We study the equilibrium computation problem for two classical resource allocation games: atomic splittable congestion games and multimarket Cournot oligopolies. For atomic splittable congestion games with singleton strategies and player-specific affine cost functions, we devise the first polynomial time algorithm computing a pure Nash equilibrium. Our algorithm is combinatorial and computes the exact equilibrium assuming rational input. The idea is to compute an equilibrium for an associated integrally-splittable singleton congestion game in which the players can only split their demands in integral multiples of a common packet size. While integral games have been considered in the literature before, no polynomial time algorithm computing an equilibrium was known. Also for this class, we devise the first polynomial time algorithm and use it as a building block for our main algorithm. We then develop a polynomial time computable transformation mapping a multimarket Cournot competition game with firm-specific affine price functions and quadratic costs to an associated atomic splittable congestion game as described above. The transformation preserves equilibria in either games and, thus, leads -- via our first algorithm -- to a polynomial time algorithm computing Cournot equilibria. Finally, our analysis for integrally-splittable games implies new bounds on the difference between real and integral Cournot equilibria. The bounds can be seen as a generalization of the recent bounds for single market oligopolies obtained by Todd [2016].
Discrete Congestion Games. As the first seminal work regarding the computational complexity of equilibrium computation in congestions games, @cite_46 showed that the problem of computing a pure Nash equilibrium is PLS-complete for network congestion games. @cite_0 strengthened this result to hold even for network congestion games with linear cost functions. On the other hand, there are polynomial algorithms for symmetric network congestion games (cf. @cite_46 ), for matroid congestion games with player-specific cost functions ( @cite_0 @cite_25 ), for polymatroid congestion games with player-specific cost functions and polynomially bounded demands ( @cite_16 @cite_29 ) and for so-called total unimodular congestion games (see Del @cite_23 ). Further results regarding the computation of approximate equilibria in congestion games can be found in @cite_33 @cite_7 , Chien and Sinclair @cite_22 and Skopalik and V "ocking @cite_32 .
@cite_33 @cite_7 @cite_22 @cite_29 @cite_32 @cite_0 @cite_23 @cite_46 @cite_16 @cite_25
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We investigate a new class of congestion games, called Totally Unimodular Congestion Games, in which the strategies of each player are expressed as binary vectors lying in a polyhedron defined using a totally unimodular constraint matrix and an integer right-hand side. We study both the symmetric and the asymmetric variants of the game. In the symmetric variant, all players have the same strategy set, i.e. the same constraint matrix and right-hand side. Network congestion games are an example of this class. proved that a pure Nash equilibrium of symmetric network congestion games can be found in strongly polynomial time, while the asymmetric network congestion games are PLS-complete. We give a strongly polynomial-time algorithm to find a pure Nash equilibrium of any symmetric totally unimodular congestion game. We also identify four totally unimodular congestion games, where the players' strategy sets are matchings, vertex covers, edge covers and stable sets of a given bipartite graph. For these games we derive specialized combinatorial algorithms to find a pure Nash equilibrium in the symmetric variant, and show the asymmetric variant is PLS-complete. Congestion games constitute an important class of games in which computing an exact or even approximate pure Nash equilibrium is in general PLS -complete. We present a surprisingly simple polynomial-time algorithm that computes @math -approximate Nash equilibria in these games. In particular, for congestion games with linear latency functions, our algorithm computes @math -approximate pure Nash equilibria in time polynomial in the number of players, the number of resources and @math . It also applies to games with polynomial latency functions with constant maximum degree @math ; there, the approximation guarantee is @math . The algorithm essentially identifies a polynomially long sequence of best-response moves that lead to an approximate equilibrium, the existence of such short sequences is interesting in itself. These are the first positive algorithmic results for approximate equilibria in non-symmetric congestion games. We strengthen them further by proving that, for congestion games that deviate from our mild assumptions, computing @math -approximate equilibria is PLS -complete for any polynomial-time computable @math . The complexity of computing pure Nash equilibria in congestion games was recently shown to be PLS-complete. In this paper, we therefore study the complexity of computing approximate equilibria in congestion games. An alpha-approximate equilibrium, for α > 1, is a state of the game in which none of the players can make an α-greedy step, i.e., an unilateral strategy change that decreases the player's cost by a factor of at least α. Our main result shows that finding an α-approximate equilibrium of a given congestion game is sc PLS-complete, for any polynomial-time computable α > 1. Our analysis is based on a gap introducing PLS-reduction from FLIP, i.e., the problem of finding a local optimum of a function encoded by an arbitrary circuit. As this reduction is tight it additionally implies that computing an α-approximate equilibrium reachable from a given initial state by a sequence of α-greedy steps is PSPACE-complete. Our results are in sharp contrast to a recent result showing that every local search problem in PLS admits a fully polynomial time approximation scheme. In addition, we show that there exist congestion games with states such that any sequence of α-greedy steps leading from one of these states to an α-approximate Nash equilibrium has exponential length, even if the delay functions satisfy a bounded-jump condition. This result shows that a recent result about polynomial time convergence for α-greedy steps in congestion games satisfying the bounded-jump condition is restricted to symmetric games only. We study the impact of combinatorial structure in congestion games on the complexity of computing pure Nash equilibria and the convergence time of best response sequences. In particular, we investigate which properties of the strategy spaces of individual players ensure a polynomial convergence time. We show that if the strategy space of each player consists of the bases of a matroid over the set of resources, then the lengths of all best response sequences are polynomially bounded in the number of players and resources. We also prove that this result is tight, that is, the matroid property is a necessary and sufficient condition on the players' strategy spaces for guaranteeing polynomial-time convergence to a Nash equilibrium. In addition, we present an approach that enables us to devise hardness proofs for various kinds of combinatorial games, including first results about the hardness of market sharing games and congestion games for overlay network design. Our approach also yields a short proof for the PLS-completeness of network congestion games. In particular, we show that network congestion games are PLS-complete for directed and undirected networks even in case of linear latency functions. We consider structural and algorithmic questions related to the Nash dynamics of weighted congestion games. In weighted congestion games with linear latency functions, the existence of pure Nash equilibria is guaranteed by a potential function argument. Unfortunately, this proof of existence is inefficient and computing pure Nash equilibria in such games is a PLS-hard problem even when all players have unit weights. The situation gets worse when superlinear (e.g., quadratic) latency functions come into play; in this case, the Nash dynamics of the game may contain cycles and pure Nash equilibria may not even exist. Given these obstacles, we consider approximate pure Nash equilibria as alternative solution concepts. A ρ--approximate pure Nash equilibrium is a state of a (weighted congestion) game from which no player has any incentive to deviate in order to improve her cost by a multiplicative factor higher than ρ. Do such equilibria exist for small values of ρ? And if so, can we compute them efficiently? We provide positive answers to both questions for weighted congestion games with polynomial latency functions by exploiting an “approximation” of such games by a new class of potential games that we call Ψ-games. This allows us to show that these games have d!-approximate pure Nash equilibria, where d is the maximum degree of the latency functions. Our main technical contribution is an efficient algorithm for computing O(1)-approximate pure Nash equilibria when d is a constant. For games with linear latency functions, the approximation guarantee is 3+√5 2 + Oγ for arbitrarily small γ > 0; for latency functions with maximum degree d≥ 2, it is d2d+o(d). The running time is polynomial in the number of bits in the representation of the game and 1 γ. As a byproduct of our techniques, we also show the following interesting structural statement for weighted congestion games with polynomial latency functions of maximum degree d ≥ 2: polynomially-long sequences of best-response moves from any initial state to a dO(d2)-approximate pure Nash equilibrium exist and can be efficiently identified in such games as long as d is a constant. To the best of our knowledge, these are the first positive algorithmic results for approximate pure Nash equilibria in weighted congestion games. Our techniques significantly extend our recent work on unweighted congestion games through the use of Ψ-games. The concept of approximating nonpotential games by potential ones is interesting in itself and might have further applications. We investigate from the computational viewpoint multi-player games that are guaranteed to have pure Nash equilibria. We focus on congestion games, and show that a pure Nash equilibrium can be computed in polynomial time in the symmetric network case, while the problem is PLS-complete in general. We discuss implications to non-atomic congestion games, and we explore the scope of the potential function method for proving existence of pure Nash equilibria. We study competitive resource allocation problems in which players distribute their demands integrally over a set of resources subject to player-specific submodular capacity constraints. Each player has to pay for each unit of demand a cost that is a non-decreasing and convex function of the total allocation of that resource. This general model of resource allocation generalizes both singleton congestion games with integer-splittable demands and matroid congestion games with player-specific costs. As our main result, we show that in such general resource allocation problems a pure Nash equilibrium is guaranteed to exist by giving a pseudo-polynomial algorithm computing a pure Nash equilibrium. We study the speed of convergence of decentralized dynamics to approximately optimal solutions in potential games. We consider α-Nash dynamics in which a player makes a move if the improvement in his payoff is more than an α factor of his own payoff. Despite the known polynomial convergence of α-Nash dynamics to approximate Nash equilibria in symmetric congestion games [7], it has been shown that the convergence time to approximate Nash equilibria in asymmetric congestion games is exponential [25]. In contrast to this negative result, and as the main result of this paper, we show that for asymmetric congestion games with linear and polynomial delay functions, the convergence time of α-Nash dynamics to an approximate optimal solution is polynomial in the number of players, with approximation ratio that is arbitrarily close to the price of anarchy of the game. In particular, we show this polynomial convergence under the minimal liveness assumption that each player gets at least one chance to move in every T steps. We also prove that the same polynomial convergence result does not hold for (exact) best-response dynamics, showing the α-Nash dynamics is required. We extend these results for congestion games to other potential games including weighted congestion games with linear delay functions, cut games (also called party affiliation games) and market sharing games. We investigate the existence of optimal tolls for atomic symmetric network congestion games with unsplittable traffic and arbitrary nondecreasing latency functions. We focus on pure Nash equilibria, and consider a natural toll mechanism, which we call cost-balancing tolls. A set of cost-balancing tolls turns every path with positive traffic on its edges into a minimum-cost path. Hence any given configuration is induced as a pure Nash equilibrium of the modified game with the corresponding cost-balancing tolls. We show how to compute in linear time a set of cost-balancing tolls for the optimal solution such that the total amount of tolls paid by any player in any pure Nash equilibrium of the modified game does not exceed the latency on the maximum-latency path in the optimal solution. Our main result is that for congestion games on series-parallel networks with strictly increasing latency functions, the optimal solution is induced as the unique pure Nash equilibrium of the game with the corresponding cost-... Bottleneck congestion games properly model the properties of many real-world network routing applications. They are known to possess strong equilibria—a strengthening of Nash equilibrium to resilience against coalitional deviations. In this paper, we study the computational complexity of pure Nash and strong equilibria in these games. We provide a generic centralized algorithm to compute strong equilibria, which has polynomial running time for many interesting classes of games such as, e.g., matroid or single-commodity bottleneck congestion games. In addition, we examine the more demanding goal to reach equilibria in polynomial time using natural improvement dynamics. Using unilateral improvement dynamics in matroid games pure Nash equilibria can be reached efficiently. In contrast, computing even a single coalitional improvement move in matroid and single-commodity games is strongly NP-hard. In addition, we establish a variety of hardness results and lower bounds regarding the duration of unilateral and coalitional improvement dynamics. They continue to hold even for convergence to approximate equilibria. We characterize the price of anarchy in weighted congestion games, as a function of the allowable resource cost functions. Our results provide as thorough an understanding of this quantity as is already known for nonatomic and unweighted congestion games, and take the form of universal (cost function-independent) worst-case examples. One noteworthy byproduct of our proofs is the fact that weighted congestion games are "tight", which implies that the worst-case price of anarchy with respect to pure Nash, mixed Nash, correlated, and coarse correlated equilibria are always equal (under mild conditions on the allowable cost functions). Another is the fact that, like nonatomic but unlike atomic (unweighted) congestion games, weighted congestion games with trivial structure already realize the worst-case POA, at least for polynomial cost functions. We also prove a new result about unweighted congestion games: the worst-case price of anarchy in symmetric games is, as the number of players goes to infinity, as large as in their more general asymmetric counterparts. We characterize the Price of Anarchy (POA) in weighted congestion games, as a function of the allowable resource cost functions. Our results provide as thorough an understanding of this quantity as is already known for nonatomic and unweighted congestion games, and take the form of universal (cost function-independent) worst-case examples. One noteworthy by-product of our proofs is the fact that weighted congestion games are “tight,” which implies that the worst-case price of anarchy with respect to pure Nash equilibria, mixed Nash equilibria, correlated equilibria, and coarse correlated equilibria are always equal (under mild conditions on the allowable cost functions). Another is the fact that, like nonatomic but unlike atomic (unweighted) congestion games, weighted congestion games with trivial structure already realize the worst-case POA, at least for polynomial cost functions. We also prove a new result about unweighted congestion games: the worst-case price of anarchy in symmetric games is as large as in their more general asymmetric counterparts. Congestion games are multi-player games in which players' costs are additive over a set of resources that have anonymous cost functions, with pure strategies corresponding to certain subsets of resources. In a splittable congestion game, each player can choose a convex combination of subsets of resources. We characterize the worst-case price of anarchy — a quantitative measure of the inefficiency of equilibria — in splittable congestion games. Our approximation guarantee is parameterized by the set of allowable resource cost functions, and degrades with the “degree of nonlinearity” of these cost functions. We prove that our guarantee is the best possible for every set of cost functions that satisfies mild technical conditions. We prove our guarantee using a novel “local smoothness” proof framework, and as a consequence the guarantee applies not only to the Nash equilibria of splittable congestion games, but also to all correlated equilibria. Strong Nash equilibria and Pareto-optimal Nash equilibria are natural and important strengthenings of the Nash equilibrium concept. We study these stronger notions of equilibrium in congestion games, focusing on the relationships between the price of anarchy for these equilibria and that for standard Nash equilibria (which is well understood). For symmetric congestion games with polynomial or exponential latency functions, we show that the price of anarchy for strong and Pareto-optimal equilibria is much smaller than the standard price of anarchy. On the other hand, for asymmetric congestion games with polynomial latencies the strong and Pareto prices of anarchy are essentially as large as the standard price of anarchy; while for asymmetric games with exponential latencies the Pareto and standard prices of anarchy are the same but the strong price of anarchy is substantially smaller. Finally, in the special case of linear latencies, we show that in asymmetric games the strong and Pareto prices of anarchy coincide exactly with the known value @math for standard Nash, but are strictly smaller for symmetric games. We consider the price of anarchy of pure Nash equilibria in congestion games with linear latency functions. For asymmetric games, the price of anarchy of maximum social cost is Θ(√N), where N is the number of players. For all other cases of symmetric or asymmetric games and for both maximum and average social cost, the price of anarchy is 5 2. We extend the results to latency functions that are polynomials of bounded degree. We also extend some of the results to mixed Nash equilibria. The price of anarchy (POA) is a worst-case measure of the inefficiency of selfish behavior, defined as the ratio of the objective function value of a worst Nash equilibrium of a game and that of an optimal outcome. This measure implicitly assumes that players successfully reach some Nash equilibrium. This drawback motivates the search for inefficiency bounds that apply more generally to weaker notions of equilibria, such as mixed Nash and correlated equilibria; or to sequences of outcomes generated by natural experimentation strategies, such as successive best responses or simultaneous regret-minimization. We prove a general and fundamental connection between the price of anarchy and its seemingly stronger relatives in classes of games with a sum objective. First, we identify a "canonical sufficient condition" for an upper bound of the POA for pure Nash equilibria, which we call a smoothness argument. Second, we show that every bound derived via a smoothness argument extends automatically, with no quantitative degradation in the bound, to mixed Nash equilibria, correlated equilibria, and the average objective function value of regret-minimizing players (or "price of total anarchy"). Smoothness arguments also have automatic implications for the inefficiency of approximate and Bayesian-Nash equilibria and, under mild additional assumptions, for bicriteria bounds and for polynomial-length best-response sequences. We also identify classes of games --- most notably, congestion games with cost functions restricted to an arbitrary fixed set --- that are tight, in the sense that smoothness arguments are guaranteed to produce an optimal worst-case upper bound on the POA, even for the smallest set of interest (pure Nash equilibria). Byproducts of our proof of this result include the first tight bounds on the POA in congestion games with non-polynomial cost functions, and the first structural characterization of atomic congestion games that are universal worst-case examples for the POA. We study the outcome of natural learning algorithms in atomic congestion games. Atomic congestion games have a wide variety of equilibria often with vastly differing social costs. We show that in almost all such games, the well- known multiplicative-weights learning algorithm results in convergence to pure equilibria. Our results show that nat- ural learning behavior can avoid bad outcomes predicted by the price of anarchy in atomic congestion games such as the load-balancing game introduced by Koutsoupias and Pa- padimitriou, which has super-constant price of anarchy and has correlated equilibria that are exponentially worse than any mixed Nash equilibrium. Our results identify a set of mixed Nash equilibria that we call weakly stable equilibria. Our notion of weakly stable is defined game-theoretically, but we show that this property holds whenever a stability criterion from the theory of dy- namical systems is satisfied. This allows us to show that in every congestion game, the distribution of play converges to the set of weakly stable equilibria. Pure Nash equilibria are weakly stable, and we show using techniques from algebraic geometry that the converse is true with probability 1 when congestion costs are selected at random independently on each edge (from any monotonically parametrized distribu- tion). We further extend our results to show that players can use algorithms with different (sufficiently small) learn- ing rates, i.e. they can trade off convergence speed and long term average regret differently. We study bottleneck congestion games where the social cost is determined by the worst congestion on any resource. In the literature, bottleneck games assume player utility costs determined by the worst congested resource in their strategy. However, the Nash equilibria of such games are inefficient since the price of anarchy can be very high and proportional to the number of resources. In order to obtain smaller price of anarchy we introduce exponential bottleneck games, where the utility costs of the players are exponential functions of their congestions. In particular, the delay function for any resource r is MCr, where Cr denotes the number of players that use r, and M is an integer constant. We find that exponential bottleneck games are very efficient and give the following bound on the price of anarchy: O(log |R|), where R is the set of resources. This price of anarchy is tight, since we demonstrate a game with price of anarchy Ω(log |R|). We obtain our tight bounds by using two novel proof techniques: transformation, which we use to convert arbitrary games to simpler games, and expansion, which we use to bound the price of anarchy in a simpler game. A recent body of experimental literature has studied empirical game-theoretical analysis, in which we have partial knowledge of a game, consisting of observations of a subset of the pure-strategy profiles and their associated payoffs to players. The aim is to find an exact or approximate Nash equilibrium of the game, based on these observations. It is usually assumed that the strategy profiles may be chosen in an on-line manner by the algorithm. We study a corresponding computational learning model, and the query complexity of learning equilibria for various classes of games. We give basic results for exact equilibria of bimatrix and graphical games. We then study the query complexity of approximate equilibria in bimatrix games. Finally, we study the query complexity of exact equilibria in symmetric network congestion games. For directed acyclic networks, we can learn the cost functions (and hence compute an equilibrium) while querying just a small fraction of pure-strategy profiles. For the special case of parallel links, we have the stronger result that an equilibrium can be identified while only learning a small fraction of the cost values. Imitating successful behavior is a natural and frequently applied approach when facing scenarios for which we have little or no experience upon which we can base our decision. In this paper, we consider such behavior in atomic congestion games. We propose to study concurrent imitation dynamics that emerge when each player samples another player and possibly imitates this agents' strategy if the anticipated latency gain is sufficiently large. Our main focus is on convergence properties. Using a potential function argument, we show that these dynamics converge in a monotonic fashion to stable states. In such a state none of the players can improve their latency by imitating others. As our main result, we show rapid convergence to approximate equilibria. At an approximate equilibrium only a small fraction of agents sustains a latency significantly above or below average. In particular, imitation dynamics behave like fully polynomial time approximation schemes (FPTAS). Fixing all other parameters, the convergence time depends only in a logarithmic fashion on the number of agents. Since imitation processes are not innovative they cannot discover unused strategies. Furthermore, strategies may become extinct with non-zero probability. For the case of singleton games, we show that the probability of this event occurring is negligible. Additionally, we prove that the social cost of a stable state reached by our dynamics is not much worse than an optimal state in singleton congestion games with linear latency functions. While we concentrate on the case of symmetric network congestion games, most of our results do not explicitly use the network structure. They continue to hold accordingly for general symmetric and asymmetric congestion games when each player samples within his commodity.