纳什均衡的不可逼近性

A. Rubinstein
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引用次数: 106

摘要

我们证明了对于ε常数和一类特别简单的博弈:多矩阵,3次图形博弈,其中每个参与者只有两个动作,找到ε-近似纳什均衡是ppad完备的。作为推论,我们也证明了类似的不可逼近性结果,适用于行动数为常数的二人不完全信息博弈中的贝叶斯纳什均衡,适用于二人博弈中的相对ε-纳什均衡,适用于非单调市场中的市场均衡,适用于Chen等人[4]定义的广义电路问题,适用于收入相等且商品不可分的近似竞争均衡。
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Inapproximability of Nash Equilibrium
We prove that finding an ε-approximate Nash equilibrium is PPAD-complete for constant ε and a particularly simple class of games: polymatrix, degree 3 graphical games, in which each player has only two actions. As corollaries, we also prove similar inapproximability results for Bayesian Nash equilibrium in a two-player incomplete information game with a constant number of actions, for relative ε-Nash equilibrium in a two-player game, for market equilibrium in a non-monotone market, for the generalized circuit problem defined by Chen et al. [4], and for approximate competitive equilibrium from equal incomes with indivisible goods.
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