Characterizing the Convergence of Game Dynamics via Potentialness

Fuente: arXiv
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Autori principali: Bichler, Martin, Legacci, Davide, Mertikopoulos, Panayotis, Oberlechner, Matthias, Pradelski, Bary
Natura: Preprint
Pubblicazione: 2025
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author Bichler, Martin
Legacci, Davide
Mertikopoulos, Panayotis
Oberlechner, Matthias
Pradelski, Bary
author_facet Bichler, Martin
Legacci, Davide
Mertikopoulos, Panayotis
Oberlechner, Matthias
Pradelski, Bary
contents Understanding the convergence landscape of multi-agent learning is a fundamental problem of great practical relevance in many applications of artificial intelligence and machine learning. While it is known that learning dynamics converge to Nash equilibrium in potential games, the behavior of dynamics in many important classes of games that do not admit a potential is poorly understood. To measure how ''close'' a game is to being potential, we consider a distance function, that we call ''potentialness'', and which relies on a strategic decomposition of games introduced by Candogan et al. (2011). We introduce a numerical framework enabling the computation of this metric, which we use to calculate the degree of ''potentialness'' in generic matrix games, as well as (non-generic) games that are important in economic applications, namely auctions and contests. Understanding learning in the latter games has become increasingly important due to the wide-spread automation of bidding and pricing with no-regret learning algorithms. We empirically show that potentialness decreases and concentrates with an increasing number of agents or actions; in addition, potentialness turns out to be a good predictor for the existence of pure Nash equilibria and the convergence of no-regret learning algorithms in matrix games. In particular, we observe that potentialness is very low for complete-information models of the all-pay auction where no pure Nash equilibrium exists, and much higher for Tullock contests, first-, and second-price auctions, explaining the success of learning in the latter. In the incomplete-information version of the all-pay auction, a pure Bayes-Nash equilibrium exists and it can be learned with gradient-based algorithms. Potentialness nicely characterizes these differences to the complete-information version.
format Preprint
id arxiv_https___arxiv_org_abs_2503_16285
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Characterizing the Convergence of Game Dynamics via Potentialness
Bichler, Martin
Legacci, Davide
Mertikopoulos, Panayotis
Oberlechner, Matthias
Pradelski, Bary
Computer Science and Game Theory
Understanding the convergence landscape of multi-agent learning is a fundamental problem of great practical relevance in many applications of artificial intelligence and machine learning. While it is known that learning dynamics converge to Nash equilibrium in potential games, the behavior of dynamics in many important classes of games that do not admit a potential is poorly understood. To measure how ''close'' a game is to being potential, we consider a distance function, that we call ''potentialness'', and which relies on a strategic decomposition of games introduced by Candogan et al. (2011). We introduce a numerical framework enabling the computation of this metric, which we use to calculate the degree of ''potentialness'' in generic matrix games, as well as (non-generic) games that are important in economic applications, namely auctions and contests. Understanding learning in the latter games has become increasingly important due to the wide-spread automation of bidding and pricing with no-regret learning algorithms. We empirically show that potentialness decreases and concentrates with an increasing number of agents or actions; in addition, potentialness turns out to be a good predictor for the existence of pure Nash equilibria and the convergence of no-regret learning algorithms in matrix games. In particular, we observe that potentialness is very low for complete-information models of the all-pay auction where no pure Nash equilibrium exists, and much higher for Tullock contests, first-, and second-price auctions, explaining the success of learning in the latter. In the incomplete-information version of the all-pay auction, a pure Bayes-Nash equilibrium exists and it can be learned with gradient-based algorithms. Potentialness nicely characterizes these differences to the complete-information version.
title Characterizing the Convergence of Game Dynamics via Potentialness
topic Computer Science and Game Theory
url https://arxiv.org/abs/2503.16285