论文标题

多玩家凹入游戏和Kakutani固定点的计算复杂性

The Computational Complexity of Multi-player Concave Games and Kakutani Fixed Points

论文作者

Papadimitriou, Christos H., Vlatakis-Gkaragkounis, Emmanouil-Vasileios, Zampetakis, Manolis

论文摘要

Kakutani的固定点定理是拓扑的基本定理,在游戏理论和经济学中有许多应用。 Kakutani的计算公式仅在特殊情况下存在,并且过于限制,无法在减少中有用。在本文中,我们提供了Kakutani固定点定理的一般计算公式,并证明它是PPAD完整的。作为我们定理的应用,我们能够表征以下基本问题的计算复杂性: (1)凹入游戏。由1950年代和60年代的Debreu and Rosen的著名作品推出,凹入$ n $ person Games在经济学和游戏理论中发现了许多重要的应用。我们表征了在此类游戏中找到平衡的计算复杂性。我们表明,此问题的一般表述属于PPAD,即使对于此类相当有限的游戏,找到平衡也是PPAD-HARD:可以表达为具有恒定程度的多元多项式的强烈共轴实用程序,轴心与轴线构成盒子约束。 (2)Walrasian平衡。使用Kakutani的固定点箭头和Debreu,我们解决了与沃尔拉斯定理有关的一个开放问题,该定理在一般经济中存在价格均衡。关于沃尔拉斯平衡的PPAD硬度有很多结果,但是PPAD中的包含仅以分段线性实用程序而闻名。我们表明,PPAD中的一般凸公用事业的问题。 一路上,我们提供了可能具有独立关注的Berge最大定理的Lipschitz连续版本。

Kakutani's Fixed Point theorem is a fundamental theorem in topology with numerous applications in game theory and economics. Computational formulations of Kakutani exist only in special cases and are too restrictive to be useful in reductions. In this paper, we provide a general computational formulation of Kakutani's Fixed Point Theorem and we prove that it is PPAD-complete. As an application of our theorem we are able to characterize the computational complexity of the following fundamental problems: (1) Concave Games. Introduced by the celebrated works of Debreu and Rosen in the 1950s and 60s, concave $n$-person games have found many important applications in Economics and Game Theory. We characterize the computational complexity of finding an equilibrium in such games. We show that a general formulation of this problem belongs to PPAD, and that finding an equilibrium is PPAD-hard even for a rather restricted games of this kind: strongly-concave utilities that can be expressed as multivariate polynomials of a constant degree with axis aligned box constraints. (2) Walrasian Equilibrium. Using Kakutani's fixed point Arrow and Debreu we resolve an open problem related to Walras's theorem on the existence of price equilibria in general economies. There are many results about the PPAD-hardness of Walrasian equilibria, but the inclusion in PPAD is only known for piecewise linear utilities. We show that the problem with general convex utilities is in PPAD. Along the way we provide a Lipschitz continuous version of Berge's maximum theorem that may be of independent interest.

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