TY - GEN
T1 - Inapproximability of NP-complete variants of Nash equilibrium
AU - Austrin, Per
AU - Braverman, Mark
AU - Chlamtáč, Eden
N1 - Funding Information:
Full version available as arXiv:1104.3760. Research supported by NSERC. This work was done while the third author was at the University of Toronto.
PY - 2011/9/8
Y1 - 2011/9/8
N2 - In recent work of Hazan and Krauthgamer (SICOMP 2011), it was shown that finding an ε-approximate Nash equilibrium with near-optimal value in a two-player game is as hard as finding a hidden clique of size O(log n) in the random graph G(n, 1/2). This raises the question of whether a similar intractability holds for approximate Nash equilibrium without such constraints. We give evidence that the constraint of near-optimal value makes the problem distinctly harder: a simple algorithm finds an optimal 1/2-approximate equilibrium, while finding strictly better than 1/2-approximate equilibria is as hard as the Hidden Clique problem. This is in contrast to the unconstrained problem where more sophisticated algorithms, achieving better approximations, are known. Unlike general Nash equilibrium, which is in PPAD, optimal (maximum value) Nash equilibrium is NP-hard. We proceed to show that optimal Nash equilibrium is just one of several known NP-hard problems related to Nash equilibrium, all of which have approximate variants which are as hard as finding a planted clique. In particular, we show this for approximate variants of the following problems: finding a Nash equilibrium with value greater than η (for any η > 0, even when the best Nash equilibrium has value 1 - η), finding a second Nash equilibrium, and finding a Nash equilibrium with small support. Finally, we consider the complexity of approximate pure Bayes Nash equilibria in two-player games. Here we show that for general Bayesian games the problem is NP-hard. For the special case where the distribution over types is uniform, we give a quasi-polynomial time algorithm matched by a hardness result based on the Hidden Clique problem.
AB - In recent work of Hazan and Krauthgamer (SICOMP 2011), it was shown that finding an ε-approximate Nash equilibrium with near-optimal value in a two-player game is as hard as finding a hidden clique of size O(log n) in the random graph G(n, 1/2). This raises the question of whether a similar intractability holds for approximate Nash equilibrium without such constraints. We give evidence that the constraint of near-optimal value makes the problem distinctly harder: a simple algorithm finds an optimal 1/2-approximate equilibrium, while finding strictly better than 1/2-approximate equilibria is as hard as the Hidden Clique problem. This is in contrast to the unconstrained problem where more sophisticated algorithms, achieving better approximations, are known. Unlike general Nash equilibrium, which is in PPAD, optimal (maximum value) Nash equilibrium is NP-hard. We proceed to show that optimal Nash equilibrium is just one of several known NP-hard problems related to Nash equilibrium, all of which have approximate variants which are as hard as finding a planted clique. In particular, we show this for approximate variants of the following problems: finding a Nash equilibrium with value greater than η (for any η > 0, even when the best Nash equilibrium has value 1 - η), finding a second Nash equilibrium, and finding a Nash equilibrium with small support. Finally, we consider the complexity of approximate pure Bayes Nash equilibria in two-player games. Here we show that for general Bayesian games the problem is NP-hard. For the special case where the distribution over types is uniform, we give a quasi-polynomial time algorithm matched by a hardness result based on the Hidden Clique problem.
UR - http://www.scopus.com/inward/record.url?scp=80052371991&partnerID=8YFLogxK
U2 - 10.1007/978-3-642-22935-0_2
DO - 10.1007/978-3-642-22935-0_2
M3 - Conference contribution
AN - SCOPUS:80052371991
SN - 9783642229343
T3 - Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
SP - 13
EP - 25
BT - Approximation, Randomization, and Combinatorial Optimization
T2 - 14th International Workshop on Approximation Algorithms for Combinatorial Optimization Problems, APPROX 2011 and the 15th International Workshop on Randomization and Computation, RANDOM 2011
Y2 - 17 August 2011 through 19 August 2011
ER -