The Query Complexity of Correlated Equilibria
AbstractWe consider the complexity of finding a Correlated Equilibrium in an n-player game in a model that allows the algorithm to make queries for players' utilities at pure strategy profiles. Many randomized regret-matching dynamics are known to yield an approximate correlated equilibrium quickly: in time that is polynomial in the number of players, n, the number of strategies of each player, m, and the approximation error, 1/?. Here we show that both randomization and approximation are necessary: no efficient deterministic algorithm can reach even an approximate equilibrium and no efficient randomized algorithm can reach an exact equilibrium.
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Bibliographic InfoPaper provided by The Center for the Study of Rationality, Hebrew University, Jerusalem in its series Discussion Paper Series with number dp647.
Date of creation: Sep 2013
Date of revision:
Other versions of this item:
- NEP-ALL-2013-10-11 (All new papers)
- NEP-GTH-2013-10-11 (Game Theory)
- NEP-HPE-2013-10-11 (History & Philosophy of Economics)
- NEP-MIC-2013-10-11 (Microeconomics)
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- Hart, Sergiu & Mansour, Yishay, 2010. "How long to equilibrium? The communication complexity of uncoupled equilibrium procedures," Games and Economic Behavior, Elsevier, vol. 69(1), pages 107-126, May.
- Sergiu Hart & Andreu Mas-Colell, 1996.
"A simple adaptive procedure leading to correlated equilibrium,"
Economics Working Papers
200, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 1996.
- Sergiu Hart & Andreu Mas-Colell, 2000. "A Simple Adaptive Procedure Leading to Correlated Equilibrium," Econometrica, Econometric Society, vol. 68(5), pages 1127-1150, September.
- S. Hart & A. Mas-Collel, 2010. "A Simple Adaptive Procedure Leading to Correlated Equilibrium," Levine's Working Paper Archive 572, David K. Levine.
- Sergiu Hart & Andreu Mas-Colell, 1997. "A Simple Adaptive Procedure Leading to Correlated Equilibrium," Game Theory and Information 9703006, EconWPA, revised 24 Mar 1997.
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