scholarly journals Characterizations of Pareto-Nash Equilibria for Multiobjective Potential Population Games

Mathematics ◽  
2021 ◽  
Vol 9 (1) ◽  
pp. 99
Author(s):  
Guanghui Yang ◽  
Chanchan Li ◽  
Jinxiu Pi ◽  
Chun Wang ◽  
Wenjun Wu ◽  
...  

This paper studies the characterizations of (weakly) Pareto-Nash equilibria for multiobjective population games with a vector-valued potential function called multiobjective potential population games, where agents synchronously maximize multiobjective functions with finite strategies via a partial order on the criteria-function set. In such games, multiobjective payoff functions are equal to the transpose of the Jacobi matrix of its potential function. For multiobjective potential population games, based on Kuhn-Tucker conditions of multiobjective optimization, a strongly (weakly) Kuhn-Tucker state is introduced for its vector-valued potential function and it is proven that each strongly (weakly) Kuhn-Tucker state is one (weakly) Pareto-Nash equilibrium. The converse is obtained for multiobjective potential population games with two strategies by utilizing Tucker’s Theorem of the alternative and Motzkin’s one of linear systems. Precisely, each (weakly) Pareto-Nash equilibrium is equivalent to a strongly (weakly) Kuhn-Tucker state for multiobjective potential population games with two strategies. These characterizations by a vector-valued approach are more comprehensive than an additive weighted method. Multiobjective potential population games are the extension of population potential games from a single objective to multiobjective cases. These novel results provide a theoretical basis for further computing (weakly) Pareto-Nash equilibria of multiobjective potential population games and their practical applications.

2021 ◽  
Vol 28 (3) ◽  
Author(s):  
Renan Henrique Cavicchioli Sugiyama ◽  
Alexandre Bevilacqua Leoneti

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.


2003 ◽  
Vol 05 (04) ◽  
pp. 375-384 ◽  
Author(s):  
GRAZIANO PIERI ◽  
ANNA TORRE

We give a suitable definition of Hadamard well-posedness for Nash equilibria of a game, that is, the stability of Nash equilibrium point with respect to perturbations of payoff functions. Our definition generalizes the analogous notion for minimum problems. For a game with continuous payoff functions, we restrict ourselves to Hadamard well-posedness with respect to uniform convergence and compare this notion with Tykhonov well-posedness of the same game. The main results are: Hadamard implies Tykhonov well-posedness and the converse is true if the payoff functions are bounded. For a zero-sum game the two notions are equivalent.


2000 ◽  
Vol 02 (02n03) ◽  
pp. 173-192 ◽  
Author(s):  
JEAN MICHEL COULOMB ◽  
VLADIMIR GAITSGORY

A two-player nonzero-sum differential game is considered. Given a pair of threat payoff functions, we characterise a set of pairs of acceptable feedback controls. Any such pair induces a history-dependent Nash δ-equilibrium as follows: the players agree to use the acceptable controls unless one of them deviates. If this happens, a feedback control punishment is implemented. The problem of finding a pair of "acceptable" controls is significantly simpler than the problem of finding a feedback control Nash equilibrium. Moreover, the former may have a solution in case the latter does not. In addition, if there is a feedback control Nash equilibrium, then our technique gives a subgame perfect Nash δ-equilibrium that might improve the payoff function for at least one player.


2012 ◽  
Vol 2012 ◽  
pp. 1-8 ◽  
Author(s):  
Yasuhito Tanaka

We will constructively prove the existence of a Nash equilibrium in a finite strategic game with sequentially locally nonconstant payoff functions. The proof is based on the existence of approximate Nash equilibria which is proved by Sperner's lemma. We follow the Bishop-style constructive mathematics.


2012 ◽  
Vol 22 (04) ◽  
pp. 1250014
Author(s):  
DOMINIC DUMRAUF ◽  
BURKHARD MONIEN

We determine the complexity of computing pure Nash equilibria in restricted network congestion games. Restricted network congestion games are network congestion games, where for each player there exits a set of edges which he is not allowed to use. Rosenthal's potential function guarantees the existence of a Nash Equilibrium. We show that computing a Nash equilibrium in a restricted network congestion game with two players is [Formula: see text]-complete, using a tight reduction from MAXCUT. The result holds for directed networks and for undirected networks.


Author(s):  
Hime Oliveira

This paper presents an extension of the resuts obtained in previous work by the author concerning the application of global optimization techniques to the design of finite strategic games with mixed strategies. In that publication the Fuzzy ASA global optimization method was applied to many examples of synthesis of strategic games with one previously specified Nash equilibrium, evidencing its ability in finding payoff functions whose respective games present those equilibria, possibly among others. That is to say, it was shown it is possible to establish in advance a Nash equilibrium for a generic finite state strategic game and to compute payoff functions that will make it feasible to reach the chosen equilibrium, allowing players to converge to the desired profile, considering that it is an equilibrium of the game as well. Going beyond this state of affairs, the present article shows that it is possible to "impose" multiple Nash equilibria to finite strategic games by following the same reasoning as before, but with a slight change: using the same fundamental theorem of Richard D. McKelvey, modifying the original prescribed objective function and globally minimizing it. The proposed method, in principle, is able to find payoff functions that result in games featuring an arbitrary number of Nash equiibria, paving the way to a substantial number of potential applications.


2011 ◽  
pp. 65-87 ◽  
Author(s):  
A. Rubinstein

The article considers some aspects of the patronized goods theory with respect to efficient and inefficient equilibria. The author analyzes specific features of patronized goods as well as their connection with market failures, and conjectures that they are related to the emergence of Pareto-inefficient Nash equilibria. The key problem is the analysis of the opportunities for transforming inefficient Nash equilibrium into Pareto-optimal Nash equilibrium for patronized goods by modifying the institutional environment. The paper analyzes social motivation for institutional modernization and equilibrium conditions in the generalized Wicksell-Lindahl model for patronized goods. The author also considers some applications of patronized goods theory to social policy issues.


2021 ◽  
Vol 22 (2) ◽  
pp. 1-38
Author(s):  
Julian Gutierrez ◽  
Paul Harrenstein ◽  
Giuseppe Perelli ◽  
Michael Wooldridge

We define and investigate a novel notion of expressiveness for temporal logics that is based on game theoretic equilibria of multi-agent systems. We use iterated Boolean games as our abstract model of multi-agent systems [Gutierrez et al. 2013, 2015a]. In such a game, each agent  has a goal  , represented using (a fragment of) Linear Temporal Logic ( ) . The goal  captures agent  ’s preferences, in the sense that the models of  represent system behaviours that would satisfy  . Each player controls a subset of Boolean variables , and at each round in the game, player is at liberty to choose values for variables in any way that she sees fit. Play continues for an infinite sequence of rounds, and so as players act they collectively trace out a model for , which for every player will either satisfy or fail to satisfy their goal. Players are assumed to act strategically, taking into account the goals of other players, in an attempt to bring about computations satisfying their goal. In this setting, we apply the standard game-theoretic concept of (pure) Nash equilibria. The (possibly empty) set of Nash equilibria of an iterated Boolean game can be understood as inducing a set of computations, each computation representing one way the system could evolve if players chose strategies that together constitute a Nash equilibrium. Such a set of equilibrium computations expresses a temporal property—which may or may not be expressible within a particular fragment. The new notion of expressiveness that we formally define and investigate is then as follows: What temporal properties are characterised by the Nash equilibria of games in which agent goals are expressed in specific fragments of  ? We formally define and investigate this notion of expressiveness for a range of fragments. For example, a very natural question is the following: Suppose we have an iterated Boolean game in which every goal is represented using a particular fragment of : is it then always the case that the equilibria of the game can be characterised within ? We show that this is not true in general.


Author(s):  
Amir Ali Ahmadi ◽  
Jeffrey Zhang

We explore the power of semidefinite programming (SDP) for finding additive ɛ-approximate Nash equilibria in bimatrix games. We introduce an SDP relaxation for a quadratic programming formulation of the Nash equilibrium problem and provide a number of valid inequalities to improve the quality of the relaxation. If a rank-1 solution to this SDP is found, then an exact Nash equilibrium can be recovered. We show that, for a strictly competitive game, our SDP is guaranteed to return a rank-1 solution. We propose two algorithms based on the iterative linearization of smooth nonconvex objective functions whose global minima by design coincide with rank-1 solutions. Empirically, we demonstrate that these algorithms often recover solutions of rank at most 2 and ɛ close to zero. Furthermore, we prove that if a rank-2 solution to our SDP is found, then a [Formula: see text]-Nash equilibrium can be recovered for any game, or a [Formula: see text]-Nash equilibrium for a symmetric game. We then show how our SDP approach can address two (NP-hard) problems of economic interest: finding the maximum welfare achievable under any Nash equilibrium, and testing whether there exists a Nash equilibrium where a particular set of strategies is not played. Finally, we show the connection between our SDP and the first level of the Lasserre/sum of squares hierarchy.


Econometrica ◽  
2021 ◽  
Vol 89 (3) ◽  
pp. 1065-1098
Author(s):  
Drew Fudenberg ◽  
Giacomo Lanzani ◽  
Philipp Strack

We study how an agent learns from endogenous data when their prior belief is misspecified. We show that only uniform Berk–Nash equilibria can be long‐run outcomes, and that all uniformly strict Berk–Nash equilibria have an arbitrarily high probability of being the long‐run outcome for some initial beliefs. When the agent believes the outcome distribution is exogenous, every uniformly strict Berk–Nash equilibrium has positive probability of being the long‐run outcome for any initial belief. We generalize these results to settings where the agent observes a signal before acting.


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