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A Fixed Point FreeProof of Nash’s Theorem
via Exchangeable Equilibria
N. D. Stein P. A. Parrilo A. Ozdaglar
Laboratory for Information and Decision SystemsDepartment of Electrical Engineering and Computer Science
Massachusetts Institute of Technology
International Conference on Game TheoryStony Brook, NY
July 16, 2010
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
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Main ideas
“Bonus” symmetrye.g. n player game invariant under cyclic shifting of playersInvariant mixed Nash equilibrium (π1, . . . , πn)π1 = π2, π2 = π3, . . . , πn−1 = πn, πn = π1
(π1, . . . , πn) invariant under arbitrary permutations
Elementary existence proofsStructure of game structure of Nash equilibria (NE)e.g. for games in some class, NE∩Σ 6= ∅Set CE of correlated equilibria is convex, NE ⊂ CENE∩Σ ⊂ conv(NE∩Σ) ⊂ CE∩ conv(Σ)Elementary proof that last set is nonempty
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
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Outline
Background
GamesNash and correlated equilibriaSymmetriesHart and Schmeidler’s proof of existence of CE
The proofCarefully choose classes of games and sets ΣMimic HS proof to show nonemptiness of CE∩ conv(Σ)RepeatLimiting argument gives Nash existence
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
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Games
DefinitionA finite game (in strategic form) consists of n players, eachwith a finite pure strategy set Ci and a utility functionui : C → R where C := C1 × · · · × Cn.
NotationΓ := a game∆(Ci) := probability distributions on Ci = mixed strategies∆ := ∆(C) = correlated strategies∆Π := ∆(C1)× · · · ×∆(Cn) = strategy profiles ⊂ ∆
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
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Equilibria
DefinitionAn �-Nash equilibrium is a mixed strategy profile(π1, . . . , πn) ∈ ∆Π such that ui(si , π−i) ≤ ui(π) + � for all i andsi ∈ Ci . The set of such is �NE. The case � = 0 defines the setNE of Nash equilibria.
DefinitionA correlated equilibrium is a joint distribution π ∈ ∆ such thatif (X1, . . . ,Xn) are jointly distributed according to π then Xi isalmost surely a best response to the random conditionaldistribution P(X−i | Xi). The set of such is CE.
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
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Symmetries
DefinitionA symmetry σ of a game has two pieces:
Permutation of the set of players andPermutation of the disjoint union of the strategy sets,
which are compatible with each other:Image σ(Ci) = Cσ(i)
and leave the utilities invariant.
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
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Groups
Groups of symmetriesComposition and inverse of symmetries are symmetriesWe usually speak of a (finite) group G of symmetriesThis is merely language; no group theory used
NotationSn := symmetric group on n letters = permutations of{0, . . . ,n − 1}Zn := cyclic group of order n = permutations of the formm 7→ m + r mod n
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
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Examples of symmetric games
Symmetric bimatrix games
A and B payoff to row and column playersSymmetry under player swap: A,B square, B = A′
e.g., chicken, prisoner’s dilemma, stag hunt, etc.Symmetry group Z2
An n-player anti-coordination game
C1 = C2 = . . . = Cn
ui(s) =
{1, si 6= si+1 subscripts interpreted mod n0, else
Invariant under cyclic group Zn permuting players
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
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Symmetric distributions
Properties
Symmetry σ maps distribution π ∈ ∆ to σ∗(π) ∈ ∆σ∗ preserves structure: ∆Π, NE, CEWe say π is symmetric if σ∗(π) = π for all σ ∈ GSets of symmetric distributions: CEG ⊆ ∆G, NEG ⊆ ∆ΠG
Example: n-player anti-coordination game
π ∈ ∆ΠZn ⇒ π i.i.d. ⇒ π invariant under all permutations∆ΠZn = ∆
ΠSn ( ∆Sn ( ∆Zn
∆ΠZn is “more symmetric” than ∆Zn
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
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Our goal
Nash’s TheoremFor any game with symmetry group G, NEG 6= ∅.
GoalProve thisWithout using fixed point theoremsWe would settle for the nonsymmetric version NE 6= ∅The proof gives the symmetric version automatically
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
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Symmetric correlated equilibria
Theorem (Hart and Schmeidler, Nau and McCardle)
For any game, CE 6= ∅.
Proof.Wait a few slides.
Corollary
For any game with symmetry group G, CEG 6= ∅.
Proof.Let π ∈ CE =⇒ σ∗(π) ∈ CE for all σ ∈ GAverage 1|G|
∑σ∈G
σ∗(π) ∈ ∆G ∩ CE by convexity
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
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Exchangeable distributions
Natural questionNash’s theorem gives us equilibria with “bonus” symmetryProof there are correlated equilibria with such symmetry?
Averaging fails
Definition
The exchangable distributions are ∆XG := conv(∆ΠG).
Example: n-player anti-coordination game
∆ΠZn ⊂ ∆Sn∆XZn = conv(∆
ΠZn ) ⊆ ∆Sn ( ∆Zn
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
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Exchangeable distributions, continued
Example: symmetric bimatrix games
∆ = {m ×m probability matrices}∆Z2 = {m ×m symmetric probability matrices}∆Π = {xy ′ | x , y probability column vectors}∆ΠZ2 = {xx
′ | x a probability column vector}∆XZ2 = conv(∆
ΠZ2) = completely positive prob. mat.
Elements of ∆ΠZ2 , hence ∆XZ2 are positive semidefinite
Those in ∆Z2 need not be
e.g. det[
0 0.50.5 0
]= −0.25
∆XZ2 ( ∆Z2
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
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Exchangeable equilibria
Definition
The set of (G-)exchangeable equilibria is XEG := CE∩∆XG.
RemarksExchangeable equilibria are correlated equilibria having allthe “bonus” symmetry of the symmetric Nash equilibriaXEG is convex and compact.conv(NEG) ⊂ XEG ⊂ CEGInclusions can be strict (even in symmetric bimatrix case)Proving XEG 6= ∅ does not prove NEG 6= ∅It is an important step, can be done by tweaking HS proof
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
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Hart and Schmeidler’s proof
Theorem (HS 1989, NM 1990 is similar)
For any game, CE 6= ∅.
Proof.
Given Γ construct zero-sum game Γ0:Maximizer plays all roles in Γ (i.e., CM := C, ∆(CM) = ∆)Minimizer wants a profitable deviation (Cm :=
⊔i Ci × Ci )
π ∈ CE(Γ)⇐⇒ u0M(π, y) ≥ 0 for all minimizer strategies yMinimax: such a π exists⇐⇒ for all mixed minimizerstrategies y there is a πy ∈ ∆(Γ) such that u0M(π
y , y) ≥ 0Minimax again: For any y , there is such a πy ∈ ∆Π(Γ)In fact π ∈ CE(Γ) ∩ conv{πy}
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
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Exchangeable equilibrium existence
TheoremFor any game with symmetry group G, XEG 6= ∅.
Proof.Hart and Schmeidler argument with symmetries addedG is also a symmetry group of Γ0
For each y we can find πy ∈ ∆ΠG(Γ) s.t. u0M(π
y , y) ≥ 0Minimax theorem gives CE in conv{πy} ⊆ ∆XG(Γ)
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
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Adding symmetries
Γ ΠmΓ ΞmΓ
s2
s1
s12 s22 · · · sm2
s11 s21 · · · sm1
s12 s22 · · · sm2
s11 s21 · · · sm1
Game Symbol # players SymmetriesOriginal Γ n G
mth power ΠmΓ mn G × Sm (G o Sm)contracted mth power ΞmΓ n G × Sm
Powers of games
ΞmΓ has stronger incentive constraintsCE(ΞmΓ) ( CE(ΠmΓ)
ΠmΓ has stronger independence constraints∆ΠG×Sm (Π
mΓ) ( ∆ΠG×Sm (ΞmΓ) (resp. with X in place of Π)
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
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Higher order exchangeable equilibria
ObservationsXEG×Sm (Π
mΓ) and XEG×Sm (ΞmΓ) are incomparable
There is a natural map
NEG(Γ)→ XEG×Sm (ΠmΓ) ∩ XEG×Sm (Ξ
mΓ)
so we still expect this intersection to be nonempty
DefinitionThe order m exchangeable equilibria are
XEmG(Γ) := XEG×Sm (ΠmΓ) ∩ XEG×Sm (Ξ
mΓ)
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
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Higher order exchangeable equilibrium existence
TheoremFor any game with symmetry group G and m ∈ N, XEmG 6= ∅.
Proof.Similar to XE existence proof
TheoremFor any game with symmetry group G and � > 0, �NEG 6= ∅.
Proof.We will do the symmetric bimatrix case (next slide)General case is the same if there is “enough symmetry”Otherwise (e.g. arbitrary bimatrix games): symmetrize
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
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Towards Nash equilibriaΠmΓ ΞmΓ
X 12 X22 · · · X m2
X 11 X21 · · · X m1
X 12 X22 · · · X m2
X 11 X21 · · · X m1
Symmetric bimatrix case (to simplify notation)
(X ji ) ∼ π ∈ XEmZ2 , m large
X 11 is a best reply to P(X12 | X 11 , . . . ,X m1 ), as is X
j1
Random empirical distribution Y := 1m∑m
j=1 δX j1with values
in ∆(C1)Y is a best reply to P(X 12 | X 11 , . . . ,X m1 )Exchangeability of X ji : Y ≈ P(X
12 | X 11 , . . . ,X m1 )
Y is approximately a best reply to Y with high probability(Y ,Y ) ∈ �NEZ2 with high probability, �→ 0 as m→∞
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
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Nash’s Theorem
Nash’s TheoremFor any game Γ and symmetry group G, NEG 6= ∅.
Proof.Sets �NEG are nonempty, compact, Hausdorff, nested
NEG =⋂�>0
�NEG 6= ∅
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem
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Concluding remarks
Symmetry
Theorem still applies for trivial G, so NE 6= ∅ for all gamesNonetheless symmetry is fundamental to the argumentNo obvious direct path to NE 6= ∅ without symmetries
Exchangeable equilibriaNatural mathematical objects interesting in their own rightGame theoretic interpretationsComputable in polynomial timeTo hear more, come to my talk in Brazil!
N. D. Stein, P. A. Parrilo, A. Ozdaglar A Fixed Point Free Proof of Nash’s Theorem