Nash, Conley, and Computation: Impossibility and Incompleteness in Game Dynamics

Nash, Conley, and Computation: Impossibility and Incompleteness in Game Dynamics
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纳什、康利和计算:博弈动力学中的不可能性和不完备性

DOI:
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发表时间:
2022
期刊:
arXiv.org
影响因子:
--
通讯作者:
Kelly Spendlove
Kelly Spendlove
中科院分区:
--
文献类型:
--
作者:
Jason Milionis;Christos Papadimitriou;G. Piliouras;Kelly Spendlove

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在什么条件下,重复博弈的参与人的行为会收敛到纳什均衡?如果假设参与者的行为是一个离散时间或连续时间的规则,从而当前的混合策略配置文件映射到下一个,这就成为动力系统理论中的一个问题。我们应用这个理论,特别是链递归,吸引子和康利指数的概念,证明了一个一般的不可能的结果:存在游戏,任何动态必然有起点,不结束在纳什均衡。我们还证明了一个更强的结果$\N $-近似纳什均衡:有游戏,没有游戏动态可以收敛(在适当的意义上)到$\N $-纳什均衡,事实上,这样的游戏集有积极的措施。进一步的数值结果表明,这适用于0和0.09 $之间的任何$\n $。我们的研究结果表明,虽然纳什均衡的概念(及其计算启发的近似)是普遍适用于所有的游戏,他们也从根本上不完整的长期行为的预测,无论选择的动态。
Under what conditions do the behaviors of players, who play a game repeatedly, converge to a Nash equilibrium? If one assumes that the players' behavior is a discrete-time or continuous-time rule whereby the current mixed strategy profile is mapped to the next, this becomes a problem in the theory of dynamical systems. We apply this theory, and in particular the concepts of chain recurrence, attractors, and Conley index, to prove a general impossibility result: there exist games for which any dynamics is bound to have starting points that do not end up at a Nash equilibrium. We also prove a stronger result for $\epsilon$-approximate Nash equilibria: there are games such that no game dynamics can converge (in an appropriate sense) to $\epsilon$-Nash equilibria, and in fact the set of such games has positive measure. Further numerical results demonstrate that this holds for any $\epsilon$ between zero and $0.09$. Our results establish that, although the notions of Nash equilibria (and its computation-inspired approximations) are universally applicable in all games, they are also fundamentally incomplete as predictors of long term behavior, regardless of the choice of dynamics.
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