No Arabic abstract
In this paper, we introduce a notion of generalized potential games that is inspired by a newly developed theory on generalized gradient flows. More precisely, a game is called generalized potential if the simultaneous gradient of the loss functions is a nonlinear function of the gradient of a potential function. Applications include a class of games arising from chemical reaction networks with detailed balance condition. For this class of games, we prove an explicit exponential convergence to equilibrium for evolution of a single reversible reaction. Moreover, numerical investigations are performed to calculate the equilibrium state of some reversible chemical reactions which give rise to generalized potential games.
In this paper we introduce a novel flow representation for finite games in strategic form. This representation allows us to develop a canonical direct sum decomposition of an arbitrary game into three components, which we refer to as the potential, harmonic and nonstrategic components. We analyze natural classes of games that are induced by this decomposition, and in particular, focus on games with no harmonic component and games with no potential component. We show that the first class corresponds to the well-known potential games. We refer to the second class of games as harmonic games, and study the structural and equilibrium properties of this new class of games. Intuitively, the potential component of a game captures interactions that can equivalently be represented as a common interest game, while the harmonic part represents the conflicts between the interests of the players. We make this intuition precise, by studying the properties of these two classes, and show that indeed they have quite distinct and remarkable characteristics. For instance, while finite potential games always have pure Nash equilibria, harmonic games generically never do. Moreover, we show that the nonstrategic component does not affect the equilibria of a game, but plays a fundamental role in their efficiency properties, thus decoupling the location of equilibria and their payoff-related properties. Exploiting the properties of the decomposition framework, we obtain explicit expressions for the projections of games onto the subspaces of potential and harmonic games. This enables an extension of the properties of potential and harmonic games to nearby games. We exemplify this point by showing that the set of approximate equilibria of an arbitrary game can be characterized through the equilibria of its projection onto the set of potential games.
We present fictitious play dynamics for stochastic games and analyze its convergence properties in zero-sum stochastic games. Our dynamics involves players forming beliefs on opponent strategy and their own continuation payoff (Q-function), and playing a greedy best response using estimated continuation payoffs. Players update their beliefs from observations of opponent actions. A key property of the learning dynamics is that update of the beliefs on Q-functions occurs at a slower timescale than update of the beliefs on strategies. We show both in the model-based and model-free cases (without knowledge of player payoff functions and state transition probabilities), the beliefs on strategies converge to a stationary mixed Nash equilibrium of the zero-sum stochastic game.
The cost-sharing connection game is a variant of routing games on a network. In this model, given a directed graph with edge-costs and edge-capacities, each agent wants to construct a path from a source to a sink with low cost. The cost of each edge is shared by the users based on a cost-sharing function. One of simple cost-sharing functions is defined as the cost divided by the number of users. In fact, most of the previous papers about cost-sharing connection games addressed this cost-sharing function. It models an ideal setting, where no overhead arises when people share things, though it might be quite rare in real life; it is more realistic to consider the setting that the cost paid by an agent is the original cost per the number of the agents plus the overhead. In this paper, we model the more realistic scenario of cost-sharing connection games by generalizing cost-sharing functions. The arguments on the model do not depend on specific cost-sharing functions, and are applicable for a wide class of cost-sharing functions satisfying the following natural properties: they are (1) non-increasing, (2) lower bounded by the original cost per the number of the agents, and (3) upper bounded by the original cost, which enables to represent various scenarios of cost-sharing. We investigate the Price of Anarchy (PoA) and the Price of Stability (PoS) under sum-cost and max-cost criteria with the generalized cost-sharing function. In spite of the generalization, we obtain the same bounds of PoA and PoS as the cost-sharing with no overhead except PoS under sum-cost. Note that these bounds are tight. In the case of sum-cost, the lower bound on PoS increases from $log n$ to $n+1/n-1$ by the generalization, which is also almost tight because the upper bound is $n$.
We consider a dynamical approach to sequential games. By restricting the convertibility relation over strategy profiles, we obtain a semi-potential (in the sense of Kukushkin), and we show that in finite games the corresponding restriction of better-response dynamics will converge to a Nash equilibrium in quadratic time. Convergence happens on a per-player basis, and even in the presence of players with cyclic preferences, the players with acyclic preferences will stabilize. Thus, we obtain a candidate notion for rationality in the presence of irrational agents. Moreover, the restriction of convertibility can be justified by a conservative updating of beliefs about the other players strategies. For infinite sequential games we can retain convergence to a Nash equilibrium (in some sense), if the preferences are given by continuous payoff functions; or obtain a transfinite convergence if the outcome sets of the game are Delta^0_2 sets.
An algorithm is proposed to verify whether a finite game is a weighted potential game (WPG) without pre-knowledge on its weights. Then the algorithm is also applied to find the closest WPG for a given finite game. The concept and criterion of near weighted potential games (NWPGs) are given, indicating the evolutionary equivalence between a finite game and its closest WPG. Based on this, a method is proposed for replacing PGs by NWPGs in game theoretic control, which improved the applicability of PG-based optimization.