Title
Computing Approximate Nash Equilibria in Polymatrix Games.
Abstract
In an $$\\epsilon $$∈-Nash equilibrium, a player can gain at most $$\\epsilon $$∈ by unilaterally changing his behavior. For two-player (bimatrix) games with payoffs in [0, 1], the best-known $$\\epsilon $$∈ achievable in polynomial time is 0.3393 (Tsaknakis and Spirakis in Internet Math 5(4):365---382, 2008). In general, for n-player games an $$\\epsilon $$∈-Nash equilibrium can be computed in polynomial time for an $$\\epsilon $$∈ that is an increasing function of n but does not depend on the number of strategies of the players. For three-player and four-player games the corresponding values of $$\\epsilon $$∈ are 0.6022 and 0.7153, respectively. Polymatrix games are a restriction of general n-player games where a player's payoff is the sum of payoffs from a number of bimatrix games. There exists a very small but constant $$\\epsilon $$∈ such that computing an $$\\epsilon $$∈-Nash equilibrium of a polymatrix game is $$\\mathtt {PPAD}$$PPAD-hard. Our main result is that a $$(0.5+\\delta )$$(0.5+ź)-Nash equilibrium of an n-player polymatrix game can be computed in time polynomial in the input size and $$\\frac{1}{\\delta }$$1ź. Inspired by the algorithm of Tsaknakis and Spirakis [28], our algorithm uses gradient descent style approach on the maximum regret of the players. We also show that this algorithm can be applied to efficiently find a $$(0.5+\\delta )$$(0.5+ź)-Nash equilibrium in a two-player Bayesian game.
Year
DOI
Venue
2014
10.1007/s00453-015-0078-7
Algorithmica
Keywords
DocType
Volume
Approximate Nash equilibria,Gradient descent,Polymatrix games,Bayesian games
Journal
77
Issue
ISSN
Citations 
2
0178-4617
2
PageRank 
References 
Authors
0.38
21
4
Name
Order
Citations
PageRank
Argyrios Deligkas1197.43
John Fearnley281.15
Rahul Savani324330.09
Paul G. Spirakis420.72