Computing approximate pure Nash equilibria in congestion games

I consider games with ambiguous payoffs played by non-Expected Utility decision makers. Three equilibrium solutions are studied. Nash equilibrium in which equilibrium mixed strategies must be best responses, Crawford equilibrium in beliefs and pure equilibrium in beliefs in which equilibrium strategies are mixtures of best responses, with the latter restricting best responses to pure actions. I study the interactions between ambiguity preferences on one side and equilibrium properties on the other. I show how the equilibrium concepts differ, computing necessary and sufficient conditions for existence and equivalence. I also show how these solution concepts fare against two fundamental principles of Nash equilibrium in standard games: the principle of indifference and the reduction principle. Given both are central to the computation of Nash equilibrium in games with Expected Utility players, their failure indicates how relaxing the Expected Utility hypothesis may disrupt standard game theoretic results such as the characterization of equilibria in two-player games.

Learning in Games by Random Sampling

This paper generalises the approach taken by Dasgupta & Maskin (1986) and Simon (1989) and provides necessary and sufficient conditions for the existence of pure and mixed strategy Nash equilibrium in games with continuous strategy spaces and discontinuous payoff functions. The conditions can be applied widely, and examples for existence of pure strategy and monotonic equilibria in First-Price auctions are provided. The conditions are also appropriate for ensuring that computer generated equilibrium solutions can be extended to continuous strategy spaces.

Investigating the Interaction Between Traffic Flow and Vehicle Platooning Using a Congestion Game

Given a map whose roots are the Nash equilibria of a game, each component of the equilibrium set has an associated index, defined as the local degree of the map. This note shows that for a two-player game, every map with the same roots induces the same index. Moreover, this index agrees with the Shapley index constructed from the Lemke-Howson algorithm.

We study convergence of ?-Nash dynamics in congestion games when delay functions of all resources are similar. Delay functions are said to be similar if their values are within a polynomial factor at every congestion level. We show that for any ?> 0, an ?-Nash dynamics in symmetric congestion games with similar resources converge in steps polynomial in 1/? and the number of players are resources, yielding an FPTAS. Our result can be contrasted with that of Chien and Sinclair [3], which showed polynomial convergence result for symmetric congestion games where the delay functions have polynomially bounded jumps. Our assumption of similar delay functions is orthogonal to that of bounded jumps in that neither assumption implies the other. Our convergence result also hold for several natural variants of ?-Nash dynamics, including the most general polynomial liveness dynamics, where each player is given a chance to move frequently enough. We also extend our positive results to give an FPTAS for computing equilibrium in asymmetric games with similar resources, in which players share k distinct strategy spaces for any constant k. We complement our positive results by showing that computing an exact pure Nash equilibrium in symmetric congestion game with similar resources is PLS-complete. Furthermore, we show that for any ?> 0, all sequences of ?-Nash dynamics takes exponential steps to reach an approximate equilibrium in general congestion games with similar resources, as well as in symmetric congestion games with two groups of similar resources.

Abstract: Nash equilibrium is an important concept for studying human behavior in group decision making process. Given the complexity of finding Nash equilibria, computational tools are necessary to find them. Several programs were developed for this task. However, available programs are either not comprehensive or might be of difficult installation and handling, creating a “barrier of entry” to non-specialists. The aims of this research are twofold: (i) firstly, it was to identify and to discuss about the available programs for finding Nash equilibria; and (ii) secondly, based on the theoretical proprieties of a Nash equilibrium, to develop a program capable of finding all pure Nash equilibria in games with “n” players and “m” strategies (“n” and “m” being finite numbers) as a Macro tool for Microsoft Excel®. It is expected that the program can contributed to the area of Operations Research by providing a new tool that facilitate the use of game theory concepts within group decision-making problem-solving scenarios enabling practical applications using a widespread software.

Linear Dynamic Logic on finite traces (LDL_f) is a powerful logic for reasoning about the behaviour of concurrent and multi-agent systems. In this paper, we investigate techniques for both the characterisation and verification of equilibria in multi-player games with goals/objectives expressed using logics based on LDL_f. This study builds upon a generalisation of Boolean games, a logic-based game model of multi-agent systems where players have goals succinctly represented in a logical way. Because LDL_f goals are considered, in the setting we study---iterated Boolean games with goals over finite traces (iBG_f)---players' goals can be defined to be regular properties while achieved in a finite, but arbitrarily large, trace. In particular, using alternating automata, the paper investigates automata-theoretic approaches to the characterisation and verification of (pure strategy Nash) equilibria, shows that the set of Nash equilibria in games with LDL_f objectives is regular, and provides complexity results for the associated automata constructions.

In part I of this study we established two existence theorems for mixed-strategy equilibrium in games with discontinuous payoff functions (see Theorems 4(4*) and 5(5*) in Dasgupta and Maskin (1986); hereafter D-M (1986)). In this second part we use the second of these two theorems to prove the existence of mixed-strategy equilibrium in some wellknown discontinuous economic games that fail to have pure-strategy equilibria. The models we analyse are the Bertrand-Edgeworth example of price setting duopolists with capacity constraints (see Section 2.2); price competition among firms producing differentiated products (Hotelling (1929) and d'Aspremont, Gabszewicz and Thisse (1979); see Section 2.3); spatial competition (Eaton and Lipsey (1975) and Shaked (1975); see Section 3); and models of market dependent information (Rothschild and Stiglitz (1976) and Wilson (1977); Section 4). The paper concludes (Section 5) with a classification of these models.

We propose a solution concept, called interperceptional equilibrium, in games with interperception. Two sufficient conditions for an outcome to be an interperceptional equilibrium are given. It is also shown that, under some realistic conditions, the concept of interperceptional equilibrium can be regarded as a generalization of the concept of Nash equilibrium. The relations between the framework given in the paper and those of "soft" game theory and drama theory are also discussed.

We establish the existence of fixed points for set-valued maps defined on metric spaces and satisfying a pointwise or a local version of Banach’s contraction property. As an application, we demonstrate the existence of Nash equilibrium in a general class of strategic games played on metric spaces of strategies.

In this paper, we first introduce the new notions of $$\overline{{\mathbb {R}}}_+$$-local-intersection property, $$\overline{{\mathbb {R}}}_+$$-local-inclusion property, $$\overline{{\mathbb {R}}}_+$$-strongly transfer lower semicontinuity, $${\mathbb {R}}_-$$-weakly transfer lower semicontinuity and $${\mathbb {R}}_-$$-strongly transfer lower semicontinuity for a set-valued mapping $$\Phi $$ in topological vector spaces. Then, using these notions, we characterize the existence of set-valued equilibrium without assuming any form of convexity of function and/or convexity and compactness of sets. Furthermore, we apply the basic results obtained in the paper to Browder variational inclusion, with weekend conditions on the involved set-valued operators and provide an affirmative answer to some open question posed by Alleche and Rǎdulescu in their final remark of (Optim Lett, 2018. https://doi.org/10.1007/s11590-1233-2). Some application of our results to characterize the existence of set-valued pure strategy Nash equilibrium in games with discontinuous and non-convex payoff functions and nonconvex and/or noncompact strategy spaces is presented. Finally, we characterize the existence of single-valued equilibrium problem without assuming any form of convexity of function and/or convexity and compactness of sets in the setting of topological vector spaces. Our results improve and generalize many known results in the current literature.

This paper presents a survey of the use of homotopy methods in game theory. Homotopies allow for a robust computation of game-theoretic equilibria and their refinements. Homotopies are also suitable to compute equilibria that are selected by various selection theories. We present the relevant techniques underlying homot- opy algorithms. We give detailed expositions of the Lemke-Howson algorithm and the van den Elzen-Talman algorithm to compute Nash equilibria in 2-person games, and the Herings-van den Elzen, Herings-Peeters, and McKelvey-Palfrey algorithms to compute Nash equilibria in general n-person games. We explain how the main ideas can be extended to compute equilibria in extensive form and dynamic games, and how homotopies can be used to compute all Nash equilibria.

The privacy leakage resulting from location-based service (LBS) has become a critical issue. To preserve user privacy, many previous studies have investigated to prevent LBS servers from user privacy theft. However, they only consider whether the peers are innocent or malicious but ignore the relationship between the peers, whereas such a relationship between each pairwise of users affects the privacy leakage tremendously. For instance, a user has less concern of privacy leakage from a social friend than a stranger. In this paper, we study cyber-physical-social (CPS) aware method to address the privacy preserving in the case that not only LBS servers but also every other participant in the network has the probability to be malicious. Furthermore, by exploring the physical coupling and social ties among users, we construct CPS-aware privacy utility maximization (CPUM) game. We then study the potential Nash equilibrium of the game and show the existence of Nash equilibrium of CPUM game. Finally, we design a CPS-aware algorithm to find the Nash equilibrium for the maximization of privacy utility. Extensive evaluation results show that the proposed approach reduces privacy leakage by 50% in the case that malicious servers and users exist in the network.

Edge computing is an emerging novel computation paradigm, which plays a vital role in the 5G era. A basic application scenario in edge computing is that end users have the ability to choose edge server nodes, which are expected to participate in working on the tasks allocated by end users. At the same time, edge server nodes can freely make their own decisions on serving, which end user's task. End users have to compete with each other for edge server nodes’ service, through the payment they can offer to edge nodes for service. In this paper, we apply game theory to model the interaction between end users and edge server nodes as a noncooperative game. The end users are the players who compete for service, and the edge server nodes are the ones who provide service. We have proved the existence of Nash Equilibrium in the game, which suggests that there exists a stable system state in the edge computing environment. We have also shown the stability of the Nash Equilibrium in a best response dynamic game playing process, which further indicates that the stable system state can be reached in practice where end users dynamically adjusting their strategies in the process of competing for edge computing resources provided by server nodes.