Constrained Phi-Equilibria

Fuente: arXiv
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Autori principali: Bernasconi, Martino, Castiglioni, Matteo, Marchesi, Alberto, Trovò, Francesco, Gatti, Nicola
Natura: Preprint
Pubblicazione: 2023
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author Bernasconi, Martino
Castiglioni, Matteo
Marchesi, Alberto
Trovò, Francesco
Gatti, Nicola
author_facet Bernasconi, Martino
Castiglioni, Matteo
Marchesi, Alberto
Trovò, Francesco
Gatti, Nicola
contents The computational study of equilibria involving constraints on players' strategies has been largely neglected. However, in real-world applications, players are usually subject to constraints ruling out the feasibility of some of their strategies, such as, e.g., safety requirements and budget caps. Computational studies on constrained versions of the Nash equilibrium have lead to some results under very stringent assumptions, while finding constrained versions of the correlated equilibrium (CE) is still unexplored. In this paper, we introduce and computationally characterize constrained Phi-equilibria -- a more general notion than constrained CEs -- in normal-form games. We show that computing such equilibria is in general computationally intractable, and also that the set of the equilibria may not be convex, providing a sharp divide with unconstrained CEs. Nevertheless, we provide a polynomial-time algorithm for computing a constrained (approximate) Phi-equilibrium maximizing a given linear function, when either the number of constraints or that of players' actions is fixed. Moreover, in the special case in which a player's constraints do not depend on other players' strategies, we show that an exact, function-maximizing equilibrium can be computed in polynomial time, while one (approximate) equilibrium can be found with an efficient decentralized no-regret learning algorithm.
format Preprint
id arxiv_https___arxiv_org_abs_2301_13600
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Constrained Phi-Equilibria
Bernasconi, Martino
Castiglioni, Matteo
Marchesi, Alberto
Trovò, Francesco
Gatti, Nicola
Computer Science and Game Theory
The computational study of equilibria involving constraints on players' strategies has been largely neglected. However, in real-world applications, players are usually subject to constraints ruling out the feasibility of some of their strategies, such as, e.g., safety requirements and budget caps. Computational studies on constrained versions of the Nash equilibrium have lead to some results under very stringent assumptions, while finding constrained versions of the correlated equilibrium (CE) is still unexplored. In this paper, we introduce and computationally characterize constrained Phi-equilibria -- a more general notion than constrained CEs -- in normal-form games. We show that computing such equilibria is in general computationally intractable, and also that the set of the equilibria may not be convex, providing a sharp divide with unconstrained CEs. Nevertheless, we provide a polynomial-time algorithm for computing a constrained (approximate) Phi-equilibrium maximizing a given linear function, when either the number of constraints or that of players' actions is fixed. Moreover, in the special case in which a player's constraints do not depend on other players' strategies, we show that an exact, function-maximizing equilibrium can be computed in polynomial time, while one (approximate) equilibrium can be found with an efficient decentralized no-regret learning algorithm.
title Constrained Phi-Equilibria
topic Computer Science and Game Theory
url https://arxiv.org/abs/2301.13600