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73977 |
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|a Daskalakis, Constantinos
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|a Massachusetts Institute of Technology. Computer Science and Artificial Intelligence Laboratory
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|a Daskalakis, Constantinos
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|a Frongillo, Rafael
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|a Papadimitriou, Christos H.
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|a Pierrakos, George
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|a Valiant, Gregory
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|a On Learning Algorithms for Nash Equilibria
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|b Springer Berlin / Heidelberg,
|c 2012-10-15T17:05:03Z.
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|u http://hdl.handle.net/1721.1/73977
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|a Third International Symposium, SAGT 2010, Athens, Greece, October 18-20, 2010. Proceedings
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|a Can learning algorithms find a Nash equilibrium? This is a natural question for several reasons. Learning algorithms resemble the behavior of players in many naturally arising games, and thus results on the convergence or non-convergence properties of such dynamics may inform our understanding of the applicability of Nash equilibria as a plausible solution concept in some settings. A second reason for asking this question is in the hope of being able to prove an impossibility result, not dependent on complexity assumptions, for computing Nash equilibria via a restricted class of reasonable algorithms. In this work, we begin to answer this question by considering the dynamics of the standard multiplicative weights update learning algorithms (which are known to converge to a Nash equilibrium for zero-sum games). We revisit a 3×3 game defined by Shapley [10] in the 1950s in order to establish that fictitious play does not converge in general games. For this simple game, we show via a potential function argument that in a variety of settings the multiplicative updates algorithm impressively fails to find the unique Nash equilibrium, in that the cumulative distributions of players produced by learning dynamics actually drift away from the equilibrium.
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|a Article
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|t Algorithmic Game Theory
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