

[2]  Yakov Babichenko,et al.  Query complexity of approximate nash equilibria , 2013, STOC.

[3]  Eran Shmaya,et al.  Lipschitz Games , 2013, Math. Oper. Res..

[4]  Yakov Babichenko,et al.  Best-reply dynamics in large binary-choice anonymous games , 2013, Games Econ. Behav..

[5]  Paul W. Goldberg,et al.  Bounds for the Query Complexity of Approximate Equilibria , 2016, ACM Trans. Economics and Comput..

[6]  Dean Phillips Foster,et al.  Regret Testing: Learning to Play Nash Equilibrium Without Knowing You Have an Opponent , 2006 .

[7]  Yakov Babichenko,et al.  Query Complexity of Correlated Equilibrium , 2013, ACM Trans. Economics and Comput..

[8]  E. Kalai Large Robust Games , 2004 .

[9]  G. Lugosi,et al.  Global Nash Convergence of Foster and Young's Regret Testing , 2004 .

[10]  S. Hart,et al.  Uncoupled Dynamics Do Not Lead to Nash Equilibrium , 2003 .

[11]  John Fearnley,et al.  Finding approximate nash equilibria of bimatrix games via payoff queries , 2014, EC.

[12]  S. Hart,et al.  A simple adaptive procedure leading to correlated equilibrium , 2000 .

[13]  Paul W. Goldberg,et al.  Query Complexity of Approximate Equilibria in Anonymous Games , 2015, WINE.

[14]  H. Peyton Young,et al.  Learning by trial and error , 2009, Games Econ. Behav..

[15]  Mechanism Design in Large Games: Incentives and Privacy , 2014 .