a fixed point free proof of nash's theorem via ...nstein/documents/stonybrook2010.pdf ·...
TRANSCRIPT
![Page 1: A Fixed Point Free Proof of Nash's Theorem via ...nstein/documents/StonyBrook2010.pdf · Theorem For any game with symmetry group G and >0, NE G 6= ;. Proof. We will do the symmetric](https://reader034.vdocument.in/reader034/viewer/2022042300/5ecad485c7ae396261573c98/html5/thumbnails/1.jpg)
A Fixed Point FreeProof of Nash’s Theorem
via Exchangeable Equilibria
N. D. Stein P. A. Parrilo A. Ozdaglar
Laboratory for Information and Decision SystemsDepartment of Electrical Engineering and Computer Science
Massachusetts Institute of Technology
International Conference on Game TheoryStony Brook, NY
July 16, 2010
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
![Page 2: A Fixed Point Free Proof of Nash's Theorem via ...nstein/documents/StonyBrook2010.pdf · Theorem For any game with symmetry group G and >0, NE G 6= ;. Proof. We will do the symmetric](https://reader034.vdocument.in/reader034/viewer/2022042300/5ecad485c7ae396261573c98/html5/thumbnails/2.jpg)
Main ideas
“Bonus” symmetrye.g. n player game invariant under cyclic shifting of playersInvariant mixed Nash equilibrium (π1, . . . , πn)
π1 = π2, π2 = π3, . . . , πn−1 = πn, πn = π1
(π1, . . . , πn) invariant under arbitrary permutations
Elementary existence proofsStructure of game structure of Nash equilibria (NE)e.g. for games in some class, NE∩Σ 6= ∅Set CE of correlated equilibria is convex, NE ⊂ CENE∩Σ ⊂ conv(NE∩Σ) ⊂ CE∩ conv(Σ)
Elementary proof that last set is nonempty
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
![Page 3: A Fixed Point Free Proof of Nash's Theorem via ...nstein/documents/StonyBrook2010.pdf · Theorem For any game with symmetry group G and >0, NE G 6= ;. Proof. We will do the symmetric](https://reader034.vdocument.in/reader034/viewer/2022042300/5ecad485c7ae396261573c98/html5/thumbnails/3.jpg)
Outline
Background
GamesNash and correlated equilibriaSymmetriesHart and Schmeidler’s proof of existence of CE
The proofCarefully choose classes of games and sets Σ
Mimic HS proof to show nonemptiness of CE∩ conv(Σ)
RepeatLimiting argument gives Nash existence
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
![Page 4: A Fixed Point Free Proof of Nash's Theorem via ...nstein/documents/StonyBrook2010.pdf · Theorem For any game with symmetry group G and >0, NE G 6= ;. Proof. We will do the symmetric](https://reader034.vdocument.in/reader034/viewer/2022042300/5ecad485c7ae396261573c98/html5/thumbnails/4.jpg)
Games
DefinitionA finite game (in strategic form) consists of n players, eachwith a finite pure strategy set Ci and a utility functionui : C → R where C := C1 × · · · × Cn.
NotationΓ := a game∆(Ci) := probability distributions on Ci = mixed strategies∆ := ∆(C) = correlated strategies∆Π := ∆(C1)× · · · ×∆(Cn) = strategy profiles ⊂ ∆
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
![Page 5: A Fixed Point Free Proof of Nash's Theorem via ...nstein/documents/StonyBrook2010.pdf · Theorem For any game with symmetry group G and >0, NE G 6= ;. Proof. We will do the symmetric](https://reader034.vdocument.in/reader034/viewer/2022042300/5ecad485c7ae396261573c98/html5/thumbnails/5.jpg)
Equilibria
DefinitionAn ε-Nash equilibrium is a mixed strategy profile(π1, . . . , πn) ∈ ∆Π such that ui(si , π−i) ≤ ui(π) + ε for all i andsi ∈ Ci . The set of such is εNE. The case ε = 0 defines the setNE of Nash equilibria.
DefinitionA correlated equilibrium is a joint distribution π ∈ ∆ such thatif (X1, . . . ,Xn) are jointly distributed according to π then Xi isalmost surely a best response to the random conditionaldistribution P(X−i | Xi). The set of such is CE.
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
![Page 6: A Fixed Point Free Proof of Nash's Theorem via ...nstein/documents/StonyBrook2010.pdf · Theorem For any game with symmetry group G and >0, NE G 6= ;. Proof. We will do the symmetric](https://reader034.vdocument.in/reader034/viewer/2022042300/5ecad485c7ae396261573c98/html5/thumbnails/6.jpg)
Symmetries
DefinitionA symmetry σ of a game has two pieces:
Permutation of the set of players andPermutation of the disjoint union of the strategy sets,
which are compatible with each other:Image σ(Ci) = Cσ(i)
and leave the utilities invariant.
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
![Page 7: A Fixed Point Free Proof of Nash's Theorem via ...nstein/documents/StonyBrook2010.pdf · Theorem For any game with symmetry group G and >0, NE G 6= ;. Proof. We will do the symmetric](https://reader034.vdocument.in/reader034/viewer/2022042300/5ecad485c7ae396261573c98/html5/thumbnails/7.jpg)
Groups
Groups of symmetriesComposition and inverse of symmetries are symmetriesWe usually speak of a (finite) group G of symmetriesThis is merely language; no group theory used
NotationSn := symmetric group on n letters = permutations of{0, . . . ,n − 1}Zn := cyclic group of order n = permutations of the formm 7→ m + r mod n
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
![Page 8: A Fixed Point Free Proof of Nash's Theorem via ...nstein/documents/StonyBrook2010.pdf · Theorem For any game with symmetry group G and >0, NE G 6= ;. Proof. We will do the symmetric](https://reader034.vdocument.in/reader034/viewer/2022042300/5ecad485c7ae396261573c98/html5/thumbnails/8.jpg)
Examples of symmetric games
Symmetric bimatrix games
A and B payoff to row and column playersSymmetry under player swap: A,B square, B = A′
e.g., chicken, prisoner’s dilemma, stag hunt, etc.Symmetry group Z2
An n-player anti-coordination game
C1 = C2 = . . . = Cn
ui(s) =
{1, si 6= si+1 subscripts interpreted mod n0, else
Invariant under cyclic group Zn permuting players
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
![Page 9: A Fixed Point Free Proof of Nash's Theorem via ...nstein/documents/StonyBrook2010.pdf · Theorem For any game with symmetry group G and >0, NE G 6= ;. Proof. We will do the symmetric](https://reader034.vdocument.in/reader034/viewer/2022042300/5ecad485c7ae396261573c98/html5/thumbnails/9.jpg)
Symmetric distributions
Properties
Symmetry σ maps distribution π ∈ ∆ to σ∗(π) ∈ ∆
σ∗ preserves structure: ∆Π, NE, CEWe say π is symmetric if σ∗(π) = π for all σ ∈ GSets of symmetric distributions: CEG ⊆ ∆G, NEG ⊆ ∆Π
G
Example: n-player anti-coordination game
π ∈ ∆ΠZn⇒ π i.i.d. ⇒ π invariant under all permutations
∆ΠZn
= ∆ΠSn
( ∆Sn ( ∆Zn
∆ΠZn
is “more symmetric” than ∆Zn
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
![Page 10: A Fixed Point Free Proof of Nash's Theorem via ...nstein/documents/StonyBrook2010.pdf · Theorem For any game with symmetry group G and >0, NE G 6= ;. Proof. We will do the symmetric](https://reader034.vdocument.in/reader034/viewer/2022042300/5ecad485c7ae396261573c98/html5/thumbnails/10.jpg)
Our goal
Nash’s TheoremFor any game with symmetry group G, NEG 6= ∅.
GoalProve thisWithout using fixed point theoremsWe would settle for the nonsymmetric version NE 6= ∅The proof gives the symmetric version automatically
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
![Page 11: A Fixed Point Free Proof of Nash's Theorem via ...nstein/documents/StonyBrook2010.pdf · Theorem For any game with symmetry group G and >0, NE G 6= ;. Proof. We will do the symmetric](https://reader034.vdocument.in/reader034/viewer/2022042300/5ecad485c7ae396261573c98/html5/thumbnails/11.jpg)
Symmetric correlated equilibria
Theorem (Hart and Schmeidler, Nau and McCardle)
For any game, CE 6= ∅.
Proof.Wait a few slides.
Corollary
For any game with symmetry group G, CEG 6= ∅.
Proof.Let π ∈ CE =⇒ σ∗(π) ∈ CE for all σ ∈ G
Average 1|G|
∑σ∈G
σ∗(π) ∈ ∆G ∩ CE by convexity
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
![Page 12: A Fixed Point Free Proof of Nash's Theorem via ...nstein/documents/StonyBrook2010.pdf · Theorem For any game with symmetry group G and >0, NE G 6= ;. Proof. We will do the symmetric](https://reader034.vdocument.in/reader034/viewer/2022042300/5ecad485c7ae396261573c98/html5/thumbnails/12.jpg)
Exchangeable distributions
Natural questionNash’s theorem gives us equilibria with “bonus” symmetryProof there are correlated equilibria with such symmetry?
Averaging fails
Definition
The exchangable distributions are ∆XG := conv(∆Π
G).
Example: n-player anti-coordination game
∆ΠZn⊂ ∆Sn
∆XZn
= conv(∆ΠZn
) ⊆ ∆Sn ( ∆Zn
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
![Page 13: A Fixed Point Free Proof of Nash's Theorem via ...nstein/documents/StonyBrook2010.pdf · Theorem For any game with symmetry group G and >0, NE G 6= ;. Proof. We will do the symmetric](https://reader034.vdocument.in/reader034/viewer/2022042300/5ecad485c7ae396261573c98/html5/thumbnails/13.jpg)
Exchangeable distributions, continued
Example: symmetric bimatrix games
∆ = {m ×m probability matrices}∆Z2 = {m ×m symmetric probability matrices}∆Π = {xy ′ | x , y probability column vectors}∆Π
Z2= {xx ′ | x a probability column vector}
∆XZ2
= conv(∆ΠZ2
) = completely positive prob. mat.
Elements of ∆ΠZ2
, hence ∆XZ2
are positive semidefiniteThose in ∆Z2 need not be
e.g. det[
0 0.50.5 0
]= −0.25
∆XZ2
( ∆Z2
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
![Page 14: A Fixed Point Free Proof of Nash's Theorem via ...nstein/documents/StonyBrook2010.pdf · Theorem For any game with symmetry group G and >0, NE G 6= ;. Proof. We will do the symmetric](https://reader034.vdocument.in/reader034/viewer/2022042300/5ecad485c7ae396261573c98/html5/thumbnails/14.jpg)
Exchangeable equilibria
Definition
The set of (G-)exchangeable equilibria is XEG := CE∩∆XG.
RemarksExchangeable equilibria are correlated equilibria having allthe “bonus” symmetry of the symmetric Nash equilibriaXEG is convex and compact.conv(NEG) ⊂ XEG ⊂ CEG
Inclusions can be strict (even in symmetric bimatrix case)Proving XEG 6= ∅ does not prove NEG 6= ∅It is an important step, can be done by tweaking HS proof
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
![Page 15: A Fixed Point Free Proof of Nash's Theorem via ...nstein/documents/StonyBrook2010.pdf · Theorem For any game with symmetry group G and >0, NE G 6= ;. Proof. We will do the symmetric](https://reader034.vdocument.in/reader034/viewer/2022042300/5ecad485c7ae396261573c98/html5/thumbnails/15.jpg)
Hart and Schmeidler’s proof
Theorem (HS 1989, NM 1990 is similar)
For any game, CE 6= ∅.
Proof.
Given Γ construct zero-sum game Γ0:Maximizer plays all roles in Γ (i.e., CM := C, ∆(CM) = ∆)Minimizer wants a profitable deviation (Cm :=
⊔i Ci × Ci )
π ∈ CE(Γ)⇐⇒ u0M(π, y) ≥ 0 for all minimizer strategies y
Minimax: such a π exists⇐⇒ for all mixed minimizerstrategies y there is a πy ∈ ∆(Γ) such that u0
M(πy , y) ≥ 0Minimax again: For any y , there is such a πy ∈ ∆Π(Γ)
In fact π ∈ CE(Γ) ∩ conv{πy}
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
![Page 16: A Fixed Point Free Proof of Nash's Theorem via ...nstein/documents/StonyBrook2010.pdf · Theorem For any game with symmetry group G and >0, NE G 6= ;. Proof. We will do the symmetric](https://reader034.vdocument.in/reader034/viewer/2022042300/5ecad485c7ae396261573c98/html5/thumbnails/16.jpg)
Exchangeable equilibrium existence
TheoremFor any game with symmetry group G, XEG 6= ∅.
Proof.Hart and Schmeidler argument with symmetries addedG is also a symmetry group of Γ0
For each y we can find πy ∈ ∆ΠG(Γ) s.t. u0
M(πy , y) ≥ 0Minimax theorem gives CE in conv{πy} ⊆ ∆X
G(Γ)
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
![Page 17: A Fixed Point Free Proof of Nash's Theorem via ...nstein/documents/StonyBrook2010.pdf · Theorem For any game with symmetry group G and >0, NE G 6= ;. Proof. We will do the symmetric](https://reader034.vdocument.in/reader034/viewer/2022042300/5ecad485c7ae396261573c98/html5/thumbnails/17.jpg)
Adding symmetries
Γ ΠmΓ ΞmΓ
s2
s1
s12 s2
2 · · · sm2
s11 s2
1 · · · sm1
s12 s2
2 · · · sm2
s11 s2
1 · · · sm1
Game Symbol # players SymmetriesOriginal Γ n G
mth power ΠmΓ mn G × Sm (G o Sm)contracted mth power ΞmΓ n G × Sm
Powers of games
ΞmΓ has stronger incentive constraintsCE(ΞmΓ) ( CE(ΠmΓ)
ΠmΓ has stronger independence constraints∆Π
G×Sm(ΠmΓ) ( ∆Π
G×Sm(ΞmΓ) (resp. with X in place of Π)
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
![Page 18: A Fixed Point Free Proof of Nash's Theorem via ...nstein/documents/StonyBrook2010.pdf · Theorem For any game with symmetry group G and >0, NE G 6= ;. Proof. We will do the symmetric](https://reader034.vdocument.in/reader034/viewer/2022042300/5ecad485c7ae396261573c98/html5/thumbnails/18.jpg)
Higher order exchangeable equilibria
ObservationsXEG×Sm (ΠmΓ) and XEG×Sm (ΞmΓ) are incomparableThere is a natural map
NEG(Γ)→ XEG×Sm (ΠmΓ) ∩ XEG×Sm (ΞmΓ)
so we still expect this intersection to be nonempty
DefinitionThe order m exchangeable equilibria are
XEmG(Γ) := XEG×Sm (ΠmΓ) ∩ XEG×Sm (ΞmΓ)
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
![Page 19: A Fixed Point Free Proof of Nash's Theorem via ...nstein/documents/StonyBrook2010.pdf · Theorem For any game with symmetry group G and >0, NE G 6= ;. Proof. We will do the symmetric](https://reader034.vdocument.in/reader034/viewer/2022042300/5ecad485c7ae396261573c98/html5/thumbnails/19.jpg)
Higher order exchangeable equilibrium existence
TheoremFor any game with symmetry group G and m ∈ N, XEm
G 6= ∅.
Proof.Similar to XE existence proof
TheoremFor any game with symmetry group G and ε > 0, εNEG 6= ∅.
Proof.We will do the symmetric bimatrix case (next slide)General case is the same if there is “enough symmetry”Otherwise (e.g. arbitrary bimatrix games): symmetrize
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
![Page 20: A Fixed Point Free Proof of Nash's Theorem via ...nstein/documents/StonyBrook2010.pdf · Theorem For any game with symmetry group G and >0, NE G 6= ;. Proof. We will do the symmetric](https://reader034.vdocument.in/reader034/viewer/2022042300/5ecad485c7ae396261573c98/html5/thumbnails/20.jpg)
Towards Nash equilibriaΠmΓ ΞmΓ
X 12 X 2
2 · · · X m2
X 11 X 2
1 · · · X m1
X 12 X 2
2 · · · X m2
X 11 X 2
1 · · · X m1
Symmetric bimatrix case (to simplify notation)
(X ji ) ∼ π ∈ XEm
Z2, m large
X 11 is a best reply to P(X 1
2 | X 11 , . . . ,X
m1 ), as is X j
1
Random empirical distribution Y := 1m∑m
j=1 δX j1
with valuesin ∆(C1)
Y is a best reply to P(X 12 | X 1
1 , . . . ,Xm1 )
Exchangeability of X ji : Y ≈ P(X 1
2 | X 11 , . . . ,X
m1 )
Y is approximately a best reply to Y with high probability(Y ,Y ) ∈ εNEZ2 with high probability, ε→ 0 as m→∞
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
![Page 21: A Fixed Point Free Proof of Nash's Theorem via ...nstein/documents/StonyBrook2010.pdf · Theorem For any game with symmetry group G and >0, NE G 6= ;. Proof. We will do the symmetric](https://reader034.vdocument.in/reader034/viewer/2022042300/5ecad485c7ae396261573c98/html5/thumbnails/21.jpg)
Nash’s Theorem
Nash’s TheoremFor any game Γ and symmetry group G, NEG 6= ∅.
Proof.Sets εNEG are nonempty, compact, Hausdorff, nested
NEG =⋂ε>0
εNEG 6= ∅
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
![Page 22: A Fixed Point Free Proof of Nash's Theorem via ...nstein/documents/StonyBrook2010.pdf · Theorem For any game with symmetry group G and >0, NE G 6= ;. Proof. We will do the symmetric](https://reader034.vdocument.in/reader034/viewer/2022042300/5ecad485c7ae396261573c98/html5/thumbnails/22.jpg)
Concluding remarks
Symmetry
Theorem still applies for trivial G, so NE 6= ∅ for all gamesNonetheless symmetry is fundamental to the argumentNo obvious direct path to NE 6= ∅ without symmetries
Exchangeable equilibriaNatural mathematical objects interesting in their own rightGame theoretic interpretationsComputable in polynomial timeTo hear more, come to my talk in Brazil!
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem