Smooth Nash Equilibria: Algorithms and Complexity
This addresses the problem of efficiently computing equilibria in game theory for researchers and practitioners, offering a novel relaxation that improves computational tractability.
The paper tackles the computational intractability of approximating Nash equilibria in normal-form games by introducing a relaxed variant called σ-smooth Nash equilibrium, showing that for constant parameters, there exist constant-time and polynomial-time algorithms to find weak and strong versions, respectively, contrasting with the quasipolynomial-time lower bound for standard Nash equilibria.
A fundamental shortcoming of the concept of Nash equilibrium is its computational intractability: approximating Nash equilibria in normal-form games is PPAD-hard. In this paper, inspired by the ideas of smoothed analysis, we introduce a relaxed variant of Nash equilibrium called $σ$-smooth Nash equilibrium, for a smoothness parameter $σ$. In a $σ$-smooth Nash equilibrium, players only need to achieve utility at least as high as their best deviation to a $σ$-smooth strategy, which is a distribution that does not put too much mass (as parametrized by $σ$) on any fixed action. We distinguish two variants of $σ$-smooth Nash equilibria: strong $σ$-smooth Nash equilibria, in which players are required to play $σ$-smooth strategies under equilibrium play, and weak $σ$-smooth Nash equilibria, where there is no such requirement. We show that both weak and strong $σ$-smooth Nash equilibria have superior computational properties to Nash equilibria: when $σ$ as well as an approximation parameter $ε$ and the number of players are all constants, there is a constant-time randomized algorithm to find a weak $ε$-approximate $σ$-smooth Nash equilibrium in normal-form games. In the same parameter regime, there is a polynomial-time deterministic algorithm to find a strong $ε$-approximate $σ$-smooth Nash equilibrium in a normal-form game. These results stand in contrast to the optimal algorithm for computing $ε$-approximate Nash equilibria, which cannot run in faster than quasipolynomial-time. We complement our upper bounds by showing that when either $σ$ or $ε$ is an inverse polynomial, finding a weak $ε$-approximate $σ$-smooth Nash equilibria becomes computationally intractable.