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51
The complexity of computing a Nash equilibrium
, 2006
"... We resolve the question of the complexity of Nash equilibrium by showing that the problem of computing a Nash equilibrium in a game with 4 or more players is complete for the complexity class PPAD. Our proof uses ideas from the recentlyestablished equivalence between polynomialtime solvability of n ..."
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Cited by 226 (14 self)
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We resolve the question of the complexity of Nash equilibrium by showing that the problem of computing a Nash equilibrium in a game with 4 or more players is complete for the complexity class PPAD. Our proof uses ideas from the recentlyestablished equivalence between polynomialtime solvability of normalform games and graphical games, and shows that these kinds of games can implement arbitrary members of a PPADcomplete class of Brouwer functions. 1
On the complexity of the parity argument and other inefficient proofs of existence
 JCSS
, 1994
"... We define several new complexity classes of search problems, "between " the classes FP and FNP. These new classes are contained, along with factoring, and the class PLS, in the class TFNP of search problems in FNP that always have a witness. A problem in each of these new classes is define ..."
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Cited by 158 (8 self)
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We define several new complexity classes of search problems, "between " the classes FP and FNP. These new classes are contained, along with factoring, and the class PLS, in the class TFNP of search problems in FNP that always have a witness. A problem in each of these new classes is defined in terms of an implicitly given, exponentially large graph. The existence of the solution sought is established via a simple graphtheoretic argument with an inefficiently constructive proof; for example, PLS can be thought of as corresponding to the lemma "every dag has a sink. " The new classes are based on lemmata such as "every graph has an even number of odddegree nodes. " They contain several important problems for which no polynomial time algorithm is presently known, including the computational versions of Sperner's lemma, Brouwer's fixpoint theorem, Chfvalley's theorem, and the BorsukUlam theorem, the linear complementarity problem for Pmatrices, finding a mixed equilibrium in a nonzero sum game, finding a second Hamilton circuit in a Hamiltonian cubic graph, a second Hamiltonian decomposition in a quartic graph, and others. Some of these problems are shown to be complete. © 1994 Academic Press, Inc. 1.
COMPUTATION OF EQUILIBRIA in Finite Games
, 1996
"... We review the current state of the art of methods for numerical computation of Nash equilibria for nitenperson games. Classical path following methods, such as the LemkeHowson algorithm for two person games, and Scarftype fixed point algorithms for nperson games provide globally convergent metho ..."
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Cited by 118 (1 self)
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We review the current state of the art of methods for numerical computation of Nash equilibria for nitenperson games. Classical path following methods, such as the LemkeHowson algorithm for two person games, and Scarftype fixed point algorithms for nperson games provide globally convergent methods for finding a sample equilibrium. For large problems, methods which are not globally convergent, such as sequential linear complementarity methods may be preferred on the grounds of speed. None of these methods are capable of characterizing the entire set of Nash equilibria. More computationally intensive methods, which derive from the theory of semialgebraic sets are required for finding all equilibria. These methods can also be applied to compute various equilibrium refinements.
Playing Large Games using Simple Strategies
, 2003
"... We prove the existence of #Nash equilibrium strategies with support logarithmic in the number of pure strategies. We also show that the payo#s to all players in any (exact) Nash equilibrium can be #approximated by the payo#s to the players in some such logarithmic support #Nash equilibrium. These ..."
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Cited by 92 (1 self)
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We prove the existence of #Nash equilibrium strategies with support logarithmic in the number of pure strategies. We also show that the payo#s to all players in any (exact) Nash equilibrium can be #approximated by the payo#s to the players in some such logarithmic support #Nash equilibrium. These strategies are also uniform on a multiset of logarithmic size and therefore this leads to a quasipolynomial algorithm for computing an #Nash equilibrium. To our knowledge this is the first subexponential algorithm for finding an #Nash equilibrium. Our results hold for any multipleplayer game as long as the number of players is a constant (i.e., it is independent of the number of pure strategies). A similar argument also proves that for a fixed number of players m, the payo#s to all players in any mtuple of mixed strategies can be #approximated by the payo#s in some mtuple of constant support strategies.
Pricing network edges for heterogeneous selfish users
 Proc. of STOC
, 2003
"... We study the negative consequences of selfish behavior in a congested network and economic means of influencing such behavior. We consider the model of selfish routing defined by Wardrop [30] and studied in a computer science context by Roughgarden and Tardos [26]. In this model, the latency experie ..."
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Cited by 90 (10 self)
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We study the negative consequences of selfish behavior in a congested network and economic means of influencing such behavior. We consider the model of selfish routing defined by Wardrop [30] and studied in a computer science context by Roughgarden and Tardos [26]. In this model, the latency experienced by network traffic on an edge of the network is a function of the edge congestion, and network users are assumed to selfishly route traffic on minimumlatency paths. The quality of a routing of traffic is measured by the sum of travel times (the total latency). It is well known that the outcome of selfish routing (a Nash equilibrium) does not minimize the total latency and can be improved upon with coordination. An ancient strategy for improving the selfish solution is the principle of marginal cost pricing, which asserts that on each edge of the network, each network user on the edge should pay a tax offsetting the congestion effects caused by its presence. By pricing network edges according to this principle, the inefficiency of selfish routing can always be eradicated. This result, while fundamental, assumes a very strong homogeneity property: all network users are assumed to trade off time and money in an identical way. The guarantee also ignores both the algorithmic
Agentbased computational models and generative social science
 Complexity
, 1999
"... This article argues that the agentbased computational model permits a distinctive approach to social science for which the term “generative ” is suitable. In defending this terminology, features distinguishing the approach from both “inductive ” and “deductive ” science are given. Then, the followi ..."
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Cited by 67 (0 self)
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This article argues that the agentbased computational model permits a distinctive approach to social science for which the term “generative ” is suitable. In defending this terminology, features distinguishing the approach from both “inductive ” and “deductive ” science are given. Then, the following specific contributions to social science are discussed: The agentbased computational model is a new tool for empirical research. It offers a natural environment for the study of connectionist phenomena in social science. Agentbased modeling provides a powerful way to address certain enduring—and especially interdisciplinary—questions. It allows one to subject certain core theories—such as neoclassical microeconomics—to important types of stress (e.g., the effect of evolving preferences). It permits one to study how rules of individual behavior give rise—or “map up”—to macroscopic regularities and organizations. In turn, one can employ laboratory behavioral research findings to select among competing agentbased (“bottom up”) models. The agentbased approach may well have the important effect of decoupling individual rationality from macroscopic equilibrium and of separating decision science from social science more generally. Agentbased modeling offers powerful new forms of hybrid theoreticalcomputational work; these are particularly relevant to the study of nonequilibrium systems. The agentbased approach invites the interpretation of society as a distributed computational device, and in turn the interpretation of social dynamics as a type of computation. This interpretation raises important foundational issues in social science—some related to intractability, and some to undecidability proper. Finally, since “emergence” figures prominently in this literature, I take up the connection between agentbased modeling and classical emergentism, criticizing the latter and arguing that the two are incompatible. � 1999 John Wiley &
Settling the Complexity of Computing TwoPlayer Nash Equilibria
"... We prove that Bimatrix, the problem of finding a Nash equilibrium in a twoplayer game, is complete for the complexity class PPAD (Polynomial Parity Argument, Directed version) introduced by Papadimitriou in 1991. Our result, building upon the work of Daskalakis, Goldberg, and Papadimitriou on the c ..."
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Cited by 45 (3 self)
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We prove that Bimatrix, the problem of finding a Nash equilibrium in a twoplayer game, is complete for the complexity class PPAD (Polynomial Parity Argument, Directed version) introduced by Papadimitriou in 1991. Our result, building upon the work of Daskalakis, Goldberg, and Papadimitriou on the complexity of fourplayer Nash equilibria [21], settles a long standing open problem in algorithmic game theory. It also serves as a starting point for a series of results concerning the complexity of twoplayer Nash equilibria. In particular, we prove the following theorems: • Bimatrix does not have a fully polynomialtime approximation scheme unless every problem in PPAD is solvable in polynomial time. • The smoothed complexity of the classic LemkeHowson algorithm and, in fact, of any algorithm for Bimatrix is not polynomial unless every problem in PPAD is solvable in randomized polynomial time. Our results also have a complexity implication in mathematical economics: • ArrowDebreu market equilibria are PPADhard to compute.
Why agents? On the varied motivations for agent computing in the social sciences
 Brookings Institute: Center
, 2000
"... The many motivations for employing agentbased computation in the social sciences are reviewed. It is argued that there exist three distinct uses of agent modeling techniques. One such use — the simplest — is conceptually quite close to traditional simulation in operations research. This use arises ..."
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Cited by 42 (0 self)
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The many motivations for employing agentbased computation in the social sciences are reviewed. It is argued that there exist three distinct uses of agent modeling techniques. One such use — the simplest — is conceptually quite close to traditional simulation in operations research. This use arises when equations can be formulated that completely describe a social process, and these equations are explicitly soluble, either analytically or numerically. In the former case, the agent model is merely a tool for presenting results, while in the latter it is a novel kind of Monte Carlo analysis. A second, more commonplace usage of computational agent models arises when mathematical models can be written down but not completely solved. In this case the agentbased model can shed significant light on the solution structure, illustrate dynamical properties of the model, serve to test the dependence of results on parameters and assumptions, and be a source of counterexamples. Finally, there are important classes of problems for which writing down equations is not a useful activity. In such circumstances, resort to agentbased computational models may be the only way available to explore such processes systematically, and constitute a third distinct usage of such models.