Bounds for the query complexity of approximate equilibria

We analyze the number of payoff queries needed to compute approximate equilibria of multi-player games. We find that query complexity is an effective tool for distinguishing the computational difficulty of alternative solution concepts, and we develop new techniques for upper- and lower bounding the...

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Main Authors: Goldberg, PW, Roth, A
Format: Journal article
Language:English
Published: Association for Computing Machinery 2016
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author Goldberg, PW
Roth, A
author_facet Goldberg, PW
Roth, A
author_sort Goldberg, PW
collection OXFORD
description We analyze the number of payoff queries needed to compute approximate equilibria of multi-player games. We find that query complexity is an effective tool for distinguishing the computational difficulty of alternative solution concepts, and we develop new techniques for upper- and lower bounding the query complexity. For binary-choice games, we show logarithmic upper and lower bounds on the query complexity of approximate correlated equilibrium. For well-supported approximate correlated equilibrium (a restriction where a player’s behavior must always be approximately optimal, in the worst case over draws from the distribution) we show a linear lower bound, thus separating the query complexity of well supported approximate correlated equilibrium from the standard notion of approximate correlated equilibrium. Finally, we give a query-efficient reduction from the problem of computing an approximate well-supported Nash equilibrium to the problem of verifying a well supported Nash equilibrium, where the additional query overhead is proportional to the description length of the game. This gives a polynomial-query algorithm for computing well supported approximate Nash equilibria (and hence correlated equilibria) in concisely represented games. We identify a class of games (which includes congestion games) in which the reduction can be made not only query efficient, but also computationally efficient.
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spelling oxford-uuid:61b9c3b3-ae74-4e77-96d7-4f0ad91d04a42023-03-03T13:29:19ZBounds for the query complexity of approximate equilibriaJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:61b9c3b3-ae74-4e77-96d7-4f0ad91d04a4EnglishSymplectic Elements at OxfordAssociation for Computing Machinery2016Goldberg, PWRoth, AWe analyze the number of payoff queries needed to compute approximate equilibria of multi-player games. We find that query complexity is an effective tool for distinguishing the computational difficulty of alternative solution concepts, and we develop new techniques for upper- and lower bounding the query complexity. For binary-choice games, we show logarithmic upper and lower bounds on the query complexity of approximate correlated equilibrium. For well-supported approximate correlated equilibrium (a restriction where a player’s behavior must always be approximately optimal, in the worst case over draws from the distribution) we show a linear lower bound, thus separating the query complexity of well supported approximate correlated equilibrium from the standard notion of approximate correlated equilibrium. Finally, we give a query-efficient reduction from the problem of computing an approximate well-supported Nash equilibrium to the problem of verifying a well supported Nash equilibrium, where the additional query overhead is proportional to the description length of the game. This gives a polynomial-query algorithm for computing well supported approximate Nash equilibria (and hence correlated equilibria) in concisely represented games. We identify a class of games (which includes congestion games) in which the reduction can be made not only query efficient, but also computationally efficient.
spellingShingle Goldberg, PW
Roth, A
Bounds for the query complexity of approximate equilibria
title Bounds for the query complexity of approximate equilibria
title_full Bounds for the query complexity of approximate equilibria
title_fullStr Bounds for the query complexity of approximate equilibria
title_full_unstemmed Bounds for the query complexity of approximate equilibria
title_short Bounds for the query complexity of approximate equilibria
title_sort bounds for the query complexity of approximate equilibria
work_keys_str_mv AT goldbergpw boundsforthequerycomplexityofapproximateequilibria
AT rotha boundsforthequerycomplexityofapproximateequilibria