This paper proves that deciding the existence of certain Nash equilibria remains NP-hard even in symmetric, win-lose bimatrix games, extending known complexity results to more restricted game classes.
Contribution
It demonstrates NP-hardness for symmetric win-lose bimatrix games using novel gadgets and symmetrization techniques, showing these restrictions do not simplify the problem.
Findings
01
NP-hardness holds for symmetric win-lose games
02
Developed win-lose gadgets and reduction techniques
03
Derived complexity results for search, counting, and parity problems
Abstract
We revisit the complexity of deciding, given a {\it bimatrix game,} whether it has a {\it Nash equilibrium} with certain natural properties; such decision problems were early known to be NP-hard~\cite{GZ89}. We show that NP-hardness still holds under two significant restrictions in simultaneity: the game is {\it win-lose} (that is, all {\it utilities} are 0 or 1) and {\it symmetric}. To address the former restriction, we design win-lose {\it gadgets} and a win-lose reduction; to accomodate the latter restriction, we employ and analyze the classical {\it GHR-symmetrization}~\cite{GHR63} in the win-lose setting. Thus, {\it symmetric win-lose bimatrix games} are as complex as general bimatrix games with respect to such decision problems. As a byproduct of our techniques, we derive hardness results for search, counting and parity problems about…
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Ui(σ)
Ui(σ)
Ui(σ−i⋄t(s−i))≥
Ui(σ−i⋄t(s−i))≥
s
s
U1(σ−1⋄0)
U1(σ−1⋄0)
U1(σ−1⋄1)
U2(σ−2⋄0)
U2(σ−2⋄1)
U3(σ−3⋄0)
U3(σ−3⋄1)
U3(σ−3⋄2)
Uj(σ−j⋄s)
Uj(σ−j⋄s)
≥
=
>
Ui(σ−i⋄s)
Ui(σ−i⋄s)
≥
=
>
U1(σ−1⋄ℓk)
U1(σ−1⋄ℓk)
U1(σ−1⋄vh,k)
U1(σ−1⋄vh,k)
σ2({ℓk,ℓk+1,ℓk+1})⋅i∈[r]∖[2]∏σi(δ)
σ2({ℓk,ℓk+1,ℓk+1})⋅i∈[r]∖[2]∏σi(δ)
σ2({ℓk,ℓk+1,ℓk+1})
σ2({ℓk,ℓk+1,ℓk+1})
σ2({ℓk+1,ℓk+1})
σ2({ℓk+1,ℓk+1})
U1(σ−1⋄vh,k+1)
U1(σ−1⋄vh,k+1)
σ2({ℓk,ℓk+1,ℓk+1})⋅i∈[r]∖[2]∏σi(δ)
σ2({ℓk,ℓk+1,ℓk+1})⋅i∈[r]∖[2]∏σi(δ)
σ2({ℓk,ℓk+1,ℓk+1})
σ2({ℓk,ℓk+1,ℓk+1})
σ2({ℓk,ℓk})
σ2({ℓk,ℓk})
U2(σ−2⋄ℓk)
U2(σ−2⋄ℓk)
U2(σ−2⋄vh,k−2)
U2(σ−2⋄vh,k−2)
σ1({ℓk−2,ℓk−2,ℓk−3,ℓk−3})⋅i∈[r]∖[2]∏σi(δ)
σ1({ℓk−2,ℓk−2,ℓk−3,ℓk−3})⋅i∈[r]∖[2]∏σi(δ)
σ1({ℓk−2,ℓk−2,ℓk−3,ℓk−3})
σ1({ℓk−2,ℓk−2,ℓk−3,ℓk−3})
σ1({ℓk−3,ℓk−3})
σ1({ℓk−3,ℓk−3})
U2(σ−2⋄vh,k−3)
U2(σ−2⋄vh,k−3)
σ1({ℓk−2,ℓk−2,ℓk−3,ℓk−3})⋅i∈[r]∖[2]∏σi(δ)
σ1({ℓk−2,ℓk−2,ℓk−3,ℓk−3})⋅i∈[r]∖[2]∏σi(δ)
σ1({ℓk−2,ℓk−2,ℓk−3,ℓk−3})
σ1({ℓk−2,ℓk−2,ℓk−3,ℓk−3})
σ1({ℓk−2,ℓk−2})
σ1({ℓk−2,ℓk−2})
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**The Complexity of Computational Problems
about Nash Equilibria
in Symmetric Win-Lose Games††thanks: This work was partially supported by
the Italian Ministry of Education, Universities and Research
(PRIN 2010–2011 research project ARS TechnoMedia:
“Algorithmics for Social Technological Networks”),
and by research funds
at the University of Cyprus.
This work extends and improves results
that appeared in preliminary form
in the authors’ paper
”The Complexity of Decision Problems
about Nash Equilibria
in Win-Lose Games,”
Proceedings of the
5th International Symposium
on Algorithmic Game Theory,
pp. 37–48,
Vol. 7615,
Lecture Notes in Computer Science,
Springer-Verlag,
October 2012.
**
Vittorio Bilò
Department of Mathematics and Physics
”Ennio De Giorgi”,
University of Salento,
73100 Lecce, Italy.
Part of the work of this author
was done while visiting
the Department of Computer Science,
University of Cyprus.
Email [email protected]
Marios Mavronicolas
Department of Computer Science,
University of Cyprus,
Nicosia CY-1678,
Cyprus.
Email
[email protected]
(())
Abstract
We revisit the complexity of deciding,
given a bimatrix game,
whether it has a Nash equilibrium
with certain natural properties;
such decision problems were early known
to be NP-hard [20].
We show that
NP-hardness
still holds under two significant restrictions
in simultaneity:
the game is
win-lose
(that is,
all utilities
are [math] or 1)
and symmetric.
To address the former restriction,
we design
win-lose gadgets
and a win-lose reduction;
to accomodate the latter restriction,
we employ and analyze
the classical GHR-symmetrization [21]
in the win-lose setting.
Thus,
symmetric win-lose bimatrix games
are as complex as general bimatrix games
with respect to such decision problems.
As a byproduct of our techniques,
we derive hardness results
for search, counting and parity
problems
about Nash equilibria
in symmetric win-lose bimatrix games.
1 Introduction
1.1 Framework and Motivation
1.1.1 Nash Equilibria, Win-Lose Bimatrix Games and Symmetric Games
Among the most fundamental computational problems
in Algorithmic Game Theory
are those concerning
the Nash equilibria [29, 30]
of a game,
where no
player could unilaterally deviate
to increase her expected utility.
Such
problems
have been studied extensively [1, 4, 7, 9, 10, 11, 12, 13, 14, 20, 25, 26]
for 2-player games with rational utilities
given by a bimatrix. There are two prominent special cases
of such general
bimatrix games:
win-lose and symmetric.
•
Utilities are taken from {0,1}
in win-lose bimatrix games,
originally put forward
in [12].
•
In a symmetric game [29, 30],
players have identical strategy sets
and the utility of a player
is determined by the multiset of strategies
chosen by her and the other players,
with no discrimination.
By a classical result of Nash,
every symmetric game has a symmetric Nash equilibrium,
where all players are playing
the same mixed strategy [29, 30].
A symmetrization
transforms a given
bimatrix game
into a symmetric one;
the target
is that
a Nash equilibrium
for the original bimatrix game
can be reconstructed efficiently
from a (symmetric) Nash equilibrium
for the symmetric bimatrix game
(cf. [8, 17, 21]).
1.1.2 The Search Problem
The fundamental theorem of Nash [29, 30]
that a Nash equilibrium is guaranteed to exist
for a finite game
makes its search problem total;
hence,
the search problem is not
NP-hard
unless NP=\mboxco−NP [27, Theorem 2.1].
In a series of breakthrough papers
culminating in [9, 14],
it was established that,
even for bimatrix games,
the search problem is complete
for PPAD [31],
a complexity class capturing the computation of discrete fixed points;
under suitable formulations,
the problem is FIXP-complete
for games with more than two players [16, Theorem 18].
Abbott, Kane and Valiant [1]
presented a polynomial time transformation
of a general bimatrix game
into a win-lose bimatrix game,
accompanied with a polynomial time map
returning a Nash equilibrium
for the general game
when given one
for the win-lose game.
So
the search problem
is PPAD-hard
for win-lose bimatrix games,
which suggests that hardness
is not due to the rational utilities.
The search problem for a symmetric Nash equilibrium
in a symmetric bimatrix game
is also PPAD-hard,
thanks to the two symmetrizations from 1950
due to Brown and von Neumann [8]
and due to Gale, Kuhn and Tucker [17],
respectively;
the complexity
of the search problem
for any Nash equilibrium
in a symmetric bimatrix game
has been mentioned as an open problem
by Papadimitriou [32, Section 2.3.1].
1.1.3 Decision, Counting and Parity Problems
Decision problems
arise naturally
by twisting the search problem
in simple ways
that deprive it from its existence guarantee
for a Nash equilibrium.
Here is a non-exhaustive list of
such natural decision problems
(see Section 2.3
for formal statements):
given a game, does it have:
(i)
At least k+1 Nash equilibria for some fixed integer k≥1?
(The special case with k=1 was
introduced in [20];
the cases with k>1
are considered here for the first time.)
(ii)
A Nash equilibrium where each player
has expected utility at least
(resp., at most)
a given number? [20]
(iii)
A Nash equilibrium where
the total expected utility of players
is at least
(resp., at most)
a given number? [13]
(iv)
A Nash equilibrium where the players’ supports
contain
(resp., are contained in)
a given set of strategies? [20]
(v)
A Nash equilibrium where the players’ supports
have sizes greater (resp., smaller)
than a given integer? [20]
(vi)
A Nash equilibrium where
each player
is using uniform probabilities
on her support? [7]
(vii)
A Nash equilibrium where
some player
is using non-uniform probabilities
on her support?
(viii)
A symmetric Nash equilibrium?
(ix)
A non-symmetric Nash equilibrium? (cf. [32, Section 2.3.1])
Some of these
problems
were first shown NP-hard
for symmetric bimatrix games
in the seminal paper
by Gilboa and Zemel [20, Section 1.2].
Later
Conitzer and Sandholm [13, Section 3]
gave a unifying polynomial time reduction
from CNF SAT
to show in one shot
NP-hardness results,
encompassing those from [20],
for symmetric bimatrix games;
their reduction
yields games
with Nash equilibria mirroring
satisfiability parsimoniously. McLennan and Tourky [25, Theorem 1]
refined some of these
NP-hardness results
for imitation bimatrix games,
where the utility of the imitator
is 1
if and only if she chooses
the same strategy
as the mover [26].
The problems (vii)
and (viii)
are considered here
for the first time;
(viii) is trivial for symmetric games.
The present authors
introduced the decision problem
about the equivalence of the sets of Nash equilibria
of two given games,
which they proved co-NP-hard [4, Theorem 1]:
(x)
Do the two given games
have the same sets of Nash equilibria?
An additional decision problem,
which is trivial
for bimatrix games,
becomes NP-hard
already for 3-player games [4, Theorem 2]:
(xi)
A Nash equilibrium where
all probabilities are rational? [4]
It is natural to ask whether
these problems remain NP-hard
when restricted to win-lose games. To the best of our knowledge,
this important question has been addressed
only in [7, 12].
It was shown
in [12, Theorem 1]
that the decision problem (i) with k=1
is NP-hard
for win-lose bimatrix games;
there so is a variant of (ii)
for imitation win-lose bimatrix games.
The decision problem (vi)
was shown NP-hard
for imitation win-lose bimatrix games
in [7, Theorem 1].
The counting problem
and the parity problem
for Nash equilibria
ask for the number
and for the parity of the number of Nash equilibria,
respectively,
for a given game.
To each decision problem
there corresponds
a counting problem
and a parity problem,
asking for the number
and the parity of the number of Nash equilibria
with the corresponding property,
respectively.
By the parsimonious property of the reduction in [13],
these counting (resp., parity) problems
are #P-hard
(resp., ⊕P-hard)
for general bimatrix games;
the #P-hardness
(resp., ⊕P-hardness)
is inherited from the
#P-hardness [35]
(resp.,
⊕P-hardness [33])
of computing the number
(resp., the parity of the number)
of satisfying assignments
for a CNF SAT formula.
1.1.4 State-of-the-Art and Statement of Results
The polynomial time transformation
of a general bimatrix game
into a win-lose bimatrix game from [1]
gave no guarantee
on the preservation of properties
of Nash equilibria;
so,
it had no implication on
the
complexity
of deciding the properties
for win-lose bimatrix games.
Thus, the composition of
a polynomial time reduction
from an NP-hard problem
to a decision problem about Nash equilibria
for general bimatrix games
(cf. [13, 20])
with the polynomial time transformation from [1]
does not yield
a polynomial time reduction
from the NP-hard problem
to the decision problems
for win-lose bimatrix games, and their complexity remained open.
In this work,
we settle the complexity of
the decision problems
about Nash equilibria [4, 7, 12, 13, 20, 25, 26, 28]
for symmetric win-lose bimatrix games.
Our main result is
that these
problems
are NP-hard
for symmetric win-lose bimatrix games
(Theorems 7.1 and 7.7). Further,
deciding the existence
of a symmetric Nash equilibrium
is NP-hard
for win-lose bimatrix games
(Theorem 7.9),
and of a rational Nash equilibrium [4]
is NP-hard
for win-lose 3-player games
(Theorem 7.10).
As a byproduct,
we derive,
for symmetric win-lose bimatrix games,
the PPAD-hardness
of the search problem
(Theorem 6.7),
the #P-hardness
of the counting problem
and
the ⊕P-hardness
of the parity problem
(Theorem 6.8),
and the #P-hardness
and the ⊕P-hardness
of the counting and the parity version,
respectively,
of each decision problem
(Theorem 7.1).
1.2 The Techniques
We combine three powerful techniques:
(1)
Gadget games
(Section 4).
(2)
A win-lose reduction
(Section 5).
(3)
The classical GHR-symmetrization
[21],
with a new analysis tailored to win-lose bimatrix games
(Section 6).
All three techniques involve the
positive utility property:
the property is enjoyed
by the gadget games,
which form
a key component of the
reduction,
and it is required
for the new analysis of the GHR-symmetrization.
The property
requires
that each player may,
in response to the
choices
of the other players,
always choose a strategy
to make her utility strictly positive;
it is strictly weaker than
the strictly positive utilities property,
assumed for the analysis of the GHR-symmetrization
in [22].
We prove that
computing a Nash equilibrium
for a win-lose bimatrix game
with the property
is as hard as computing
a Nash equilibrium
for a win-lose bimatrix game
(Proposition 3.1);
hence,
it is PPAD-hard.
So
assuming the positive utility property
for symmetric win-lose bimatrix games
does not simplify the search problem.
1.2.1 Gadget Games
A gadget game
is a fixed
game with a small number of players,
which is void by design
of the property
associated with some
decision problem
about Nash equilibria
(from
Section 2.3).
We present win-lose gadget games
covering all such properties.
For example,
the win-lose 3-player irrational game
G2
(Section 4.2)
has a single irrational Nash equilibrium,
dismatching the
problem (x);
the win-lose non-uniform game
G3
(Section 4.3)
has no uniform Nash equilibrium,
dismatching the
problem (vi);
the win-lose non-symmetric game
G4
(Section 4.4)
has no symmetric Nash equilibrium,
dismatching the
problem (viii);
for a given integer k≥1,
the win-lose diagonal game
G5[k]
(Section 4.5)
has exactly k Nash equilibria,
dismatching the
problem (i).
1.2.2 The Win-Lose Reduction
The technical backbone of the complexity results
for decision, counting and parity problems
is a win-lose reduction we design,
taking a fixed win-lose gadget game
G
with the positive utility property
as a parameter
(Section 5).
The reduction transforms
a given 3SAT formula ϕ
into a win-lose game
G=G(G,ϕ);
G and G
have the same number of players.
We prove that
each Nash equilibrium for G
is always a Nash equilibrium
for G(G,ϕ)
(Lemma 5.3 (Condition (1))),
while
G(G,ϕ)
has additional Nash equilibria
if and only if
ϕ
is satisfiable;
those
are related parsimoniously
to the satisfying assignments of ϕ.
More important,
each additional
Nash equilibrium
enjoys properties
that do not depend on
G
(Propositions 5.13
and 5.14).
So
a decision problem
associated with some particular property
reduces to deciding the inequivalence
of a win-lose game with a fixed
win-lose gadget game
dismatching the property,
and their equivalence
is co-NP-hard.
1.2.3 The GHR-Symmetrization
To extend hardness results
from win-lose to symmetric win-lose bimatrix games,
we seek
win-lose symmetrizations
transforming a win-lose bimatrix game
into a symmetric one.
The GHR-symmetrization [21]
is the single win-lose symmetrization we know of;
for emphasis,
we shall call it the win-lose GHR-symmetrization.**The symmetrization
due to Brown and von Neumann [8]
involves the sum
of the two matrices,
which may increase
the number of utility values.
The symmetrization due to Gale, Kuhn and Tucker [17]
introduces
utilities −1.
So they both result in
more than two
values for the utilities,
and none of the symmetrizations
is win-lose.
We use tools from [22]
to provide a new analysis
of the GHR-symmetrization,
tailored to win-lose bimatrix games
with the positive utility property
(Section 6),
which yields a tight characterization
of the Nash equilibria
for
the resulting symmetric win-lose bimatrix game
G:
they may only result,
albeit in a non-parsimonious way,
as balanced mixtures [22]
involving Nash equilibria for G
(Theorems 6.5
and 6.6).†††The balanced mixture was introduced
in [22]
for the analysis of the
GHR-symmetrization;
it was later used in [23],
where it was called
the GKT-product,*
for the analysis of the GKT-symmetrization [17].
By Propositions 5.13
and 5.14,
the set of balanced mixtures
is determined by
the satisfiability of ϕ;
hence,
the “cascade” of the win-lose reduction
and the win-lose GHR symmetrization
is a non-parsimonious reduction
from 3SAT
to decision problems
about Nash equilibria in
symmetric win-lose bimatrix games.
1.3 Three-Steps Plan of the NP-Hardness Proof
•
Step 1:
For a property
of Nash equilibria
for symmetric win-lose bimatrix games,
fix a gadget game:
a win-lose bimatrix game
G
whose Nash equilibria
dismatch the property.
•
Step 2:
Apply the win-lose reduction
with parameter G
on the formula ϕ
to get the win-lose bimatrix game
G:=G(G,ϕ).
–
When ϕ
is unsatisfiable,
the Nash equilibria for
G(G,ϕ)
are those for G
(Proposition 5.13);
hence,
they dismatch the property.
–
When ϕ is satisfiable,
there are additional Nash equilbria
for G(G,ϕ),
which satisfy the property
(Proposition 5.14).
(It follows that
the properties of the Nash equilibria
for G
and of the additional ones
for G(G,ϕ)
are “conflicting”.)
⇒
G has a Nash equilibrium
matching the property
if and only if
ϕ
is satisfiable.
⇒
The associated decision problem
is NP-hard
for win-lose bimatrix games.
Note that Step 2
only allows proving
the NP-hardness
of decision problems
associated with properties
matched by the additional Nash equilibria
for the win-lose game
G(G,ϕ).
•
Step 3:
Apply the win-lose GHR-symmetrization on G
to get the symmetric win-lose bimatrix game
G:=GHR(G(G,ϕ)),
whose Nash equilibria
may only result
as balanced mixtures
involving Nash equilibria
for G.
Some balanced mixtures preserve the properties
of the Nash equilibria for G,
while other may dismatch them.
This allows incorporating
properties either matched or dismatched
by the additional Nash equilibria for G.
We show that
the associated decision problem
is NP-hard
for symmetric win-lose bimatrix games
by establishing a suitable equivalence
to the satisfiability of ϕ
as follows:
There are three possible cases
in achieving
the equivalence between
the existence of a Nash equilibrium
matching the property
for G
and the satisfiablity of ϕ:
(1)
The existence
of a Nash equilibrium
matching the property
for the win-lose game G
is equivalent to
the satisfiability of ϕ,
and two extra conditions hold:
When ϕ is unsatisfiable,
every balanced mixture
dismatches the property.
When ϕ is satisfiable,
there is a balanced mixture
matching the property.
In this case,
the equivalence
is preserved by the win-lose GHR-symmetrization.
(2)
There is no Nash equilibrium
for G
matching the property,
no matter whether ϕ
is satisfiable or not,
and two extra conditions hold:
When ϕ is unsatisfiable,
every balanced mixture
dismatches the property.
When ϕ is satisfiable,
there is a balanced mixture
matching the property.
Hence,
the existence of a Nash equilibrium
matching the property
for
G
is equivalent to
the satisfiability of ϕ.
(3)
When ϕ is unsatisfiable,
there is a balanced mixture
matching the property.
When ϕ
is satisfiable,
there is an additional balanced mixture
matching the property.
Hence,
this excludes the equivalence
between
the existence
of a Nash equilibrium
matching the property
for G
and the satisfiability of ϕ.
We extend G to
G∥G5[k]
by “embedding” the symmetric win-lose gadget
G5[k]
as a subgame
so that the balanced mixtures
arising when ϕ is unsatisfiable
are “destroyed’,
while the balanced mixtures
arising when ϕ
is satisfiable
are not “destroyed”.
This induces the equivalence of
the existence
of a Nash equilibrium
matching the property for
G∥G5[k]
and the satisfiability of ϕ.
⇒
Since equivalence
to the satisfiability of ϕ
holds in all cases,
the NP-hardness
of the associated decision problem
for symmetric win-lose games
follows.
1.4 The Complexity Results and Significance
1.4.1 Decision Problems
The three-steps proof plan
from Section 1.3
is used to yield,
as our main result,
the NP-hardness
of deciding a handful of properties
for symmetric win-lose bimatrix games
(Theorems 7.1 and 7.7).
These complexity results imply that
symmetric win-lose bimatrix games
are as complex
as general bimatrix games
with respect to the handful of decision problems
about Nash equilibria
considered before in [4, 7, 12, 13, 20, 25, 26, 28].
While the win-lose reduction applies
to games with any number r≥2
of players,
the GHR-symmetrization
is specific to bimatrix games.
Hence,
Step 1 and Step 2
suffice on their own
for proving
the NP-hardness of decision problems
about Nash equilibria
which either remain trivial for symmetric games
(such as deciding the existence
of a symmetric Nash equilibrium)
or become non-trivial for win-lose games
with more than two players
(such as deciding the existence
of a rational Nash equilibrium):
•
Choosing G
as the win-lose bimatrix game G5
with no symmetric Nash equilibrium
yields the NP-hardness
of deciding the existence
of a symmetric Nash equilibrium
for win-lose bimatrix games
(Theorem 7.9).
So
win-lose bimatrix games
are as complex as general bimatrix games
with respect to deciding the existence
of a symmetric Nash equilibrium.
•
Choosing G
as the win-lose 3-player game G2
with a single irrational Nash equilibrium
yields the NP-hardness
of deciding the existence
of a rational Nash equilibrium
for win-lose 3-player games
(Theorem 7.10).
So
win-lose 3-player games
are as complex as general 3-player games
with respect to deciding the
existence of a rational Nash equilibrium.
These results
represent an analog
of the earlier result
that win-lose bimatrix games
are as complex as general bimatrix games
with respect to the search problem
for a Nash equilibrium [1].
1.4.2 Search, Counting and Parity Problems
We show that computing a Nash equilibrium
for a symmetric win-lose bimatrix game
is PPAD-hard
(Theorem 6.7);
the proof appeals to the characterization
of the Nash equilibria for the win-lose
GHR-symmetrization
of a win-lose bimatrix game
(Theorem 6.6).
Recall that
the reduction used
for the NP-hardness proof
is non-parsimonious.
Hence,
the counting and parity problems
about the number and the parity of the number
of Nash equilibria
for a symmetric win-lose bimatrix game,
as well as the counting and parity versions
of decision problems
about Nash equilibria,
are not immediately #P-hard
and ⊕P-hard,
respectively.
Nevertheless,
the NP-hardness proof
yields #P-hardness
and ⊕P-hardness
results as well:
•
We show that computing
the number
(resp., the parity of the number)
of Nash equilibria
for a symmetric win-lose bimatrix game
is #P-hard
(resp., ⊕P-hard)
(Theorem 6.8).
The proof
draws from simple formulas
for the numbers of Nash equilibria
for G
and G
in terms of the numbers of Nash equilibria for
G
and
of satisfying assignments for ϕ,
denoted as #ϕ;
the formulas follow from properties
of the gadget games,
the win-lose reduction
and the win-lose
GHR-symmetrization.
Solving the formula for #ϕ
yields the #P-hardness;
computing the parity of #ϕ,
denoted as ⊕ϕ,
from the formula
yields the ⊕P-hardness.
•
We examine the balanced mixtures
of Nash equilibria for G
matching each property
to derive simple formulas
for the numbers of Nash equilibria
for G
matching the property.
Hence, the counting versions of these decision problems
are #P-hard
(Theorem 7.1).
Furthermore,
all but two
of the formulas
are parity-preserving:
the parity of the number of Nash equilibria
for G
matching the property
yields ⊕ϕ;
this implies the ⊕P-hardness
of all but one of the parity versions
(Theorem 7.1),
the exception made by a trivial parity problem.
In this sense,
the “cascade” of the win-lose reduction
and the win-lose GHR-symmetrization
is parity-preserving:
it yields the parity
of the number of satisfying assignments.
As far as we know,
this is the first non-parsimonious,
yet parity-preserving,
reduction to decision problems about Nash equilibria.
1.5 Evaluation and Comparison to Related Work
None of the works [4, 7, 12, 13, 20, 25, 26, 28]
on the complexity of decision and counting problems
about Nash equilibria
in bimatrix games
considered the two restrictions
to win-lose bimatrix and symmetric bimatrix games
in simultaneity;
neither did the works [1, 9, 10, 14]
on the complexity of the search problem.
This work encompasses all of the decision problems,
together with their counting and parity versions,
in the common framework composed
of the gadget games,
the win-lose reduction
and the win-lose GHR-symmetrization.
So,
problem-specific reductions and techniques,
such as the regular subgraphs technique from [7]
or the good assignments technique from [12],
are not necessary.
1.5.1 Complexity Results
Theorems 7.1,
7.7
and 7.10
improve and extend previous NP-hardness
and \mboxco−NP-hardness results
for the decision problems
from [4, 7, 12, 13, 20, 25, 26, 28]
as follows:
•
The NP-hardness
of the handful of decision problems
improves the results in [13, 20],
which applied to general symmetric bimatrix games,
and extends their refinements
in [25, 26],
which applied to imitation bimatrix games.
•
The NP-hardness
of deciding the existence
of a uniform Nash equilibrium
for a symmetric win-lose bimatrix game
extends [7, Theorem 1],
which applied to imitation win-lose bimatrix games.
•
The NP-hardness
of deciding the existence of k+1 Nash equilibria,
with k≥1,
for a symmetric win-lose bimatrix game
improves [12, Theorem 1],
which addressed the special case k=1
and applied to win-lose bimatrix games.
•
The NP-hardness
of deciding the existence
of a non-symmetric Nash equilibrium
for a symmetric win-lose bimatrix game
improves [28, Theorem 3],
which applied to general symmetric bimatrix games.
•
The \mboxco−NP-hardness of deciding
the Nash-equivalence
of a given symmetric win-lose lose bimatrix game
with the GHR-symmetrization
of a fixed win-lose gadget game
improves [4, Theorem 1],
which established the Nash-equivalence
of a given general bimatrix game
with a fixed general gadget game.
•
The NP-hardness
of deciding the existence
of a rational Nash equilibrium
for a win-lose 3-player game
improves [4, Theorem 2],
which applied to general 3-player games.
Corresponding extensions and improvements follow
for the #P-hardness
of the counting versions of these decision problems.
In particular:
•
The #P-hardness
of counting the number of non-symmetric Nash equilibria
for a symmetric win-lose bimatrix game
improves [28, Theorem 5],
which applied to general symmetric bimatrix games.
Of particular interest is the
#P-hardness
(resp., ⊕P-hardness)
of computing,
for a given symmetric win-lose bimatrix game,
the number
(resp., the parity of the number)
of symmetric Nash equilibria;
recall that the corresponding decision problem,
asking for the existence of a symmetric Nash equilibrium
for a given symmetric game,
is trivial by the early result of Nash [29, 30].
To the best of our knowledge,
the proof in [36]
that computing the parity of
the number of satisfying assignments
for a read-twice formula,
where each variable occurs at most twice,
is ⊕P-hard
is the only proof of ⊕P-hardness
employing a reduction
from a corresponding NP-completeness proof
which, although non-parsimonious,
is parity-preserving.
Figure 4 tabulates
the presented complexity results
for decision problems
in comparison to those in [4, 7, 12, 13, 20, 28].
Theorem 6.7
improves the PPAD-hardness
of the search problem for win-lose bimatrix games
from [1]
to symmetric win-lose bimatrix games.
The #P-hardness
of computing the number of Nash equilibria
for a symmetric win-lose bimatrix game
in Theorem 6.8
improves [13, Corollary 12],
which applied to general symmetric bimatrix games.
1.5.2 The Win-Lose Reduction
The unifying reduction from CNF SAT,
introduced in [13] and further developed in [4, 24],
is inadequate to cover win-lose games.
(See Section 5.1.1 for a technical discussion.)
New ideas and technical constructs,
such as pair variables,
were needed for the win-lose reduction,
which thus improves vastly
in yielding a win-lose game
while still preserving the equivalence
between
the existence
of additional Nash equilibria
for the game
G(G,ϕ)
and the satisfiability of ϕ.
We needed the finer structure
of a 3SAT formula
in order to guarantee
that certain deviations
in the game constructed
by the win-lose reduction
are non-profitable.
Specifically,
the proofs
for Propositions 5.13
and 5.14
rely on choosing ϕ as
a 3SAT formula
in an essential way.
The win-lose reduction
generalizes the reduction from [13],
which yielded a bimatrix game,
to yield an r-player game,
with r≥2;
it is this generalization that has enabled
showing complexity results about decision problems,
such as deciding the existence of a rational Nash equilibrium
(Theorem 7.10),
which are trivial for bimatrix games
but become NP-hard for 3-player games.
We note that the reduction in [13]
yielded the
NP-hardness
of approximate versions
of some of the decision problems
over general bimatrix games.
We anticipate that the presented composition of the win-lose reduction
and the win-lose GHR-symmetrization
yields corresponding NP-hardness results
over symmetric win-lose bimatrix games.
1.5.3 The GHR-Symmetrization
Our analysis of the
GHR-symmetrization [21]
yields the first complete characterization
of the Nash equilibria
for the symmetric game
resulting from a win-lose symmetrization.
For its previous analysis in [22],
it was assumed that all utilities
in the original bimatrix game
were strictly positive
in order to guarantee
that the [math] utilities
added for the GHR-symmetrization
are strictly less than any utility;
thus,
the original bimatrix game
were not a win-lose game.
Recall that shifting and scaling the utilities
does not alter the set of Nash equilibria for a game.
Thus,
a bimatrix game with at most two values
for the (strictly positive) utilities
could be transformed into an equivalent win-lose game
by shifting and scaling the utilities.
(Note that the case where
all utilities in the original bimatrix games are equal
is degenerate.)
But then
it is no more the case that
the [math] utilities
added for the GHR-symmetrization
are strictly less
than both [math] and 1,
and the analysis of the GHR-symmetrization from [22]
is no more applicable.
To circumvent this difficulty,
we need a different assumption
on the utilities
in the original bimatrix game
which
is not too restrictive to make
the algorithmic problems easier,
while it is strong enough
to yield a tight characterization
of the Nash equilibria
for the GHR-symmetrization;
this is the positive utility property.
We analyze the GHR-symmetrization
for win-lose bimatrix games
(Section 6),
replacing
the assumption of strictly positive utilities from [22]
with the positive utility property.
The resulting characterization of Nash equilibria
for the GHR-symmetrization
of a win-lose bimatrix game
with the positive utility property
is similar to the characterization
of Nash equilibria
for the GHR-symmetrization
of a bimatrix game
with strictly positive utilities
in [22]:
Cases (C’.2)
and (C’.3)
from Theorem 6.6
correspond to the cases addressed
in [22, Theorem 4.1];
[22, Theorem 4.2]
and [22, Theorem 4.3]
correspond to
Theorems 6.5
and 6.6,
respectively.
1.5.4 Tractable Cases
Bilò and Fanelli [3, Section 4]
consider a Linear Programming formulation,
denoted as LR,
of Nash equilibria in bimatrix games,
which is a relaxation of a corresponding
Quadratic Programming formulation
they propose.
They show [3, Theorem 1]
that any feasible solution to LR
is a Nash equilibrium when
the bimatrix game is regular [3, Definition 4]:
the sum of corresponding entries
in the two matrices
remains constant either accross rows
or across columns;
so,
regular bimatrix games
are the rank-1 bimatrix games,
encompassing zero-sum bimatrix games.
As a consequence of [3, Theorem 1],
a Nash equilibrium optimizing any objective function
involving the players’ utilities
and meeting any set of constraints
expressible through Linear Programming
can be computed in polynomial time
(through solving LR).
Since nearly all decision problems
about Nash equilibria
studied in this work are so expressible,
it follows that they are polynomial time solvable
when restricted to regular bimatrix games.
(A notable exception is problem (v)
from Section 1.1.3,
which remains NP-hard
even when restricted to zero-sum games [20].)
This positive result
stands in contrast
to the established NP-hardness
for symmetric win-lose bimatrix games.
Other positive results on the search problem
for a Nash equilibrium
in planar,sparse
and K3,3
and
K5*
minor-free*
and
minor-closed
win-lose bimatrix games
appear in [2], [11] and [15],
respectively.
1.6 Paper Organization
Section 2
introduces the game-theoretic framework.
Section 3
considers the positive utility property
for win-lose bimatrix games.
The win-lose gadget games
are presented
in Section 4.
Section 5
treats the win-lose reduction
and its properties.
The win-lose GHR-symmetrization
and its properties are
analyzed in Section 6.
Section 7
presents the complexity results.
We conclude,
in Section 8,
with a discussion of the results
and some open problems.
2 Framework and Preliminaries
Games,
Nash equilibria
and their decision problems
are treated in
Sections 2.1, 2.2
and 2.3,
respectively.
2.1 Games
A game
is a triple
G=⟨[r],{Σi}i∈[r],{Ui}i∈[r]⟩,
where:
(i)[r]={1,…,r}
is a finite set
of players
with r≥2,
and
(ii)
for each player i∈[r],
Σi is the set of strategies
for player i,
and
the utility functionUi
is a function
Ui:×k∈[r]Σk→R
for player i.
The game G
is
win-lose
(resp., general)
if for each player i∈[r],
the utility function
is a function
Ui:×k∈[r]Σk→{0,1}
(resp.,
Ui:×k∈[r]Σk→Q).
For each player i∈[r], denote
Σ−i=×k∈[r]∖{i}Σk;
denote
Σ=×k∈[r]Σk.
For an integer r≥2,
r-G
is the set of
r-player games;
so,
G=⋃r≥2r\mbox−G
is the set of all games.
A profile
is a tuple
s∈Σ
of r strategies,
one for each player.
For a profile s,
the vector
U(s)=⟨U1(s),…,Ur(s)⟩
is called the utility vector.
For a profile s
and a strategy t∈Σi
of player i,
denote as s−i⋄t
the profile obtained
by substituting t
for si in s.
A partial profiles−i∈Σ−i
is a tuple of r−1 strategies,
one for each player other than i.
We define:
Definition 2.1
The game G
has the positive utility property
if for each player i∈[r]
and each partial profile
s−i∈Σ−i,
there is a strategy t=t(s−i)∈Σi
such that
Ui(s−i⋄t)>0.
For win-lose bimatrix games,
the positive utility property
means that
the utility matrix
of the row (resp., column) player
has no all-zeros column (resp., row).
A bimatrix game
is a 2-player game with
player 1,
or row player,
and
player 2,
or column player,
with Σ1=Σ2=[n],‡‡‡The assumption that the two players
have equal numbers of strategies
is without loss of generality
since equality can be achieved,
without altering the positive utility property,
by adding ”dummy” strategies,
which are never played
by a utility-maximizing player.
which is represented
as the pair of matrices
⟨R,C⟩,
where for each profile
⟨s1,s2⟩∈Σ,
U1(⟨s1,s2⟩)=R[s1,s2]
and
U2(⟨s1,s2⟩)=C[s1,s2].
The game
G=⟨R,C⟩
is symmetric
if
U1(⟨s1,s2⟩)=U2(⟨s2,s1⟩):
exchanging players and strategies
preserves utilities;
so,
R=C\mboxT.
For a constant c,
the game G
is c-sum
if for each profile
⟨s1,s2⟩,
U1(⟨s1,s2⟩)+U2(⟨s1,s2⟩)=c;
so,
R[s1,s2]+C[s1,s2]=c.
For a player i∈[2]
in the game G,
we shall denote as
i
the player other than i;
so
i∈[2]∖{i}.
A mixed strategy
for player i∈[r]
is a probability distribution
σi
on her strategy set Σi:
a function
σi:Σi→[0,1]
such that
∑s∈Σiσi(s)=1.
Denote as Supp(σi)
the set of strategies
s∈Σi
such that
σi(s)>0.
The mixed strategy
σi:Σi→[0,1]
is pure,
and player i is pure,
if Supp(σi)={s}
for some strategy
s∈Σi;
player i is mixed
if she is not pure.
The mixed strategy
σi:Σi→[0,1]
is fully mixed,
and player i is
fully mixed,
if Supp(σi)=Σi;
so,
player i puts non-zero probability
on all strategies
in her set of strategies
Σi.
The mixed strategy
σi:Σi→[0,1]
is uniform
if for each pair of strategies
s,t∈Supp(σi),
σi(s)=σi(t).
The mixed strategy
σi
is rational
if all values of σi
are rational numbers.
A mixed profileσ=(σi)i∈[r]
is a tuple of mixed strategies,
one for each player.
So, a profile is
the degenerate case of a mixed profile
where all probabilities are either [math] or 1.
A partial mixed profileσ−i
is a tuple of r−1 mixed strategies,
one for each player
other than i.
For a mixed profile σ
and a mixed strategy τi
of player i∈[r],
denote as
σ−i⋄τi
the mixed profile obtained
by substituting τi
for σi
in σ.
A mixed profile
is uniform
(resp., fully mixed)
if all of its mixed strategies
are uniform
(resp., fully mixed);
else it is non-uniform
(resp.,
non-fully mixed).
A mixed profile
is symmetric
if all mixed strategies are identical;
else it is non-symmetric.
A mixed profile
is rational
if all of its mixed strategies
are rational;
else it is irrational.
The mixed profile σ
induces a probability measure
Pσ
on the set of profiles
in the natural way;
so,
for a profile s,
Pσ(s)=∏k∈[r]σk(sk).
Say that
the profile s
is supported
in the mixed profile σ,
and write s∼σ,
if Pσ(s)>0.
Under the mixed profile
σ,
the utility
of each player becomes a random variable.
So,
associated with the mixed profile
σ
is the
expected utilityUi(σ)=Es∼σ(Ui(s))
for each player i∈[r]:
the expectation
according to Pσ
of her utility;
so,
[TABLE]
Recall that
in a c-sum bimatrix game G,
for each mixed profile σ,
U1(σ)+U2(σ)=c.
Also,
in a symmetric bimatrix game,
the mixed exchangeability property holds:
exchanging players and mixed strategies preserves expected utilities
in the sense that
for any mixed profile
⟨σ1,σ2⟩,
U1(⟨s1,s2⟩)=U2(⟨s2,s1⟩).§§§Indeed,
U1(⟨σ1,σ2⟩)=∑s1,s2∈[n]σ1(s1)σ2(s2)⋅R[s1,s2]=∑s1,s2∈[n]σ1(s1)σ2(s2)⋅CT[s1,s2]=∑s1,s2∈[n]σ1(s1)σ2(s2)⋅C[s2,s1]=U2(⟨σ2,σ1⟩).
2.2 Nash Equilibria
A pure Nash equilibrium
is a profile
s∈Σ
such that
for each player
i∈[r] and
for each strategy
t∈Σi,
Ui(s)≥Ui(s−i⋄t).
A mixed Nash equilibrium,
or Nash equilibrium for short,
is a mixed profile
σ
such that
for each player i∈[r] and
for each mixed strategy
τi,
Ui(σ)≥Ui(σ−i⋄τi).
Note that
the mixed exchangeability property
of symmetric bimatrix games
implies that
(mixed) Nash equilibria are preseved in a symmetric bimatrix game:
⟨σ1,σ2⟩
is a Nash equilibrium
if and only if
⟨σ2,σ1⟩ is.
Denote as
NE(G)
(resp., SNE(G))
the set of Nash equilibria
(resp., symmetric Nash equilibria)
for the game G.
For each game G,
NE(G)=∅ [29, 30];
for each symmetric game G,
SNE(G)=∅ [29, 30].
Two r-player games G and G
are Nash-equivalent [4]
if NE(G)=NE(G);
that is,
they have the same set of Nash equilibria.
We shall make extensive use
of the following
basic property
of Nash equilibria.
Lemma 2.1
A mixed profile
σ
is a Nash equilibrium
if and only if
for each player i∈[r],
(1)
for each strategy
t∈Supp(σi),
Ui(σ)=Ui(σ−i⋄t),
and
(2)
for each strategy
t∈Supp(σi),
Ui(σ)≥Ui(σ−i⋄t).
Given a partial mixed profile
σ−i
for some player i∈[r],
a best-response
for player i
to σ−i
is a pure strategy
s∈Σi
such that
Ui(σ−i⋄s)=maxt∈ΣiUi(σ−i⋄t).
Lemma 2.1
(Condition (2))
immediately implies that
in a Nash equilibrium σ,
for each player i∈[r]
and strategy
s∈Σi,
s∈Supp(σi)
only if
s is a best-response
for player i
to σ−i.
Lemma 2.1
and the positive utility property
immediately imply:
Lemma 2.2
Fix a win-lose game G
with the positive utility property.
Then,
in a Nash equilibrium σ,
for each player i∈[r],
Ui(σ)>0.
**Proof: **
Assume,
by way of contradiction,
that Ui(σ)=0.
Choose a partial profile
s−i
supported in σ−i;
so,
Pσ−i(s−i)>0.
By the positive utility property,
there is a strategy
t(s−i)∈Σi
with
Ui(s−i⋄t(s−i))>0.
Since G is win-lose,
We conclude with a simple property
of Nash equilibria
for win-lose games.
Lemma 2.3
Fix a win-lose bimatrix game
⟨R,C⟩
with a Nash equilibrium
σ∈NE(⟨R,C⟩)
such that
Ui(σ)=0
for some player i∈[2].
Then,
⟨R,C⟩
has a pure Nash equilibrium.
**Proof: **
For simpler notation,
assume,
without loss of generality,
that i=1.
Denote
[TABLE]
so,
s
is the strategy in Supp(σ2)
that incurs the maximum possible utility to player 2
over all strategies s1 from Supp(σ1)
chosen by player 1.
Choose an arbitrary strategy
s∗∈Supp(σ1).
We shall prove that
the profile ⟨s∗,s⟩
is a pure Nash equilibrium for
⟨R,C⟩.
Since
σ
is a Nash equilibrium
for
⟨R,C⟩,
Lemma 2.1 (Condition (2))
implies that
for each strategy
s∈Σ1,
U1(σ−1⋄s)≤U1(σ)=0.
Since
⟨R,C⟩ is win-lose,
it follows that
U1(σ−1⋄s)=0,
which implies that
for each strategy
s∈Σ1,
U1(⟨s,s2⟩)=0
for all strategies
s2∈Supp(σ2).
Since
s∈Supp(σ2),
it follows that
for each strategy
s∈Σ1,
U1(⟨s,s⟩)=0.
In particular,
U1(⟨s∗,s⟩)=0,
so that player 1 cannot improve
by deviating from s∗.
By the definition of s,
player 2 cannot improve either
by deviating from s.
Hence,
⟨s∗,s⟩
is a pure Nash equilibrium
for ⟨R,C⟩.
2.3 Decision Problems about Nash Equilibria
We shall assume
some basic familiarity
of the reader
with the basic notions
of NP-completeness,
as outlined, for example,
in [18].
All decision problems
will be stated
in the style of [18],
where I. and Q.
stand for Instance and Question,
respectively.
They are categorized
in six groups.
Group I —
Question
about cardinality:
∃k+1 NASH (with k≥1)
[TABLE]
Group II —
Questions about the expected utilities:
∃ NASH WITH LARGE UTILITIES
[TABLE]
∃ NASH WITH SMALL UTILITIES
[TABLE]
∃ NASH WITH LARGE TOTAL UTILITY
[TABLE]
∃ NASH WITH SMALL TOTAL UTILITY
[TABLE]
Group III —
Questions about the supports:
∃ NASH WITH LARGE SUPPORTS
[TABLE]
∃ NASH WITH SMALL SUPPORTS
[TABLE]
∃ NASH WITH RESTRICTING SUPPORTS
[TABLE]
∃ NASH WITH RESTRICTED SUPPORTS
[TABLE]
Group IV —
Questions about refinements of Nash equilibrium:
A Nash equilibrium σ is
Pareto-Optimal
if for each mixed profile
σ
where there is a player i∈[r]
with
Ui(σ)>Ui(σ),
there is a player j∈[r]
such that
Uj(σ)<Uj(σ);
so,
loosely speaking,
there is no other mixed profile
where
at least one player
is strictly better off
and every player
is at least as well off.
Denote as
Diff(σ,σ):={i∈[r]:σi=σi}
the set of players
with different mixed strategies
in the mixed profiles σ and σ.
A Nash equilibrium σ is
Strongly Pareto-Optimal
if for each mixed profile σ
with a player i∈[r]
such that
Ui(σ)>Ui(σ),
there is a player
j∈Diff(σ,σ)
such that
Uj(σ)≤Uj(σ);
so,
loosely speaking,
there is no other mixed profile
where
at least one player
is strictly better off
and every player
with a different mixed strategy
is strictly better off.
∃ PARETO-OPTIMAL NASH
[TABLE]
∃¬ PARETO-OPTIMAL NASH
[TABLE]
∃ STRONGLY PARETO-OPTIMAL NASH
[TABLE]
∃¬ STRONGLY PARETO-OPTIMAL NASH
[TABLE]
Group V —
Questions about the probabilities:
∃ NASH WITH SMALL PROBABILITIES
[TABLE]
∃ UNIFORM NASH
[TABLE]
∃¬ UNIFORM NASH
[TABLE]
∃ SYMMETRIC NASH
[TABLE]
∃¬ SYMMETRIC NASH
[TABLE]
∃ RATIONAL NASH
[TABLE]
Restricted to general bimatrix games,
all previous decision problems
belong to NP:
given the polynomial-length supports
for a mixed profile,
it is polynomial time verifiable
that it is a Nash equilibrium
satisfying the property
associated with the decision problem.
∃ RATIONAL NASH
is trivial
for general bimatrix games,
and
∃ SYMMETRIC NASH
is trivial for symmetric games.
Note that
∃ UNIFORM NASH
and
∃ RATIONAL NASH
belong to NP
for any number of players.
Each of the previous decision problems
has a corresponding cardinality or counting version:
the problem
of computing the number of Nash equilibria
witnessing the validity of Question.¶¶¶∃k+1 NASH
has no counting version
as it is already defined with a
cardinality question.
Note that for general bimatrix games,
the counting versions of
all previous decision problems
belong to #P
(thanks again to the efficient verifiability property
of Nash equilibria).
Furthermore,
each of the decision problems
has a parity version:
the problem of computing the parity
of the number of Nash equilibria
witnessing the validity of Question.
The parity versions of all previous decision problems
belong to ⊕P.∥∥∥⊕P,
read as Parity ⊕P,
is the complexity class formalizing the question of the parity
of the number of solutions
to a combinatorial problem.
Formally,
⊕P
is the class of sets S such that
there is a nondeterministic Turing machine
which, on input x,
has an odd number of accepting computations
if and only if x∈S.
We shall adopt a definition
of ⊕P-completeness
using polynomial-time many-to-one reductions.
The development of the theory
of ⊕P-complete parity problems
is rather limited — see the discussion in [36].
We shall use # (resp., ⊕)
in the place of ∃
to denote the counting (resp., parity) versions;
for example,
# RATIONAL NASH
(resp.,
⊕ RATIONAL NASH)
denotes the counting (resp., parity)
version of
∃ RATIONAL NASH.
Clearly,
by the mixed exchangeability property of symmetric bimatrix games,
the number of non-symmetric Nash equilibria
in a symmetric bimatrix game
is even;
this is because
⟨σ1,σ2⟩
is a non-symmetric Nash equilibrium
if and only if
⟨σ2,σ1⟩ is.
Hence,
⊕¬ SYMMETRIC NASH
for symmetric bimatrix games
is in P.
Group VI —
Equivalence property:
NASH-EQUIVALENCE
[TABLE]
For a fixed game G,
called the gadget game,
a parameterized restriction of NASH-EQUIVALENCE
with a single input (the game G) results.
NASH-EQUIVALENCE(G)
[TABLE]
Restricted to general bimatrix games,
NASH-EQUIVALENCE
and
NASH-EQUIVALENCE(G)
belong to co-NP:
given the polynomial-length supports
for a mixed profile,
it is polynomial time verifiable that
it is a Nash equilibrium
for exactly one of the two games.
Matching NP-
and co-NP-hardness results
for the decision problems above
are later summarized in
Figure 4.
3 Win-Lose Bimatrix Games with the Positive Utility Property
We now prove that
assuming the positive utility property
does not simplify
the search problem
for a win-lose bimatrix game.
Fix a win-lose bimatrix game
⟨R,C⟩.
We start with a preliminary definition.
For a player i∈[2],
a strategy
s∈Σi
is an all-zeros counter-strategy
against player i
if for every profile
⟨s1,s2⟩∈Σ
with
si=s,
Ui(⟨s1,s2⟩)=0;
that is,
an all-zeros counter-strategy against the row (resp., column) player
is a column (resp., row)
of R
(resp., C)
made up only of zero entries.
Clearly,
the positive utility property
excludes all-zeros counter-strategies.
We prove:
Proposition 3.1
Fix a win-lose bimatrix game
⟨R,C⟩.
Then,
one of two conditions holds:
(C.1)
⟨R,C⟩*
has a pure Nash equilibrium.*
2. (C.2)
There is a polynomial time constructible
win-lose bimatrix game
⟨Rˉ,Cˉ⟩
with the positive utility property
such that
NE(⟨Rˉ,Cˉ⟩)=NE(⟨R,C⟩).
**Proof: **
If Condition (C.1) holds,
then we are done.
So assume that
Condition (C.1)
does not hold.
Note that if at least one
of R and C
is the null matrix,
then
⟨R,C⟩
has a pure Nash equilibrium
and Condition (C.1) holds.
It follows that none of
R and C
is the null matrix.
Denote as c≥0 and r≥0
the number of all-zeros counter-strategies
against the row and the column player, respectively,
in the game
⟨R,C⟩.
Note that
⟨R,C⟩
has the positive utility property
if and only if
r=c=0.
Renumber now the players’ strategies
so that the first r strategies for player 1
are the all-zeros counter-strategies against the column player,
and the first c strategies for player 2
are the all-zeros counter-strategies
against the row player.
Construct from
⟨R,C⟩
a win-lose bimatrix game
⟨Rˉ,Cˉ⟩
as follows:
(0)
If r=c=0,
then
⟨Rˉ,Cˉ⟩:=⟨R,C⟩.
(1)
Otherwise,
add a new strategy n+1
to the strategy set of each player
and set:
{\color[rgb]{0,0,0}{\bar{{\mathsf{U}}}}}(\langle n+1,s_{2}\rangle)=\langle 1,0\rangle
for s2≤c,
or
⟨0,1⟩
for
c+1≤s2≤n.
(1.2)
{\color[rgb]{0,0,0}{\bar{{\mathsf{U}}}}}(\langle s_{1},n+1\rangle)=\langle 0,1\rangle
for s1≤r,
or
⟨1,0⟩
for r+1≤s1≤n.
Clearly,
this is a polynomial time construction.
We prove:
Lemma 3.2
The game
⟨Rˉ,Cˉ⟩
has the positive utility property.
**Proof: **
Note that
in Case (0),
the game
⟨Rˉ,Cˉ⟩
has the positive utility property
by definition.
So assume we are in Case (1).
Consider the row matrix
Rˉ;
we need to prove that
it does not contain
an all-zeros column.
By Step (1.2)
in the construction,
the column n+1 of
Rˉ
has an entry equal to 1
if and only if
r+1≤n;
the latter holds since
R is not the null matrix.
So it remains to consider
the columns of
Rˉ
that are inherited from
R.
By the definition of c,
every column j of R
with
c+1≤j≤n
is not all-zeros;
for a column j∈[c]
of R,
Uˉ1(n+1,j)=1
by Step (1.1)
in the construction,
and we are done.
We use corresponding arguments
to prove that
the column matrix
Cˉ
does not contain
an all-zeros row.
Furthermore,
Condition (C.2)
holds vacuously in Case (0).
Note also that
in Case (1),
⟨Rˉ,Cˉ⟩
has no pure Nash equilibrium
in which some player chooses strategy n+1.
We proceed by case analysis.
Assume first
that there is
a Nash equilibrium
σˉ for
⟨Rˉ,Cˉ⟩
such that
at least one player
i∈[2] plays
with positive probability
an all-zeros counter-strategy s
against player i.
By Lemma 2.1,
choosing the strategy s
with probability 1
is a best-response of player i
to σˉ−i;
so,
player i
cannot improve her utility
when choosing the strategy s with probability 1.
Now,
by the definition of an all-zeros counter-strategy,
player i gets utility [math]
in the mixed profile
σˉ−i⋄s,
which she could not improve by switching to another
mixed strategy.
Hence,
σˉ−i⋄s
is a Nash equilibrium with
Uˉi(σˉ−i⋄s)=0.
By Lemma 2.3,
it follows that
⟨Rˉ,Cˉ⟩
has a pure Nash equilibrium s.
Since
⟨Rˉ,Cˉ⟩
has no pure Nash equilibrium
in which some player plays strategy n+1,
s is also a pure Nash equilibrium for
⟨R,C⟩.
A contradiction.
Assume now that
in each Nash equilibrium
σˉ for
⟨Rˉ,Cˉ⟩,
no player i
plays an all-zeros counter-strategy against player i;
that is,
Supp(σˉ1)⊆{r+1,…,n+1}
and
Supp(σˉ2)⊆{c+1,…,n+1}.
We first prove that
no Nash equilibrium for
⟨R,C⟩
is “destroyed”
due to adding
strategy n+1.
Lemma 3.3
It holds that
NE(⟨R,C⟩)⊆NE(⟨Rˉ,Cˉ⟩).
**Proof: **
Assume,
by way of contradiction,
that there is a Nash equilibrium
σ∈NE(⟨R,C⟩)
such that
σ∈/NE(⟨Rˉ,Cˉ⟩.
By the construction of the game
⟨Rˉ,Cˉ⟩,
this implies that
there is player i∈[2]
with
Uˉi(σ−i⋄(n+1))>Ui(σ).
Since the game
⟨Rˉ,Cˉ⟩
is win-lose,
this implies that
Uˉi(σ−i⋄(n+1))>0.
Since
Supp(σ1)⊆{r+1,…,n}
and
Supp(σ2)⊆{c+1,…,n},
it follows that
any profile supported in
σ−i⋄(n+1)
falls into either Case (1.1) with i=1
and c+1≤s2≤n
or into Case (1.2) with i=2
and r+1≤s1≤n.
By construction,
this implies that
Uˉi(σ−i⋄(n+1))=0
for each player i∈[2].
A contradiction.
We now prove that
no new Nash equilibrium for
⟨Rˉ,Cˉ⟩
is “created”
due to adding strategy n+1.
Lemma 3.4
It holds that
NE(⟨Rˉ,Cˉ⟩)∖NE(⟨R,C⟩)=∅.
**Proof: **
Assume,
by way of contradiction,
that there is a Nash equilibrium
σˉ∈NE(⟨Rˉ,Cˉ⟩)∖NE(⟨R,C⟩).
Since
σˉ∈NE(⟨R,C⟩),
it must be that
σˉ1(n+1)+σˉ2(n+1)>0.
Assume
that
σˉ1(n+1)>0
and consider player 1 switching to strategy n+1.
Since Supp(σˉ2)⊆{c+1,…,n+1},
it follows that
only profiles
falling into Case (0)
or Case (1.1)
with c+1≤s2≤n
are supported by
σˉ−1⋄(n+1),
which implies,
by the construction,
that
Uˉ1(σˉ−1⋄(n+1))=0.
Since σˉ is a Nash equilibrium,
Lemma 2.1
(Condition (1))
implies that
Uˉ1(σˉ)=0.
Hence,
Lemma 2.3 implies that
⟨Rˉ,Cˉ⟩
has a pure Nash equilibrium ⟨s1,s2⟩.
Since
⟨Rˉ,Cˉ⟩
has no pure Nash equilibrium
where some player chooses
the strategy n+1,
it follows that
s1,s2∈[n].
Hence,
⟨s1,s2⟩
is a pure Nash equilibrium for
⟨R,C⟩.
A contradiction.
A corresponding argument applies
to yield a contradiction
when
σˉ2(n+1)>0.
By Lemmas 3.3 and 3.4,
it follows that
NE(⟨Rˉ,Cˉ⟩)=NE(⟨R,C⟩),
which
completes the proof of
Condition (C.2).
Since polynomial time
suffices for deciding the existence of
and computing a pure Nash equilibrium
for a bimatrix game,
Proposition 3.1
implies that computing a Nash equilibrium
for a win-lose bimatrix game with the positive utility property
is as hard
as computing a Nash equilibrium
for a win-lose bimatrix game.
Hence,
computing a Nash equilibrium
for a win-lose bimatrix game
with the positive utility property
is PPAD-hard.
(The PPAD-hardness
will be extended later
to symmetric win-lose bimatrix games
with the positive utility property.)
4 Win-Lose Gadgets
Here we collect together
the win-lose games
that will be used as gadgets
in later proofs.
4.1 The Cyclic Game G1[h]
For an integer h≥1,
define the win-lose bimatrix game
G1[h]:=⟨[2],{Σi}i∈[2],{Ui}i∈[2]⟩
with
Σ1=Σ2={s0,…,sh−1};
U1(s)=1
if and only if
s=⟨si,si⟩
and
U2(s)=1
if and only if
s=⟨si,si+1⟩
(with addition taken modulo h).
So,
roughly speaking,
player 1 wins if and only if
the two players concur,
while player 2 wins
if and only if
the two players choose successive strategies
with player 2 following.
Clearly,
G1[h]
has the positive utility property.
We prove:
Proposition 4.1
G1[h]* has a single
Nash equilibrium
σ,
which is fully mixed and uniform
with
U1(σ)=U2(σ)=h1;
for h=1,
σ
is Pareto-Optimal
and
Strongly Pareto-Optimal.*
**Proof: **
Fix a Nash equilibrium σ.
We first prove that
σ is fully mixed.
Consider first player 1
and a strategy
s∈Σ1
with
σ1(s)>0.
Then,
by Lemma 2.1
(Condition (1)),
it follows that
U1(σ)=U1(σ−1⋄s).
Assume, by way of contradiction,
that
σ1(s−1)=0.
If σ2(s)=0,
then
U1(σ−1⋄s)=0,
so that
U1(σ)=0,
a contradiction to Lemma 2.2.
Hence,
σ2(s)>0.
By Lemma 2.1
(Condition (1)),
it follows that
U2(σ)=U2(σ−2⋄s)=0,
a contradiction to Lemma 2.2.
A similar argument proves that
σ2(s)>0 for each s∈Σ2.
To prove that
σ is uniform,
assume, by way of contradiction,
that there are indices
j,k∈Σ1
with
σ1(j)=σ1(k).
Since Supp(σ2)=Σ2,
it follows,
by Lemma 2.1
(Condition (1)),
that
U2(σ)=U2(σ−2⋄(j+1))=U2(σ−2⋄(k+1)),
so that
σ1(j)=σ1(k),
a contradiction.
A similar argument
proves that for all indices
j,k∈Σ2,
σ2(j)=σ2(k),
and this implies that there is
a single Nash equilibrium.
Thus,
U1(σ)=U2(σ)=1⋅h⋅h1⋅h1=h1.
For h=1,
∣Σ1∣=∣Σ2∣=1
and
σ is pure;
clearly,
σ
is also
both Pareto-Optimal
and
Strongly Pareto-Optimal.
By Proposition 4.1,
the win-lose game G1[h]
is a negative instance for
∃ UNIFORM NASH;
when h=1,
it is also a negative instance
for
∃¬ PARETO-OPTIMAL NASH
and for
∃¬ STRONGLY PARETO-OPTIMAL NASH.
4.2 The Irrational Game G2
Define the win-lose bimatrix game
G2=⟨[3],{Σi}i∈[3],{Ui}i∈[3]⟩
with
Σ1=Σ2={0,1}
and
Σ3={0,1,2};
the utility functions are depicted below:
[TABLE]
Clearly,
G2
has the positive utility property.
We prove:
Proposition 4.2
G2*
has a single Nash equilibrium,
which is irrational.*
**Proof: **
The following table
establishes that
G2
has no pure Nash equilibrium:
[TABLE]
We now turn to a mixed Nash equilibrium
σ,
which shall be represented
with the vector of probabilities
⟨σ1,σ2,σ30,σ31⟩,
where
for each player i∈[2],
σi:=σi(0),
while
σ3s:=σ3(s)
for s∈{0,1};
thus,
for each player i∈[2],
σi(1)=1−σi,
while
σ3(2)=1−σ30−σ31.
We
calculate
the conditional expected utilities
Ui(s−i⋄s)
for each player i∈[3]
and strategy
s\in{\color[rgb]{0,0,0}{\widehat{{\mathsf{\Sigma}}}}}_{i}:
[TABLE]
We now examine all possible cases for σ.
We shall derive a contradiction
for all but one case,
where we shall establish
that σ is irrational.
–
Only player 1 is mixed.
Then,
σ2∈{0,1}
and
(σ30,σ31)∈{(0,0),(0,1),(1,0)}.
Since σ
is a Nash equilibrium
where player 1 is mixed,
Lemma 2.1
(Condition (1))
implies that
U1(σ−1⋄0)=U1(σ−1⋄1),
or
σ2⋅σ30+σ31=1−σ31−σ2⋅σ30,
or
2⋅(σ2⋅σ30+σ31)=1.
Hence,
for σ2=0
(resp., σ2=1),
σ31=21
(resp.,
σ30+σ31=21).
A contradiction.
–
Only player 2 is mixed.
Then,
σ1∈{0,1}
and
(σ30,σ31)∈{(0,0),(0,1),(1,0)}.
Since σ
is a Nash equilibrium where
player 2 is mixed,
Lemma 2.1
(Condition (1))
implies that
U2(σ−2⋄0)=U2(σ−2⋄1),
or
(2σ1−1)⋅(1−σ30−σ31)=σ30−σ31.
Hence,
for σ1=0
(resp., σ1=1),
1−σ30−σ31=σ31−σ30
(resp.,
1−σ30−σ31=σ30−σ31),
or
σ31=21
(resp.,
σ30=21).
A contradiction.
–
Only player 3 is mixed.
Then,
(σ1,σ2)∈{(0,0),(0,1),(1,0),(1,1)}.
Since σ is a Nash equilibrium
where player 3 is mixed,
Lemma 2.1
(Condition (1))
implies that
there are strategies
s,t∈{0,1,2}
such that
U3(σ−3⋄s)=U3(σ−3⋄t).
By Lemma 2.2,
it follows that
U3(σ−3⋄s)=U3(σ−3⋄t)>0.
Inspecting the following table
yields that
σ1=0,
σ2=1
and
σ32=0:
[TABLE]
Hence,
σ30+σ31=1.
Since σ
is a Nash equilibrium
and σ1=0,
Lemma 2.1
(Condition (2))
implies that
{\widehat{{\mathsf{U}}}}_{1}\left(\bm{\sigma}_{-1}\diamond 1\right)\geq{\color[rgb]{0,0,0}{\widehat{{\mathsf{U}}}}}_{1}\left(\bm{\sigma}_{-1}\diamond 0\right).
Since σ2=1,
it follows that
1−σ31−σ30≥σ30+σ31,
or
σ30+σ31≤21.
A contradiction.
–
Only players 2 and 3 are mixed.
Since player 1 is pure,
σ1∈{0,1}.
Assume, by way of contradiction,
that σ1=0.
Then,
U3(σ−3⋄0)=σ2,
U3(σ−1⋄1)=1
and
U3(σ−1⋄2)=0.
Since σ is a Nash equilibrium,
Lemma 2.1
(Condition (2))
implies that
2∈Supp(σ3).
Since σ is a Nash equilibrium
where player 3 is mixed,
Lemma 2.1
(Condition (1))
implies that
U3(σ−3⋄0)=U3(σ−1⋄1),
which implies that
σ2=1,
so that player 2 is pure.
A contradiction.
It follows that
σ1=1.
Then,
U2(σ−2⋄0)=1−σ30
and
U2(σ−2⋄1)=σ30.
Since σ is a Nash equilibrium
where player 2 is mixed,
Lemma 2.1
(Condition (1))
implies that
U2(σ−2⋄0)=U2(σ−2⋄1),
or
σ30=21.
Also,
U3(σ−3⋄0)=σ2,
U3(σ−3⋄1)=0
and
U3(σ−3⋄2)=1−σ2.
Since player 2 is mixed,
σ2>0.
Since σ is a Nash equilibrium,
Lemma 2.1
(Condition (2))
implies that
1∈Supp(σ3),
or
σ31=0.
Since σ is a Nash equilibrium
where player 3 is mixed,
Lemma 2.1
(Condition (1))
implies that
U3(σ−3⋄0)=U3(σ−3⋄2).
It follows that
σ2=21.
Since σ1=1
and σ is a Nash equilibrium,
Lemma 2.1
(Condition (2))
implies that
U1(σ−1⋄0)≥U1(σ−1⋄1),
or
σ2⋅σ30+σ31≥1−σ31−σ2⋅σ31.
Hence,
21⋅21+0≥1−0−21⋅21.
A contradiction.
–
Only players 1 and 3 are mixed.
Since player 2 is pure,
σ2∈{0,1}.
Assume,
by way of contradiction,
that σ2=1.
Then,
U3(σ−3⋄0)=1,
U3(σ−3⋄1)=1−σ1
and
{\color[rgb]{0,0,0}{\widehat{{\mathsf{U}}}}}_{3}\left(\bm{\sigma}_{-3}\diamond 2\right)=0.
Since σ is a Nash equilibrium,
Lemma 2.1
(Condition (2))
implies that
2∈Supp(σ3),
or
σ32=0.
Since σ is a Nash equilibrium
where player 3 is mixed,
Lemma 2.1
(Condition (1))
implies that
U3(σ−3⋄0)=U3(σ−3⋄1),
which implies that
σ1=0,
so that
player 1 is pure.
A contradiction.
It follows that
σ2=0.
Then,
U3(σ−3⋄0)=0,
U3(σ−3⋄1)=1−σ1
and
U3(σ−3⋄2)=σ1.
Since player 1 is mixed,
σ1>0.
Since σ is a Nash equilibrium,
Lemma 2.1
(Condition (2))
implies that
0∈Supp(σ3),
or
σ3(0)=0.
Since σ is a Nash equilibrium
where player 1 is mixed,
Lemma 2.1
(Condition (1))
implies that
U1(σ−1⋄0)=U1(σ−1⋄1),
or
σ31=1−σ31,
so that
σ31=21.
Since σ is a Nash equilibrium where
player 3 is mixed,
Lemma 2.1
(Condition (1))
implies that
U3(σ−3⋄1)=U3(σ−3⋄2),
or
1−σ1=σ1,
or
σ1=21.
Since σ2=0
and σ
is a Nash equilibrium,
Lemma 2.1
(Condition (2))
implies that
U2(σ−2⋄0)≤U2(σ−2⋄1),
or
21⋅(1−0−21)+21≤0+21⋅(1−0−21)
or
41≤−41.
A contradiction.
–
Only players 1 and 2 are mixed.
Since player 3 is pure,
(σ30,σ31)∈{(0,0),(0,1),(1,0)}.
Since σ is a Nash equilibrium
where player 1 is mixed,
Lemma 2.1
(Condition (1))
implies that
U1(σ−1⋄0)=U1(σ−1⋄1),
or
σ2⋅σ30+σ31=1−σ31−σ2⋅σ30
or
2⋅(σ2⋅σ30+σ31)=1.
This implies that
(σ30,σ31)∈{(0,0),(0,1)};
so,
(σ30,σ31)=(1,0).
Since σ is a Nash equilibrium
where player 2 is mixed,
Lemma 2.1
(Condition (1))
implies that
{\color[rgb]{0,0,0}{\widehat{{\mathsf{U}}}}}_{2}\left(\bm{\sigma}_{-2}\diamond 0\right)={\color[rgb]{0,0,0}{\widehat{{\mathsf{U}}}}}_{2}\left(\bm{\sigma}_{-2}\diamond 1\right),
or
σ1⋅(1−σ30−σ31)+σ31=σ30+(1−σ1)⋅(1−σ30−σ31)
or
σ1⋅0+0=1+(1−σ1)⋅0
or 0=1.
A contradiction.
–
All players are mixed.
We proceed by case analysis.
Assume first that
σ30=0.
Since σ is a Nash equilibrium
where player 1 is mixed,
Lemma 2.1
(Condition (1))
implies that
U1(σ−1⋄0)=U1(σ−1⋄1),
or
σ31=1−σ31,
so that
σ31=21.
Since σ is a Nash equilibrium
where player 2 is mixed,
Lemma 2.1
(Condition (1))
implies that
U2(σ−2⋄0)=U2(σ−2⋄1),
or
σ1⋅21+21=(1−σ1)⋅21
or
σ1=0,
so that
player 1 is pure.
A contradiction.
Assume now that
σ31=0.
Since σ is a Nash equilibrium
where player 3 is mixed,
Lemma 2.1
(Condition (1))
implies that
U3(σ−3⋄0)=U3(σ−3⋄2),
or
σ2=σ1⋅(1−σ2).
Since σ is a Nash equilibrium
where player 1 is mixed,
Lemma 2.1
(Condition (1))
implies that
U1(σ−1⋄0)=U1(σ−1⋄1),
or
σ2⋅σ30=1−σ2⋅σ30
so that
2σ2⋅σ30=1.
Since σ is a Nash equilibrium
where player 2 is mixed,
Lemma 2.1
(Condition (1))
implies that
U2(σ−2⋄0)=U2(σ−2⋄1),
or
σ1⋅(1−σ30)=σ30+(1−σ1)⋅(1−σ30)
or
2σ1−1=1−σ30σ30.
Hence,
it follows that
(2σ1−1)⋅(2σ2−1)=1.
Thus,
(2σ2−1σ2−1)⋅(2σ2−1)=1,
or
(−1+3σ2)⋅(2σ2−1)=1−σ2,
which yields
σ2=32.
Hence,
σ1=1−σ2σ2=2.
A contradiction.
Assume finally that
σ32=0,
so that
σ30+σ31=1.
Since σ is a Nash equilibrium
where player 1 is mixed,
Lemma 2.1
(Condition (1))
implies that
U1(σ−1⋄0)=U1(σ−1⋄1),
or
σ2⋅σ30+σ31=1−σ31−σ2⋅σ30
or
2σ2σ30+2⋅(1−σ30)=1,
so that
2σ30⋅(1−σ2)=1.
Since σ is a Nash equilibrium
where player 2 is mixed,
Lemma 2.1
(Condition (1))
implies that
U2(σ−2⋄0)=U2(σ−2⋄1),
or
σ31=σ30.
It follows that
σ30=21,
so that
σ2=0
and player 2 is pure.
A contradiction.
It follows from the case analysis
that
0<σ30,σ31,σ32<1,
and player 3 is fully mixed.
Since σ is a Nash equilibrium
where player 3 is fully mixed,
Lemma 2.1
(Condition (1))
implies that
U3(σ−3⋄0)=U3(σ−3⋄1)=U3(σ−3⋄2),
or
σ2=1−σ1=σ1⋅(1−σ2).
Hence,
(1−σ2)2=σ2,
so that
σ2=23−5
and
σ1=25−1.
Since σ is a Nash equilibrium
where player 1 is mixed,
Lemma 2.1
(Condition (1))
implies that
U1(σ−1⋄0)=U1(σ−1⋄1),
or
2σ2⋅σ30+2σ31=1.
Since σ is a Nash equilibrium
where player 2 is mixed,
Lemma 2.1
(Condition (1))
implies that
U2(σ−2⋄0)=U2(σ−2⋄1),
or
(2σ1−1)⋅(1−σ30−σ31)=σ30−σ31
or
2(1−σ1)⋅σ31−2σ1⋅σ30=1−2σ1.
Combining we obtain
(2σ1+2(1−σ1)⋅σ2)⋅σ31=(1−2σ1)⋅σ2+σ1,
which yields
σ31=85−5.
Now,
σ30=2σ21−2σ31=81+5,
and
σ32=1−σ30−σ31=41.
The claim now follows.
By Proposition 4.2,
the win-lose 3-player game
G2
is a negative instance for
∃ RATIONAL NASH.
Although G2
is also a negative instance for
∃ UNIFORM NASH
and for
∃ SYMMETRIC NASH
we shall present next
the win-lose bimatrix games
G3
and
G4
as negative instances for
∃ UNIFORM NASH
and for
∃ SYMMETRIC NASH,
respectively,
since we seek to establish
that these
two decision problems
are NP-hard
for win-lose bimatrix games.
4.3 The Non-Uniform Game G3
Define the win-lose game
G3=⟨[2],{Σi}i∈[2],{Ui}i∈[2]⟩
with
Σ1=Σ2=[4];
the utility functions are depicted
below:
[TABLE]
Clearly,
G3
has the positive utility property.
Note that
for each profile
s,
exactly one of
U1(s)=1
and
U2(s)=1
holds,
and G3
is 1-sum.
Define the shape
of a profile s to be
square
(resp.,
circle)
when
U1(s)=1
(resp.,
U2(s)=1).
Figure 1 presents
a bimatricial representation
of the set of profiles for
G3,
where each profile
is drawn as either a square or a circle;
rows and columns
correspond to strategies of player 1 and 2,
respectively.
Note that
in a uniform Nash equilibrium σ,
a best-response of player 2
(resp., player 1)
to σ1
(resp., σ2)
is a strategy
s∈Σ2
(resp.,
s∈Σ1)
whose corresponding column
(resp., row),
restricted to the rows
(resp., the columns)
corresponding to the strategies
in Supp(σ1)
(resp.,
in Supp(σ2)),
contains a maximum number of circles
(resp., squares).
In particular,
all columns
(resp., rows)
corresponding to strategies
that are best-responses of player 2
(resp., player 1)
to σ1
(resp., σ2),
restricted to the rows
(resp., the columns)
corresponding to the strategies
in Supp(σ1)
(resp.,
in Supp(σ2)),
contain the same number of circles
(resp., squares).
We prove:
Proposition 4.3
G3*
has no uniform Nash equilibrium.*
**Proof: **
Note first that
G3
has no pure Nash equilibrium.
We now prove:
Lemma 4.4** (No Pure Player)**
Fix a Nash equilibrium
σ.
Then,
for each player i∈[2],
∣Supp(σi)∣≥2.
**Proof: **
Assume,
by way of contradiction,
that there is
a player i∈[2]
with ∣Supp(σi)∣=1.
Since σ is mixed,
it follows that
player
i∈[2]∖{i} is mixed.
Since σ is a Nash equilibrium
where player i is mixed,
Lemma 2.1
(Condition (1))
implies that
for each strategy
s∈Supp(σi),
Ui(σ)=Ui(σ−i⋄s).
So,
all profiles
supported in
σ−i⋄s
have the same shape.
Since
G3
is a 1-sum, win-lose game,
either
Ui(σ)=0
or
Ui(σ)=0.
Since
G3
has the positive utility property,
Lemma 2.2
implies that both
Ui(σ)>0
and
Ui(σ)>0.
A contradiction.
To complete the proof,
we shall establish that
there is no uniform Nash equilibrium σ
with 2≤∣Supp(σ1)∣≤4.
We first prove:
Lemma 4.5
Fix a uniform Nash equilibrium
σ.
Then,
∣Supp(σ1)∣=4.
**Proof: **
Assume,
by way of contradiction,
that
∣Supp(σ1)∣=4.
In this case,
strategy 1 is
the unique
best-response
of player 2
to σ1
since column 1
is the only column
containing the maximum number of circles,
which is 3.
So,
Supp(σ2)={1}.
A contradiction
to Lemma 4.4.
We now prove a simple structural property:
Lemma 4.6** (No Column Crossing All Supported Rows Only in Circles)**
Fix a Nash equilibrium σ.
Then,
there is no strategy
s∈Σ2
such that
all profiles supported in
σ−2⋄s
are circles.
**Proof: **
Assume,
by way of contradiction,
that there is
a strategy
s∈Σ2
such that
all profiles supported in
σ−2⋄s
are circles.
This implies that
U2(σ−2⋄s)=1.
Since σ is a Nash equilibrium
where player 2 is mixed,
Lemma 2.1
(Condition (2))
implies that
U2(σ)≥U2(σ−2⋄s).
Since G3
is win-lose,
this implies that
U2(σ)=1.
Since G3
is 1-sum,
it follows that
U1(σ)=0.
Since G3
has the positive utility property,
Lemma 2.2 implies that
U1(σ)>0.
A contradiction.
We next prove:
Lemma 4.7
Fix a uniform Nash equilibrium
σ.
Then,
∣Supp(σ1)∣=2.
**Proof: **
Assume,
by way of contradiction,
that
∣Supp(σ1)∣=2.
Say that two distinct strategies
s,s′∈Σ1
for player 1
collide on
strategy
t∈Σ2
if both profiles
⟨s,t⟩
and
⟨s′,t⟩
are circles.
Lemma 4.6
implies that
the two strategies in
Supp(σ1)
do not collide
on any strategy in
Σ2.
Since column 1 contains only circles
except for
the entry corresponding to row 4,
Lemma 4.6
implies that
4∈Supp(σ1).
So,
three cases need to be considered,
corresponding to which the other strategy in Supp(σ1) is.
By inspection,
strategies 1 and 4 collide on column 2;
strategies 2 and 4 collide on column 4;
strategies 3 and 4 collide on column 3.
A contradiction.
We finally prove:
Lemma 4.8
Fix a uniform Nash equilibrium
σ. Then,
∣Supp(σ1)∣=3.
**Proof: **
Assume,
by way of contradiction,
that
∣Supp(σ1)∣=3.
There are four possibilities
corresponding to which strategy s
among the four strategies
in Σ1
is excluded from
Supp(σ1).
We proceed by case analysis.
s=1 so that
Supp(σ1)={2,3,4}:
Since σ is uniform,
strategies in {1,3,4}
are the only three
best-responses of player 2
to σ1
since each of their corresponding columns,
restricted to rows corresponding
to the strategies in
Supp(σ1),
contains the maximum number of circles,
which is 2.
By Lemma 2.1,
it follows that
Supp(σ2)⊆{1,3,4}.
Observe that the only square profiles
supported in σ
whenever
Supp(σ2)={1,3,4}
are
⟨4,1⟩,
⟨2,3⟩
and
⟨3,4⟩;
so,
there is exactly one square profile
for each possible best-response
of player 2
to σ1.
This implies that
U1(σ)=31,
regardless of Supp(σ2).
If ∣Supp(σ2)∣<3,
then
for each strategy
s∈Supp(σ1),
U1(σ−1⋄s)≥21,
a contradiction to Lemma 2.1
(Condition (1)).
So,
Supp(σ2)={1,3,4}.
But then
U1(σ−1⋄1)=32,
a contradiction to Lemma 2.1
(Condition (1)).
2. 2.
s=2
so that
Supp(σ1)={1,3,4}:
Since σ is uniform,
strategies in {1,2,3}
are the only three
best-responses for player 2
to σ1
since each of their corresponding columns,
restricted to rows corresponding
to the strategies in
Supp(σ1),
contains the maximum number of circles,
which is 2.
By Lemma 2.1,
it follows that
Supp(σ2)⊆{1,2,3}.
Observe that the only square profiles
supported in σ
whenever
Supp(σ2)={1,2,3}
are
⟨4,1⟩,
⟨3,2⟩;
and
⟨1,3⟩;
so,
there is exactly one square profile
for each possible best-response
of player 2
to σ1.
This implies that
U1(σ)=31,
regardless of Supp(σ2).
If ∣Supp(σ2)∣<3,
then
for each strategy
s∈Supp(σ1),
U1(σ−1⋄s)≥21,
a contradiction to Lemma 2.1
(Condition (1)).
So,
Supp(σ2)={1,2,3}.
But then
U1(σ−1⋄2)=32,
a contradiction to Lemma 2.1
(Condition (1)).
3. 3.
s=3
so that
Supp(σ1)={1,2,4}:
Since σ is uniform,
strategies in {1,2,4}
are the only three
best-responses for player 2
to σ1
since each of their corresponding columns,
restricted to rows corresponding
to the strategies in
Supp(σ1),
contains the maximum number of circles,
which is 2.
By Lemma 2.1,
it follows that
Supp(σ2)⊆{1,2,4}.
Observe that the only square profiles
enabled in σ
whenever
Supp(σ2)={1,2,4}
are
⟨4,1⟩,
⟨2,2⟩
and
⟨1,4⟩;
so,
there is exactly one square profile
for each possible best-response
of player 2
to σ1.
This implies that
U1(σ)=31,
regardless of Supp(σ2).
If ∣Supp(σ2)∣<3,
then
for each strategy
s∈Supp(σ1),
U1(σ−1⋄s)≥21,
a contradiction to Lemma 2.1
(Condition (1)).
So,
Supp(σ2)={1,2,4}.
But then
U1(σ−1⋄3)=32,
a contradiction to Lemma 2.1
(Condition (1)).
4. 4.
s=4
so that
Supp(σ1)={1,2,3}:
Then,
all profiles supported in
σ−2⋄1
are circles.
A contradiction
to Lemma 4.6.
The proof is now complete.
The claim follows now from
Lemmas 4.4,
4.5,
4.7
and 4.8.
By Proposition 4.3,
the win-lose game
G3
is a negative instance for
∃ UNIFORM NASH.
4.4 The Non-Symmetric Game G4
Define the win-lose bimatrix game
G4=⟨[2],{Σi}i∈[2],{Ui}i∈[2]⟩
with
Σ1=Σ2={1,2,3};
the utility functions are depicted below:
[TABLE]
Clearly,
G4
has the positive utility property.
We prove:
Proposition 4.9
G4*
has no symmetric Nash equilibrium.*
**Proof: **
Assume,
by way of contradiction,
that G4 has
a symmetric Nash equilibrium σ.
Clearly,
G4
has no pure Nash equilibrium.
Hence,
four cases need to be examined:
(1)
For each player i∈[2],
Supp(σi)={1,2}:
Then,
U1(σ−1⋄2)=0.
Since
2∈Supp(σ1),
Lemma 2.1
(Condition (1))
implies that
U1(σ)=0.
A contradiction to Lemma 2.2.
(2)
For each player i∈[2],
Supp(σi)={2,3}:
Then,
U2(σ−2⋄2)=0.
Since
2∈Supp(σ2),
Lemma 2.1
(Condition (1))
implies that
U2(σ)=0.
A contradiction to Lemma 2.2.
(3)
For each player i∈[2],
Supp(σi)={1,3}:
Then,
U1(σ−1⋄3)=0.
Since
3∈Supp(σ1),
Lemma 2.1
(Condition (1))
implies that
U1(σ)=0.
A contradiction to Lemma 2.2.
(4)
For each player i∈[2],
Supp(σi)={1,2,3}:
Then,
U1(σ−1⋄1)=σ2(1)+σ2(3)
and
U1(σ−1⋄2)=σ2(3).
Since σ2(1)>0,
it follows that
U1(σ−1⋄1)>U1(σ−1⋄2).
Since
1,2∈Supp(σ1),
Lemma 2.1 (Condition (1))
implies that
U1(σ−1⋄1)=U1(σ−1⋄2).
A contradiction.
The proof is complete.
By Proposition 4.9,
the win-lose game
G4
is a negative instance for
∃ SYMMETRIC NASH.
4.5 The Diagonal Game G5[k]
Fix an integer k≥1.
Denote as Dk
the k×k win-lose matrix
such that
Dk[i,j]=1
if and only if
i≤j,
with 1≤i,j≤k;
so,
Dk is an upper-diagonal matrix.
Then,
DkT
is a k×k win-lose matrix
such that
RkT[i,j]=1
if and only if
j≤i,
with 1≤i,j≤k;
so,
DkT
is a lower-diagonal matrix.
Define the win-lose bimatrix game
G5[k]:=⟨Dk,DkT⟩,
which is symmetric by construction.
Clearly,
G5[k]
has the positive utility property.
We prove:
Proposition 4.10
Fix an integer k≥1.
Then,
G5[k]
has exactly k Nash equilibria,
which are Pareto-Optimal,
Strongly Pareto-Optimal
and symmetric,
each yielding utility 1
to each player.
**Proof: **
Note that
G5[k]
has exactly k pure Nash equilibria ss,
with s∈[k],
where each player
i∈[2]
chooses strategy s
in ss
to get utility 1.
Note that each of the k pure equilibria
is Pareto-Optimal,
Strongly Pareto-Optimal
and symmetric.
Hence,
it remains to prove that
G5[k]
has no mixed Nash equilibrium.
Towards this end,
assume,
by way of contradiction,
that G5[k]
has a mixed Nash equilibrium σ.
For each player i∈[2],
set
si∗:=minSupp(σi);
so,
s1∗
(resp., s2∗)
is the row (resp., column) with least index
played by the row (resp., column) player
in σ.
By the definitions of Dk
and DkT,
it follows that the set of best-response strategies
for the row (resp., column) player
is [s2∗]
(resp., [s1∗]);
thus,
by Lemma 2.1,
Supp(σ1)⊆[s2∗]
and
Supp(σ2)⊆[s1∗].
These imply together that
s1∗≤s2∗
and
s2∗≤s1∗,
so that
s1∗=s2∗.
Hence,
for each player i∈[2],
Supp(σi)⊆[si∗]=[minSupp(σi)],
which implies that
Supp(σi)={si∗}.
Hence,
σ is a pure Nash equilibrium.
A contradiction.
By Proposition 4.10,
the win-lose
game
G5[k]
is a negative instance for
∃k+1 NASH,
with k≥1,
for ∃¬ PARETO-OPTIMAL NASH,
for
∃¬ STRONGLY PARETO-OPTIMAL NASH
and for
∃¬ SYMMETRIC NASH.
5 The Win-Lose Reduction
We start with
some preliminary material.
Denote
In:={0,1,…,n−1};
for all arithmetic operations on In,
we shall assume a cyclic ordering
on its elements;
so,
(n−1)+1=0
and for a given pair
i,j∈In,
j−i
is the number of elements of In
encountered when moving from j (excluded)
to i (included)
in the anticlockwise direction.
A CNF SAT formula is
a boolean formula
ϕ=⋀i∈[k]⋁j∈[li]ℓij
in Conjunctive Normal Form,
where ℓij
is a literal
(a boolean variable
or its negation),
we shall denote as
(i)C=C(ϕ)={⋁j∈[li]ℓij∣i∈[k]},
the set of clauses,
and
(ii)Var=Var(ϕ)={v0,…,vn−1}
and
L=L(ϕ)={ℓ0,ℓ0,…,ℓn−1,ℓn−1}
the sets of variables and
literals,
respectively,
with ∣Var(ϕ)∣=n
and ∣L(ϕ)∣=2n.
We shall use c
to denote a clause
from C(ϕ),
and either ℓ or ℓ
to denote a literal
from L(ϕ).
ϕ is a 3SAT formula
if each clause c
has ∣c∣=3.
An assignment
is a function
γ:Var(ϕ)→{0,1};
so,
γ
is represented
by the n-tuple of literals
made true.
For a literal
ℓ∈L(ϕ),
denote as I(ℓ)
the index j∈In
such that
ℓ∈{ℓj,ℓj}.
Denote as ϕ(γ)
the value of ϕ
when each variable v
takes the value γ(v).
γ is a satisfying assignment
if ϕ(γ)=1,
and ϕ is satisfiable
if it has a satisfying assignment;
deciding the satisfiability of a
3SAT formula
ϕ
is NP-complete.
Denote as #ϕ
and ⊕ϕ
the number and the parity of the number
of satisfying assignments of ϕ,
respectively;
when ϕ
is a 3SAT formula,
computing #ϕ
is #P-complete [35]
and
computing ⊕ϕ
is ⊕P-complete [33].
5.1 The Reduction
We shall construct,
given
an r-player win-lose gadget game
G,
for an arbitrary integer r≥2,
and an instance ϕ of 3SAT
with n=∣Var(ϕ)∣≥4,
the r-player win-lose game
G=G(G,ϕ)=⟨[r],{Σi}i∈[r],{Ui}i∈[r]⟩.
Players 1 and 2 are called
special.
For a player i∈[2],
i∈[2]∖{i}
denotes the special player other than i.
5.1.1 Inadequacy of the Reduction in [13] and Getting Around it
A crucial step
in both the win-lose
reduction
and the reduction
in [13]
is to guarantee two significant properties:
(P.1)
A mixed profile in which
some special player
chooses some literals with positive probability
is a Nash equilibrium
for the constructed game G
if and only if
ϕ is satisfiable.
(P.2)
Each satisfying assignment
induces a Nash equilibrium
where both special players
are choosing the literals
from the satisfying assignment
with uniform probabilities.
To guarantee these properties,
both the win-lose reduction and the reduction in [13]
have to rule out
the existence of a Nash equilibrium
in which either
some special player plays literals
with non-uniform probabilities
or some pair of complementary literals
(ℓ and ℓ)
is not played by some special player.
The reduction
in [13]
achieves these properties
with the following approach:
•
By assigning a non-zero utility
to both special players
when they are choosing
a pair of non-complementary literals.
•
By using n auxiliary
strategies,
called variables,v0,…,vn−1,
where, for each index
j∈In,
vj
is associated with
the pair of complementary literals
{ℓj,ℓj},
as follows:
When a special player
i∈[2]
chooses a literal
ℓ∈{ℓj,ℓj},
the utility given to player
i
when choosing
a variable other than vj
is more than the utility
she would get
when choosing any literal
from L(ϕ).
Thus,
this approach requires using
at least two different non-zero utilities.
Hence,
the reduction in [13]
is inadequate for win-lose games.
We resolve this inadequacy
by combining two new ideas
in the win-lose reduction:
•
Instead
of giving non-zero utility
to both special players
when they are choosing
non-complementary literals,
only one of them gets non-zero utility.
This idea is implemented by using
a cyclic ordering among the literals
and extending the construction of
the cyclic game
G1[n].
(See Cases (1)
through (4)
in Figure 2.)
We shall prove that this suffices
to rule out the existence of Nash equilibria
in which literals in the support of both special players
are played with non-uniform probabilities.
•
To guarantee that
every pair of complementary literals are chosen
with strictly positive probability,
we introduce a new kind of auxiliary strategies,
namely the pair variablesvj,k,
for each pair j,k∈In
with j=k;
thus,
there are n(n−1) of them.
The pair variables
provide the special player i
with an improving deviation
whenever there is a pair of complementary literals
not chosen by the special player i;
at the same time,
we define the utility functions
so that
no special player could improve
by switching to a pair variable
when both special players
are playing the same satisfying assignment
with uniform probabilities.
(See Cases (5/a)
and (5/b)
in Figure 2.)
This is the point where the structure of a 3SAT formula
shall be needed.
The proof of Lemma 5.5
demonstrates how the two new ideas
combine together.
We now proceed to formally define
the win-lose reduction.
5.1.2 Formal Definition
For each player i∈[2],
Σi:=Σi∪L(ϕ)∪C(ϕ)∪V(ϕ);
for each player i∈[r]∖[2],
Σi:=Σi∪{δ},
where
V(ϕ)={vi,j∣0≤i,j<n,i=j}
and δ
is a special strategy.
The strategies in
V(ϕ)
are called pair variables.
The two special players
1 and 2 are
the only players
whose sets of strategies are determined
by the formula ϕ.
Note that for each player i∈[2],
∣Σi∣=∣Σi∣+2n+∣C(ϕ)∣+n(n+1),
and for each player i∈[r]∖[2],
∣Σi∣=∣Σi∣+1;
so,
the size of the strategy sets in
G(G,ϕ)
is polynomial in the sizes of G
and ϕ.
In the following,
we shall write
L,
C
and
V
for
L(ϕ),
C(ϕ),
and
V(ϕ),
respectively.
Fix a profile
s=⟨s1,…,sr⟩
from
Σ=Σ1×…×Σr.
Use s
to partition [r] into
P(s)={i∈[r]∣si∈Σi}
and
P(s)={i∈[r]∣si∈Σi};
so,
P(s)
and
P(s)
are the sets of players
choosing and not choosing,
respectively,
strategies from G.
The utility functions
are depicted
in Figure 2.
5.1.3 Notation
For a mixed profile σ
and a special player i∈[2],
σi(S)
denotes the total probability
assigned by σi
to strategies
from S⊆Σi;
so,
in particular,
σi(L),
σi(C∪V)
and σi(Σi)
are the total probabilities
assigned by σi
to strategies from
L,
C∪V
and
Σi,
respectively,
with
σi(L)+σi(C∪V)+σi(Σi)=1.
For a player
i∈[r]∖[2],
σi(Σi)
and σi(δ),
with
σi(Σi)+σi(δ)=1,
are set correspondingly.
Sometimes
a strategy from G
will be called a gadget strategy.
5.2 Properties of Nash Equilibria for G
We now present
a collection of properties
for a Nash equilibrium
σ∈NE(G).
The first property is that
either all players
are exclusively playing
gadget strategies
or none is.
Lemma 5.1
Fix a Nash equilibrium
σ∈NE(G)
with
Supp(σi)⊆Σi
for some player i∈[r].
Then,
for each player
j∈[r]∖{i},
Supp(σj)⊆Σj.
**Proof: **
Fix a player
j∈[r]∖{i}
and a strategy
s∈Supp(σj).
Since σ
is a Nash equilibrium,
s is a best-response
to σ−j.
We shall establish that
s∈Σj.
Consider the mixed profile
σ−j⋄s.
Since
Supp(σi)⊆Σi,
each profile
s−j⋄s
supported in
σ−j⋄s
may only come
from Cases
(7),
(8),
(9),
(10)
and
(11).
For any such profile
s−j⋄s,
it follows,
by the utility functions,
that if
s∈Σj,
then
Uj(s−j⋄s)=0,
which implies that
Uj(σ−j⋄s)=0.
So,
to establish the claim,
it suffices to determine a strategy
s∈Σj
with
Uj(σ−j⋄s)>0.
We proceed by case analysis.
–
Assume first that
there is a profile
s−j
supported in σ−j
with
s−j∈Σ−j;
hence,
by the positive utility property
of G,
there is a strategy
t=t(s−j)∈Σj
with
Uj(s−j⋄t)>0.
Set
s:=t. Then,
[TABLE]
–
Assume now that
there is no profile
s−j
supported in σ−j
with
s−j∈Σ−j.
Set s to any strategy
from
Σj.
Thus,
{i,j}⊆P(s−j⋄s)
for each profile
s−j⋄s
supported in
σ−j⋄s;
so,
by the utility functions,
only profiles
from Case (8)
may be supported in
σ−j⋄s.
Since
s∈Σj,
j∈P(s−j⋄s).
Hence,
by the utility functions,
Uj(s−j⋄s)=1,
which implies that
Uj(σ−j⋄s)=1>0.
The claim follows.
The next property concerns the
two special players:
if one of them is assigning probability [math] on literals,
then the other is exclusively playing
gadget strategies.
Lemma 5.2
Fix a Nash equilibrium
σ∈NE(G)
with
Supp(σi)⊆Σi∪C∪V
for some special player
i∈[2].
Then,
Supp(σi)⊆Σi.
**Proof: **
Fix a strategy
s∈Supp(σi).
Since σ
is a Nash equilibrium,
s is a best-response
to σ−i.
We shall establish that
s∈Σi.
Consider the mixed profile
σ−i⋄s.
Since
Supp(σi)⊆Σi∪C∪V,
or
Supp(σi)∩L=∅,
each profile
s−i⋄s
supported in
σ−i⋄s
may only come from
Cases
(5),
(6),
(7),
(8),
(9),
(10)
and
(11).
For any such profile
s−i⋄s,
it follows,
by the utility functions,
that if
s∈/Σi,
then
Ui(s−i⋄s)=0,
which implies that
Ui(σ−i⋄s)=0.
(Note that
Cases (5) and (6)
occur if and only if
player i
chooses a strategy
from L.)
So,
to establish the claim,
it suffices to determine a strategy
s∈Σi
with
Ui(σ−i⋄s)>0.
We proceed by case analysis.
–
Assume that
there is a profile
s
supported in σ with
s−i∈Σ−i.
By the positive utility property
of G,
there is a strategy
t=t(s−i)∈Σi
with
Ui(s−i⋄t)>0.
Set
s:=t.
Then,
[TABLE]
–
Assume now that
there is no profile
s
supported in σ with
s−i∈Σ−i.
Define s
to be any strategy
from
Σi.
So,
i∈P(s−i⋄s)
for each profile
s−i
supported in
σ−i⋄s;
it follows that
only profiles
from Cases
(8)
and
(10)
may be supported in
σ−i⋄s.
Hence,
by the utility functions,
Ui(s−i⋄s)=1,
which implies that
Ui(σ−i⋄s)=1>0.
The claim follows.
We now prove
that the only Nash equilibria
for G
where some player
is exclusively playing
gadget strategies
are the Nash equilibria
for the gadget game
G.
Lemma 5.3
The following conditions hold:
(C.1)
NE(G)⊆NE(G).
2. (C.2)
There is no Nash equilibrium
σ∈NE(G)∖NE(G)
with
Supp(σi)⊆Σi,
for some player i∈[r].
**Proof: **
For Condition (C.1),
fix a Nash equilibrium
σ∈NE(G);
so,
no player i∈[r]
can improve by switching
to a strategy
s∈Σi.
Consider now player i∈[r]
switching to a strategy
s∈/Σi.
Then,
a profile s
supported in
σ−i⋄s
may only come from Cases
(8),
(9),
(10)
and (11),
so that
i∈P(s)
and
Ui(s)=0,
which implies that
Ui(σ−i⋄s)=0.
Since G is win-lose,
Ui(σ)≥0.
It follows that
Ui(σ−i⋄s)≤Ui(σ),
and player i cannot improve
by switching to s.
So,
σ
is a Nash equilibrium
for G,
so that
NE(G)⊆NE(G).
For Condition (C.2),
assume,
by way of contradiction,
that there is a Nash equilibrium
σ∈NE(G)∖NE(G)
with
Supp(σi)⊆Σi
for some player i∈[r].
By Lemma 5.1,
for each player
j∈[r]∖{i},
Supp(σj)⊆Σj.
Hence,
σ
is a mixed profile for G,
which implies that
σ∈NE(G).
A contradiction.
A Nash equilibrium for
G
coming
from G
will be called
a gadget equilibrium.
The following properties
characterize
a Nash equilibrium
σ∈NE(G)∖NE(G).
Lemmas 5.4,
5.5,
5.10
and 5.11
concern the two special players;
Lemma 5.9
concerns the non-special players.
We first prove that
each special player
is playing some literal with positive probability.
Lemma 5.4
Fix a Nash equilibrium
σ∈NE(G)∖NE(G).
Then,
σ1(L)⋅σ2(L)>0.
**Proof: **
Assume,
by way of contradiction,
that there is a player
i∈[2]
with
σi(L)=0.
So,
Supp(σi)⊆Σi∪C∪V.
Then,
Lemma 5.2
implies that
Supp(σi)⊆Σi.
A contradiction
to Lemma 5.3 (Condition (2)).
We now prove that in a Nash equilibrium
σ∈NE(G)∖NE(G),
each special player
assigns the same positive probability
to each pair of literals
{ℓ,ℓ}.
Lemma 5.5
*Fix a Nash equilibrium
σ∈NE(G)∖NE(G)
and a special player i∈[2].
Then,
for each literal
ℓ∈L,
σi({ℓ,ℓ})=nσi(L). *
**Proof: **
We shall establish
a sequence of claims.
We first prove:
Claim 5.6
For each special player i∈[2],
there is no index j∈In
with
σi(L)=σi({ℓj,ℓj}).
**Proof: **
Assume,
by way of contradiction,
that there is an index j∈In
with
σi(L)=σi({ℓj,ℓj}).
Set i:=1.
Consider now player 2
switching to a literal
ℓ.
By the utility functions
(Cases (3) and (4)),
player 2 gets utility 1
if and only if
ℓ∈L′:={ℓj+2,ℓj+2,ℓj+3,ℓj+3}
and
all non-special players
choose δ.
By Lemma 5.3 (Condition (2)),
for each non-special player i′∈[r]∖[2],
δ∈Supp(σi′).
Hence,
there is at least one profile from Case (3)
supported in
σ−2⋄ℓ.
It follows that
U2(σ−2⋄ℓk)>U2(σ−2⋄ℓh)
for any pair of literals
ℓk∈L′
and
ℓh∈L′.
By Lemma 2.1
(Condition (2)),
this implies that
Supp(σ2)∩L⊆L′.
Now,
taking that
Supp(σ2)∩L⊆L′,
consider player 1 switching to
a literal ℓ.
By the utility functions
(Cases (1), (2) and (4)),
if
ℓ∈L′′:={ℓj+1,ℓj+1,ℓj+2,ℓj+2,ℓj+3,ℓj+3}
then
player 1 gets utility [math];
if she chooses some literal
ℓk∈L′′
and all non-special players
choose δ
then she gets utility 1
By Lemma 5.3 (Condition (2)),
for each non-special player
i′∈[r]∖[2],
δ∈Supp(σi′).
Hence,
there is at least one profile
from Case (2)
supported in σ−1⋄ℓ.
It follows that
U1(σ−1⋄ℓk)>U1(σ−1⋄ℓh)
for any literal
ℓh∈L′′.
By Lemma 2.1 (Condition (2)),
this implies that
Supp(σ1)∩L⊆L′′.
Note that
with n≥4,
this implies
ℓj∈Supp(σ1)∩L.
A contradiction.
We use a corresponding argument
to establish the claim
for player 2.
We continue to prove:
Claim 5.7
The following conditions hold
for each index k∈In:
(C.1)
If
σ1({ℓk,ℓk})>0
then
σ2({ℓk,ℓk})⋅σ2({ℓk+1,ℓk+1})>0.
2. (C.2)
If
σ2({ℓk,ℓk})>0
then
σ1({ℓk−3,ℓk−3})⋅σ1({ℓk−2,ℓk−2})>0.
**Proof: **
We start with Condition (C.1).
Claim 5.6
implies that there are
at least two distinct indices
j,h∈In
with
σ2({ℓj,ℓj})>0
and
σ2({ℓh,ℓh})>0.
If {k,k+1}={j,h},
then we are done.
So assume that
{k,k+1}={j,h}.
This implies that either
k=j and k+1=j
or k=h and k+1=h.
Choose
k=h and k+1=h.
Since
σ1({ℓk,ℓk})>0,
either ℓk
or ℓk
is a best-response
for player 1
to σ−1;
assume,
without loss of generality,
that ℓk
is a best-response
for player 1
to σ−1.
Consider player 1
switching to ℓk.
By the utility functions
(Cases (1), (2) and (4)),
player 1 gets utility 1
if and only if
player 2
chooses a literal
from
{ℓk,ℓk+1,ℓk+1}
and
all non-special players
choose δ.
Hence,
[TABLE]
Consider player 1
switching to vh,k.
By the utility functions
(Case (5)),
player 1 gets utility 1
if and only if
player 2
chooses a literal
from
{ℓh,ℓh,ℓk,ℓk}
and
all non-special players
choose δ.
Hence,
[TABLE]
Since ℓk is a best-response
for player 1
to σ−1,
it follows that
[TABLE]
By Lemma 5.3
(Condition (2)),
∏i∈[r]∖[2]σi(δ)=0;
thus,
it follows that
[TABLE]
which implies that
[TABLE]
Since
σ2({ℓh,ℓh,})>0,
it follows that
σ2({ℓk+1,ℓk+1})>0.
Consider now player 1
switching to vh,k+1.
By the utility functions
(Case (5)),
player 1 gets utility 1
if and only if
player 2
chooses a literal
from
{ℓh,ℓh,ℓk+1,ℓk+1}
and
all non-special players
choose δ.
Hence,
[TABLE]
Since ℓk is a best-response
for player 1
to σ−1,
it follows that
[TABLE]
By Lemma 5.3
(Condition (2)),
∏i∈[r]∖[2]σi(δ)=0;
thus,
it follows that
[TABLE]
which implies that
[TABLE]
Since
σ2({ℓh,ℓh})>0,
it follows that
σ2({ℓk,ℓk})>0.
This completes the proof
of Condition (1).
We continue with Condition (C.2).
Claim 5.6
implies that there are
at least two distinct indices
j,h∈In
with
σ1({ℓj,ℓj})>0
and
σ1({ℓh,ℓh})>0.
If {k−3,k−2}={j,h},
then we are done.
So assume that
{k−3,k−2}={j,h}.
This implies that either
k−3=j and k−2=j
or k−3=h and k−2=h.
Choose
k−3=h and k−2=h.
Since
σ2({ℓk,ℓk})>0,
either ℓk
or ℓk
is a best-response
for player 2
to σ−2;
assume,
without loss of generality,
that ℓk
is a best-response
for player 2
to σ−2.
Consider player 2
switching to ℓk.
By the utility functions
(Cases (1), (2) and (4)),
player 2 gets utility 1
if and only if
player 1
chooses a literal
from
{ℓk−2,ℓk−2,ℓk−3,ℓk−3}
and
all non-special players
choose δ.
Hence,
[TABLE]
Consider player 2
switching to vh,k−2.
By the utility functions
(Case (5)),
player 2 gets utility 1
if and only if
player 1
chooses a literal
from
{ℓh,ℓh,ℓk−2,ℓk−2}
and
all non-special players
choose δ.
Hence,
[TABLE]
Since ℓk is a best-response
for player 2
to σ−2,
it follows that
[TABLE]
By Lemma 5.3
(Condition (2)),
∏i∈[r]∖[2]σi(δ)=0;
thus,
it follows that
[TABLE]
which implies that
[TABLE]
Since
σ1({ℓh,ℓh,})>0,
it follows that
σ1({ℓk−3,ℓk−3})>0.
Consider now player 2
switching to vh,k−3.
By the utility functions
(Case (5)),
player 2 gets utility 1
if and only if
player 1
chooses a literal
from
{ℓh,ℓh,ℓk−3,ℓk−3}
and
all non-special players
choose δ.
Hence,
[TABLE]
Since ℓk is a best-response
for player 2
to σ−2,
it follows that
[TABLE]
By Lemma 5.3
(Condition (2)),
∏i∈[r]∖[2]σi(δ)=0;
thus,
it follows that
[TABLE]
which implies that
[TABLE]
Since
σ1({ℓh,ℓh,})>0,
it follows that
σ1({ℓk−2,ℓk−2})>0,
and this completes the proof.
We continue to prove:
Claim 5.8
Fix a player i∈[2].
Then,
for each index j∈In,
σi({ℓj,ℓj})>0.
**Proof: **
Assume,
by way of contradiction,
that there is an index j∈In
with
σi({ℓj,ℓj})=0.
Without loss of generality,
take that
σi({ℓj+1,ℓj+1})>0.
There are two cases:
(1) i=1.
By Claim 5.7 (Condition (C.1)),
σ2({ℓj+2,ℓj+2})>0;
hence,
by Claim 5.7 (Condition (C.2)),
σ1({ℓj,ℓj})>0.
A contradiction.
(2) i=2.
By Claim 5.7 (Condition (C.2)),
σ1({ℓj−1,ℓj−1})>0;
hence,
by Claim 5.7 (Condition (C.1)),
σ2({ℓj,ℓj})>0.
A contradiction.
To prove that
for each index
j∈In,
σi({ℓj,ℓj})=nσi(L),
assume,
by way of contradiction,
that there is an index
j∈In
with
[TABLE]
Fix now i:=2.
We proceed by case analysis.
Assume first
that there is an index
k∈In∖{j,j+1}
with
[TABLE]
By Claim 5.8,
either ℓj+3
or
ℓj+3
is a best-response for player 2
to σ−2;
assume,
without loss of generality,
that ℓj+3
is such a best-response.
Consider first player 2
switching to ℓj+3.
By the utility functions
(Cases (3) and (4)),
player 2 gets utility 1
if and only if
player 1 chooses a literal from
{ℓj,ℓj,ℓj+1,ℓj+1}
and all non-special players
choose δ.
Hence,
[TABLE]
Consider now player 2
switching to the variable
vj,k.
By the utility functions
(Case (5/b)),
player 2
gets utility 1
if and only if
player 1 chooses a literal from
{ℓj,ℓj,ℓk,ℓk}
and all non-special players
choose δ.
Hence,
[TABLE]
Since ℓj+3 is a best-response for player 2
to σ−2,
it follows that
[TABLE]
By Lemma 5.3
(Condition (2)),
∏i∈[r]∖[2]σi(δ)=0;
thus,
it follows that
[TABLE]
which implies that
[TABLE]
A contradiction.
2. 2.
Assume now
that there is no index
k∈In∖{j,j+1}
with
[TABLE]
It follows that for each index
k∈In∖{j,j+1},
[TABLE]
Choose k:=j+2;
so,
[TABLE]
Consider first player 2
switching to ℓj+4.
By the utility functions
(Cases (3) and (4)),
player 2 gets utility 1
if and only if
player 1 chooses a literal from
{ℓj+1,ℓj+1,ℓj+2,ℓj+2}
and all non-special players
choose δ.
Hence,
[TABLE]
Consider now player 2
switching to the variable
vj,j+1.
By the utility functions
(Case (5)),
player 2
gets utility 1
if and only if
player 1 chooses a literal from
{ℓj,ℓj,ℓj+1,ℓj+1}.
and all non-special players
choose δ.
Hence,
[TABLE]
Since ℓj is a best-response
for player 1 to σ−1,
it follows that
[TABLE]
By Lemma 5.3
(Condition (2)),
∏i∈[r]∖[2]σi(δ)=0;
hence,
it follows that
[TABLE]
which implies that
[TABLE]
It follows that
[TABLE]
A contradiction.
We use a corresponding argument
to establish the claim
when
i=1.
We prove that in a Nash equilibrium
from NE(G)∖NE(G),
each non-special player
chooses δ.
Lemma 5.9
Fix a Nash equilibrium
σ∈NE(G)∖NE(G).
Then,
for each player
i∈[r]∖[2],
σi(δ)=1.
**Proof: **
Assume,
by way of contradiction,
that there is a player
i∈[r]∖[2]
with σi(δ)<1.
Since
Σi=Σi∪{δ},
this implies that
σi(Σi)>0.
Lemma 5.3
(Condition (2))
implies that
σi(Σi)<1.
Since
Σi=Σi∪{δ},
it follows that
σi(δ)>0.
By Lemma 5.4,
there is a literal
ℓj∈Supp(σ1).
Consider player 1
switching to ℓj.
By the utility functions,
player 1 gets utility 1
if and only if
player 2 chooses a literal
from {ℓj,ℓj+1,ℓj+1}
and each non-special player chooses δ
(Cases (1), (2) and (4)).
Hence,
[TABLE]
Consider now player 1
switching to a strategy
s∈Σ1.
By the utility functions,
player 1 gets utility 1
if player 2
chooses a literal from
{ℓ0,ℓ0,ℓ1,ℓ1}
(Case (10)).
Then,
by Lemma 5.5,
Since
σ is a Nash equilibrium
and
ℓj∈Supp(σ1),
Lemma 2.1
(Condition (2))
implies that
[TABLE]
A contradiction.
Lemma 5.9
implies that
for a Nash equilibrium
σ∈NE(G)∖NE(G),
the utility of each special player i∈[2]
in either σ
or σ−i⋄s,
where s∈Σi,
is solely determined by the strategies
chosen by the two special players.
We prove that
each special player
is exclusively playing literals.
Lemma 5.10** (Special Players Only Play Literals)**
Fix a Nash equilibrium
σ∈NE(G)∖NE(G)
and a special player i∈[2].
Then,
σi(L)=1.
**Proof: **
By Lemma 5.4,
there is a literal
ℓj∈Supp(σi).
Consider player i
switching to ℓj.
By the utility functions,
Lemma 5.9
implies that
player i
gets utility 1
if and only if
player i chooses a literal from
{ℓj,ℓj+1,ℓj+1}
(Cases (1), (2) and (4),
with i=2)
(resp.,
player i
chooses a literal from
{ℓj−2,ℓj−2,ℓj−3,ℓj−3}
(Cases (3) and (4),
with i=1)).
Hence,
for i=2,
Consider now player i
switching to a strategy
s∈Σi.
Assume,
by way of contradiction,
that
σi(C∪V)>0.
By the utility functions,
player i
gets utility 1
if player i chooses a strategy
s∈{ℓ0,ℓ0,ℓ1,ℓ1}∪C∪V
(Case (10)).
Then,
Since
σ is a Nash equilibrium
and
ℓj∈Supp(σi),
Lemma 2.1
(Condition (2))
implies that
[TABLE]
A contradiction.
It follows that
σi(C∪V)=0.
Assume,
by way of contradiction,
that
σi(Σi)>0.
By the utility functions,
player i
gets utility 1
if player i chooses a strategy
s∈{ℓ0,ℓ0,ℓ1,ℓ1}∪Σi
(Cases (8) and (10)).
Then,
Since
σ is a Nash equilibrium
and
ℓj∈Supp(σi),
Lemma 2.1
(Condition (2))
implies that
[TABLE]
A contradiction.
It follows that
σi(Σi)=0.
Since
σi(C∪V)=σi(Σi)=0,
it follows that
σi(L)=1,
and we are done.
In view of Lemma 5.10,
a Nash equilibrium
σ∈NE(G)∖NE(G)
will be called a literal equilibrium.
The next property of such literal equilibria
is that
the two special players are playing literals
in a consistent way:
for each literal,
the two special players
are both playing
either the literal or its negation;
this will imply
that a literal equilibrium
induces an assignment
for ϕ.
Lemma 5.11
Fix a Nash equilibrium
σ∈NE(G)∖NE(G)
and a literal ℓ∈L.
Then,
σ1(ℓ)⋅σ2(ℓ)=0.
**Proof: **
Lemmas 5.5
and 5.10
imply together that
for each player i∈[2]
and for each literal
ℓj∈L,
σi({ℓj,ℓj})=n1.
Assume,
by way of contradiction,
that
σ1(ℓj)⋅σ2(ℓj)>0.
This implies that
σ2(ℓj)<n1.
Hence,
by the utility functions
(Cases (1), (2) and (4)),
[TABLE]
Consider now player 1
switching to
a strategy
s∈Σ1.
Then,
by the utility functions
(Case (10)),
player 1 gets utility 1
if player 2
chooses a literal from
{ℓ0,ℓ0,ℓ1,ℓ1}.
So,
[TABLE]
A contradiction.
We finally conclude:
Corollary 5.12
Fix a Nash equilibrium
σ∈NE(G)∖NE(G).
Then,
the following conditions hold:
(C.1)
σ*
induces an assignment
γ(σ)
for ϕ.*
2. (C.2)
For each player i∈[2],
σi
is a uniform distribution
on γ(σ).
3. (C.3)
U1(σ)=U2(σ)=n2.
**Proof: **
Condition (C.1)
follows from Lemma 5.11.
Condition (C.2)
follows from
Condition (C.1)
and
Lemma 5.5.
Condition (C.3)
follows from
Condition (C.2)
and the utility functions
(Cases (2), (3) and (4)).
5.3 Proof of the Reduction
We are now ready
to prove:
Proposition 5.13
Assume that
ϕ
is unsatisfiable.
Then,
NE(G)=NE(G).
We prepare the reader that
the property that each clause c of ϕ
contains K≥3 literals
is necessary for the proof
in order to render the deviation to c
profitable in a Nash equilibrium.
The assumption that ϕ
is a 3SAT formula
guarantees this property.
**Proof: **
By Lemma 5.3
(Condition (C.1)),
NE(G)⊆NE(G).
So,
assume, by way of contradiction,
that there is a Nash equilibrium
σ∈NE(G)∖NE(G).
By Corollary 5.12
(Conditions (C.1) and (C.3)),
σ induces an assignment γ
for ϕ,
and
for each player i∈[2],
Ui(σ)=n2.
Denote as c
the clause not satisfied by γ.
Consider a special player i∈[2]
switching to c.
Since ϕ
is a 3SAT formula,
there are three literals
in c;
for each such literal ℓ,
Corollary 5.12
(Condition (C.2))
implies that
σi(ℓ)=n1.
Thus,
Ui(σ−i⋄c)=n3.
So,
Ui(σ−i⋄c)>Ui(σ).
A contradiction to
Lemma 2.1
(Condition (2)).
We continue to prove:
Proposition 5.14
Assume that ϕ
is satisfiable.
Then,
for each satisfying assignment
γ,
G
has a symmetric
Nash equilibrium
σ=σ(γ)∈NE(G)∖NE(G)
such that
for each player
i∈[2]:
(C.1)
∣Supp(σi)∣=n.
2. (C.2)
Ui(σ)=n2.
3. (C.3)
Supp(σi)∩Σi=∅.
4. (C.4)
For each literal
ℓ∈L
set to true by
γ,
ℓ∈Supp(σi)
with
σi(ℓ)=n1.
We prepare the reader that
the property that each clause c of ϕ
contains K≤3 literals
is necessary for the proof
in order to render the deviation
of a player to c
non-profitable in a Nash equilibrium.
The assumption that ϕ
is a 3SAT formula
guarantees this property.
Clearly,
the assumption that ϕ
is a 3SAT formula
is the unique assumption
that simultaneously guarantees
both this property
and the property needed for
the proof of Proposition 5.13.
**Proof: **
Construct the mixed profile
σ
where,
for each special player
i∈[2],
for each literal
ℓ∈L
set to true by
γ,
σi(ℓ):=n1;
for each non-special player
i∈[r]∖[2],
σi(δ):=1.
Clearly,
Conditions
(C.1),
(C.3)
and
(C.4)
hold by construction;
Condition (C.2)
holds by the utility functions
(Cases (2), (3) and (4)).
It remains to prove that
σ is a Nash equilibrium.
There are four possible deviations
for a special player i∈[2]:
–
To a strategy
s∈Σ:
By the utility functions
(Case (10)),
player i
gets utility 1
for two possible choices
of literals
by player i:
ℓ0 (resp., ℓ0)
and
ℓ1 (resp., ℓ1).
Hence,
Ui(σ−i⋄s)=n2.
–
To a literal
ℓ∈L:
By the utility functions
(Cases (1), (2), (3) and (4)),
player i
gets utility 1
for at most two possible choices
of literals
by player i.
Hence,
Ui(σ−i⋄s)≤n2.
–
To a strategy
vj,k∈V:
By the utility functions
(Case (5)),
player i gets utility 1
for two possible choices
of literals
by player i:
ℓj or ℓj,
and ℓk
or ℓk.
Hence,
Ui(σ−i⋄vj,k)=n2.
–
To a clause
c={ℓ,ℓ′,ℓ′′}∈C:
Since γ
is a satisfying assignment,
γ
satisfies c.
So,
at least one of the literals
from
{ℓ,ℓ′,ℓ′′}
is in γ(σ).
Since ϕ
is a 3SAT formula,
this implies that
at most two of the literals
from
{ℓ,ℓ′,ℓ′′}
are not in γ(σ).
Hence,
by construction,
σi({ℓ,ℓ′,ℓ′′})≤n2.
By the utility functions
(Case (6)),
player i gets utility 1
if and only if
player i
chooses a literal from
{ℓ,ℓ′,ℓ′′}.
It follows that
Ui(σ−i⋄c)≤n2.
Hence,
player i∈[2]
cannot improve by switching.
Consider now a non-special player
i∈[r]∖[2].
By construction,
σi(δ)=1;
hence,
it follows,
by the utility functions
(Cases (2), (3) and (4)),
that
Ui(σ)=1,
and player i
cannot improve by switching.
So σ
is a Nash equilibrium.
Fix a win-lose game G
with the positive utility property.
By Propositions 5.13 and 5.14,
G(G,ϕ)
and
G
are Nash-equivalent
if and only if
ϕ is unsatisfiable.
So
3SAT
reduces in polynomial time to
\overline{\mbox{{\sf{NASH-EQUIVALENCE}}(\widehat{\mathsf{G}})}},
so that,
restricted to win-lose games,
NASH-EQUIVALENCE(G)
is co-NP-hard.
We shall later strengthen
this co-NP-hardness result
to the more restricted class
of symmetric win-lose bimatrix games
(Theorem 7.7).
By Propositions 5.13
and 5.14,
[TABLE]
Note that
∣NE(G)∣
is a fixed constant
when G
is independent of ϕ.
Since computing #ϕ
(resp., ⊕ϕ)
for a 3SAT formula ϕ
is #P-hard [35]
(resp., ⊕P-hard [33]),
it follows that
computing the number
(resp., the parity of the number)
of Nash equilibria for
a win-lose bimatrix game
is #P-hard
(resp., ⊕P-hard).
We shall later strengthen
the #P-hardness
and the ⊕P-hardness
to the more restricted class
of symmetric win-lose bimatrix games
(Theorem 6.8).
6 The Win-Lose GHR-Symmetrization
For a given integer n≥2,
denote as
0n
the n-dimensional null function
0n:[n]→{0};
it is represented as the n-dimensional null vector
in the natural way.
Denote as 0n×n
the n×n null matrix.
For a positive n-dimensional vector
ρ∈[0,1]n,
denote as ϱ
the normalization
of ρ
to a probability vector;
so,
for each index j∈[n],
ϱ(j)=∑k∈[n]ρ(k)ρ(j).
Given the bimatrix game
G=⟨R,C⟩
and two functions
f,g:[n]→R,
define
[TABLE]
and
[TABLE]
So,
{\color[rgb]{0,0,0}\overline{{\mathsf{U}}}}_{1}({\mathsf{f}},{\mathsf{g}})
and
{\color[rgb]{0,0,0}\overline{{\mathsf{U}}}}_{2}({\mathsf{f}},{\mathsf{g}})
become the expected utilities
of players 1 and 2,
respectively,
in
G
when
f and g are mixed strategies.
6.1 Definition
Definition 6.1
The GHR-symmetrization [21]
of the bimatrix game
⟨R,C⟩,
denoted as
GHR(⟨R,C⟩),
is the symmetric bimatrix game
⟨S,S\mboxT⟩,
where S
is the 2n×2n matrix
[TABLE]
so,
[TABLE]
Note that the GHR-symmetrization
of
⟨R,C⟩
is polynomial time computable.
For shorter notation,
denote
G:=GHR(⟨R,C⟩).
Clearly,
when
⟨R,C⟩
is a win-lose game,
so also is
GHR(⟨R,C⟩).
To emphasize this property,
we shall term
the GHR-symmetrization
as the win-lose GHR-symmetrization.
We further observe:
Lemma 6.1
The win-lose GHR-symmetrization
preserves the
positive utility property.
Given a mixed profile
σ=⟨σ1,σ2⟩
for
G,
denote,
for each player i∈[2],
as σi
(resp., σi)
the restriction of σi
to the last (resp., first) n strategies
of player i,
so that for each strategy j∈[n],
σi(j)=σi(j)
and
σi(j)=σi(n+j).
Thus,
σi=σi∘σi is
the concatenation of
σi
and
σi,
which are its first and second component,
respectively;
σ=⟨σ1∘σ1,σ2∘σ2⟩,
where
σ1∘σ1
and
σ2∘σ2
are the first and second entry,
respectively,
of σ.
See Figure 3
for a pictorial representation
of the components
σ1 and
σ1
(resp.,
σ2
and
σ2)
and their association with
the blocks
R and
C\mboxT
(resp.,
C and
R\mboxT)
of S
(resp., S\mboxT).
We observe:
For a given strategy s∈[2n],
the conditional expected utilities are:
[TABLE]
[TABLE]
We now prove a characterization of
the supports of a Nash equilibrium
for the win-lose GHR-symmetrization
of a bimatrix game
with the positive utility property.
Lemma 6.2
Fix a win-lose bimatrix game
G=⟨R,C⟩
with the positive utility property,
and consider
its win-lose GHR-symmetrization
G
with a Nash equilibrium σ.
Then,
there are only three possible cases:
(C.1)
σ1,σ1,σ2,σ2=0n.
2. (C.2)
σ1,σ2=0n*
and
σ1,σ2=0n.*
3. (C.3)
σ1,σ2=0n*
and
σ1,σ2=0n.*
**Proof: **
Since σ1 and
σ2
are mixed strategies,
the following four implications
hold trivially:
(I.1)
σ1=0n⇒σ1=0n;
(I.2)
σ1=0n⇒σ1=0n;
(I.3)
σ2=0n⇒σ2=0n;
(I.4)
σ2=0n⇒σ2=0n.
We now prove:
(I.5)
σ1=0n⇒σ2=0n:
Assume,
by way of contradiction,
that
σ1=0n
and
σ2=0n.
Then,
no profile
⟨s1,s2⟩
is supported in
⟨σ1,σ2⟩
and
no profile
⟨s1,s2⟩
is supported in
⟨σ1,σ2⟩.
By the formula for
{\color[rgb]{0,0,0}{\widetilde{{\mathsf{U}}}}}_{1}(\bm{\sigma})
in Observation 6.1 (Eq. 1),
these imply that
{\color[rgb]{0,0,0}{\widetilde{{\mathsf{U}}}}}_{1}(\bm{\sigma})=0.
By Lemmas 2.2
and 6.1,
{\color[rgb]{0,0,0}\widetilde{{{\mathsf{U}}}}}_{1}(\bm{\sigma})>0.
A contradiction.
In a corresponding way,
the following three implications are proved:
(I.6)
σ1=0n⇒σ2=0n;
(I.7)
σ2=0n⇒σ1=0n;
(I.8)
σ2=0n⇒σ1=0n.
We finally prove:
(I.9)
σ1=0n⇒σ2=0n.
Assume,
by way of contradiction,
that
σ1=0n
and
σ2=0n.
Then,
there is a strategy
s2∈[2n]∖[n]
with
σ2(s2−n)>0;
so,
s2∈Supp(σ2).
Since
σ1=0n,
it follows from
the formula for
{\color[rgb]{0,0,0}{\widetilde{{\mathsf{U}}}}}_{2}\left(\bm{\sigma}\right)
in Observation 6.2 (Eq. 2)
with σ=σ−2⋄s2
that
{\color[rgb]{0,0,0}{\widetilde{{\mathsf{U}}}}}_{2}\left(\bm{\sigma}_{-2}\diamond s_{2}\right)=0.
Since σ is a Nash equilibrium
and
s2∈Supp(σ2),
Lemma 2.1
(Condition (1))
implies that
{\color[rgb]{0,0,0}{\widetilde{{\mathsf{U}}}}}_{2}\left(\bm{\sigma}\right)=0.
By Lemmas 2.2 and 6.1,
{\color[rgb]{0,0,0}{\widetilde{{\mathsf{U}}}}}_{2}\left(\bm{\sigma}\right)>0.
A contradiction.
In a corresponding way,
the following three implications are proved:
(I.10)
σ1=0n⇒σ2=0n;
(I.11)
σ2=0n⇒σ1=0n;
(I.12)
σ2=0n⇒σ1=0n.
The claim follows now
from the twelve implications.
6.2 The Balanced Mixture
Fix a win-lose bimatrix game
⟨R,C⟩
with the positive utility property.
We revisit
a composition
among either
(i)
a pair of Nash equilibria
for ⟨R,C⟩
or
(ii)
a Nash equilibrium
for ⟨R,C⟩
and the tuple of null vectors
⟨0n,0n⟩
from [22].
Definition 6.2
*Given
ρ=⟨ρ1,ρ2⟩∈NE(⟨R,C⟩)∪{⟨0n,0n⟩}
and
τ=⟨τ1,τ2⟩∈NE(⟨R,C⟩),
the balanced mixture
of ρ
and
τ
is the pair
Roughly speaking,
the balanced mixture
doubles the strategy set of each player
by concatenating it to itself;
it uses
a suitable combination
of the probabilities
in ρ and τ
and concatenates together
the resulting mixed strategies
without modifying the players’ supports
in ρ and τ.
Since
⟨R,C⟩
has the positive utility property,
Lemma 2.2 implies that
both
{\color[rgb]{0,0,0}\overline{{\mathsf{U}}}}_{1}({\bm{\tau}})>0
and
{\color[rgb]{0,0,0}\overline{{\mathsf{U}}}}_{2}({\bm{\tau}})>0;
since
⟨R,C⟩
is win-lose,
both
{\color[rgb]{0,0,0}\overline{{\mathsf{U}}}}_{1}({\bm{\rho}})\geq 0
and
{\color[rgb]{0,0,0}\overline{{\mathsf{U}}}}_{2}({\bm{\rho}})\geq 0.
It follows that both
ρ∗τ
and
τ∗ρ
are well-defined.
It is straightforward to see that
ρ∗τ
and
τ∗ρ
are mixed profiles
for the
win-lose GHR-symmetrization.
Thus,
a balanced mixture maps
the pair
of ρ
and
τ
to the pair of mixed profiles
ρ∗τ
and
τ∗ρ
for the win-lose GHR-symmetrization.
(We shall provide an inverse map
in Theorem 6.6.)
Note that
the balanced mixture is an injective map
as long as the supports
(but not the probabilities)
are concerned.
Note that when
ρ=⟨0n,0n⟩,
then
ρ∗τ=⟨0n∘τ2,τ1∘0n⟩
and
τ∗ρ=⟨τ1∘0n,0n∘τ2⟩;
so,
in
ρ∗τ
and
τ∗ρ,
the mixed strategies τ1 and τ2
are swapped between the two players,
while each is concatenated
with 0n
from left and right,
respectively.
By abuse of notation,
we shall often refer to each of
ρ∗τ
and
τ∗ρ
as a balanced mixture.
Note that
ρ∗τ
together with
τ∗ρ
form a symmetric pair of mixed profiles:
setting
ϕ:=ρ∗τ
with ϕ=⟨ϕ1,ϕ2⟩
yields that
τ∗ρ=⟨ϕ2,ϕ1⟩.
Clearly,
ρ∗τ
is uniform
(resp., symmetric)
if and only if
τ∗ρ is.
We observe a simple uniformity property
of the balanced mixture:
Observation 6.3
If
(1)ρ=⟨0n,0n⟩,
or
(2)
either
ρ
or τ
is non-uniform,
then both
ρ∗τ
and
τ∗ρ
are non-uniform;
thus,
if ρ∗τ
and
τ∗ρ
are uniform,
then both
ρ
and
τ
are uniform.
We further prove
a simple symmetry property
of the balanced mixture:
Lemma 6.3
A balanced mixture is symmetric
if and only if
it is the balanced mixture
τ∗τ
for some
Nash equilibrium
τ∈NE(⟨R,C⟩).
**Proof: **
By Definition 6.2,
the balanced mixture
τ∗τ
is symmetric
for
τ∈NE(⟨R,C⟩).
In the other direction,
consider the symmetric balanced mixture
ρ∗τ,
with
ρ∈NE(⟨R,C⟩)∪{⟨0n,0n⟩}
and
τ∈NE(⟨R,C⟩);
we shall prove that
ρ=τ∈NE(⟨R,C⟩).
Since ρ∗τ
is symmetric,
we have that
[TABLE]
and
[TABLE]
This implies that
ρ1=0n
and
ρ2=0n,
so that
ρ=⟨0n,0n⟩,
which implies that
ρ∈NE(⟨R,C⟩).
Since ρ1, ρ2, τ1 and τ2
are mixed strategies
with each summing up its probabilities to 1,
it follows that
ρ1=τ1
and
ρ2=τ2;
so,
ρ=τ,
as needed.
An identical argument applies to
the balanced mixture
τ∗ρ.
Finally, we observe:
Lemma 6.4
*Consider the pair of Nash equilibria
τ,ρ∈NE(⟨R,C⟩).
Then,
for each player i∈[2],
Ui(τ∗ρ)<max{U1(ρ),U1(τ),U2(ρ),U2(τ)}.
*
U1(τ)+U2(ρ)U1(τ),U1(ρ)+U2(τ)U2(τ),U1(τ)+U2(ρ)U2(ρ),U1(ρ)+U2(τ)U1(ρ)<1,
with
[TABLE]
It follows that
[TABLE]
In a corresponding way,
we establish that
U2(τ∗ρ)<max{U2(ρ),U1(τ)}.
From these together,
the claim follows.
6.3 Characterization of Nash Equilibria
Loosely speaking,
Theorem 6.5
establishes that the balanced mixture
yields Nash equilibria
for the win-lose GHR-symmetrization,
which are thus induced
by given Nash equilibria
of the bimatrix game
G=⟨R,C⟩
with the positive utility property;
Theorem 6.6
establishes that every Nash equilibrium
for
the win-lose GHR-symmetrization
is the balanced mixture
of either a pair of Nash equilibria
for the bimatrix game
⟨R,C⟩
or a Nash equilibrium with the null vector.
We first prove
that the balanced mixture
maps to the set of Nash equilibria
for
G.
Theorem 6.5
Consider the bimatrix game
G=⟨R,C⟩
with the positive utility property
and its win-lose GHR-symmetrization
G.
Fix
ρ∈NE(⟨R,C⟩)∪{⟨0n,0n⟩}
and
τ∈NE(⟨R,C⟩).
Then,
ρ∗τ,τ∗ρ∈NE(G).
**Proof: **
We prove that
ρ∗τ∈NE(G).
Denote
ϕ=⟨ϕ1,ϕ2⟩:=ρ∗τ.
Consider a strategy
j∈[n] with
j∈Supp(ϕ1).
By the definition of
the balanced mixture,
this implies that
j∈Supp(ρ1).
It follows that
ρ∈NE(⟨R,C⟩).
Hence,
[TABLE]
Hence,
we get
[TABLE]
Hence,
restricted to strategies from [n],
strategy j∈[n]
is a best-response for player 1
in ϕ,
with
[TABLE]
Consider now a strategy
k∈[2n]∖[n]
with
k∈Supp(ϕ1).
By the definition
of the balanced mixture,
this implies that
k−n∈Supp(τ2).
It follows that
ρ∈NE(⟨R,C⟩).
Hence,
[TABLE]
Hence,
we get
[TABLE]
Hence,
restricted to strategies from
[2n]∖[n],
strategy k∈[2n]∖[n]
is a best-response
for player 1
in ϕ,
with
[TABLE]
By (5) and (6),
U1(ϕ−1⋄j)=U1(ϕ−1⋄k),
which implies that
all strategies played by player 1
in ϕ1
are best-responses to ϕ2.
Similarly,
we prove that
all strategies played by player 2
in ϕ2
are best-responses to ϕ1.
Hence,
ϕ=ρ∗τ∈NE(G).
Since
G
is a symmetric game,
and
ρ∗τ
together with
τ∗ρ
form a symmetric pair of mixed profiles,
it follows that
τ∗ρ∈NE(G).
We now prove that
a Nash equilibrium for
G
is either
the balanced mixture
of two Nash equilibria
for ⟨R,C⟩,
or the balanced mixture
of a Nash equilibrium
for ⟨R,C⟩
with ⟨0n,0n⟩.
Theorem 6.6
Consider a bimatrix game
G=⟨R,C⟩
with the positive utility property,
and its win-lose
GHR-symmetrization
G
with a Nash equilibrium
ϕ.
Then,
exactly one
of the following conditions hold:
(C’.1)
ϕ1,ϕ1,ϕ2,ϕ2=0n,
with
ϕ=⟨φ1,φ2⟩∗⟨φ2,φ1⟩
and
⟨φ2,φ1⟩,⟨φ1,φ2⟩∈NE(⟨R,C⟩).
2. (C’.2)
ϕ1=ϕ2=0n,
with
ϕ=⟨0n,0n⟩∗⟨φ2,φ1⟩
and
⟨φ2,φ1⟩∈NE(⟨R,C⟩).
3. (C’.3)
ϕ1=ϕ2=0n,
with
ϕ=⟨0n,0n⟩∗⟨φ1,φ2⟩
and
⟨φ1,φ2⟩∈NE(⟨R,C⟩).
**Proof: **
Note that each
of the Conditions
(C’.1),
(C’.2)
and
(C’.3)
refines Condition
(C.1),
(C.2)
and
(C.3),
respectively,
in Lemma 6.2,
of which exactly one holds.
We first prove that
Condition (C.3)
in Lemma 6.2
implies
Condition (C’.3).
So assume
ϕ1,ϕ1,ϕ2,ϕ2=0n.
Consider a strategy
j∈Supp(ϕ1);
so,
j∈[n].
By Observation 6.2 (Eq. 1),
[TABLE]
Since j is
a best-response
for player 1 to ϕ2,
Lemma 2.1
implies that
[TABLE]
Clearly,
φ1
is a mixed strategy
for player 1 in the game
⟨R,C⟩
with
Supp(φ1)=Supp(ϕ1).
Thus,
by normalizing ϕ2,
it follows that
for each strategy
j∈Supp(φ1),
[TABLE]
Consider now a strategy
k∈Supp(ϕ2);
so,
k∈[n].
By Observation 6.2 (Eq. 2),
[TABLE]
Since k is a best-response
for player 2 to ϕ1,
it follows that
[TABLE]
Clearly,
φ2
is a mixed strategy for player 2
in the game
⟨R,C⟩
with
Supp(φ2)=Supp(ϕ2).
Thus,
by normalizing
ϕ1,
it follows that
for each strategy
k∈Supp(ϕ2),
[TABLE]
By (7) and (8),
it follows that
⟨φ1,φ2⟩∈NE(⟨R,C⟩).
Similarly,
we prove that
⟨φ2,φ1⟩∈NE(⟨R,C⟩).
Now it remains to prove that
ϕ=⟨φ1,φ2⟩∗⟨φ2,φ1⟩.
Fix now strategies
j,k∈Supp(ϕ1)
with
j∈[n]
and
k∈[2n]∖[n].
Then,
by Observation 6.2 (Eq. 1),
[TABLE]
and
[TABLE]
also,
for any fixed strategies
j,k∈Supp(ϕ2)
with
j∈[n]
and
k∈[2n]∖[n],
by Observation 6.2 (Eq. 2),
[TABLE]
and
[TABLE]
Since ϕ is a Nash equilibrium
for G,
Lemma 2.1
(Condition (1))
implies that
{\color[rgb]{0,0,0}{\widetilde{{\mathsf{U}}}}}_{1}({\bm{\phi}}_{-1}\diamond j)={\color[rgb]{0,0,0}{\widetilde{{\mathsf{U}}}}}_{1}({\bm{\phi}}_{-1}\diamond k)
and
{\color[rgb]{0,0,0}{\widetilde{{\mathsf{U}}}}}_{2}({\bm{\phi}}_{-2}\diamond j)={\color[rgb]{0,0,0}{\widetilde{{\mathsf{U}}}}}_{2}({\bm{\phi}}_{-2}\diamond k).
Hence,
Set
p1:=∑s1∈[n]ϕ1(s1);
p1,
p2
and
p2
are defined in a corresponding way.
Note that
for each i∈[2],
pi+pi=1.
By the definition of the balanced mixture,
the first component of
the first entry of
⟨φ1,φ2⟩∗⟨φ2,φ1⟩
is
[TABLE]
The second component of
the first entry of
⟨φ1,φ2⟩∗⟨φ2,φ1⟩
is
[TABLE]
The first component of
the second entry of
⟨φ1,φ2⟩∗⟨φ2,φ1⟩
is
[TABLE]
The second component of
the second entry of
⟨φ1,φ2⟩∗⟨φ2,φ1⟩
is
[TABLE]
The proofs that Condition (C.2)
(resp., Condition (C.3))
implies Condition (C’.2)
(resp., Condition (C’.3))
are corresponding.
Recall that
the balanced mixture is an injective map
as long as the supports (but not the probabilities)
are concerned,
Hence,
Proposition 6.5
implies that
[TABLE]
(The squared term comes from
forming the pair
of balanced mixtures
ρ∗σ
and
σ∗ρ,
for each pair
ρ,σ∈NE(⟨S,ST⟩);
the linear term
comes from forming the pair
of balanced mixtures
ρ∗⟨0n,0n⟩
and
⟨0n,0n⟩∗ρ,
for each
ρ∈NE(⟨S,ST⟩).)
Proposition 6.6
implies that
a Nash equilibrium for
⟨S,S\mboxT⟩
is induced via the balanced mixture
either by a single Nash equilibrium
(Cases (C’.2) and (C’.3))
or by a pair of Nash equilibria
(Case (C’.1))
for G.
Hence,
Proposition 6.6
establishes that
the balanced mixture is a surjective map,
so that
[TABLE]
Thus,
Theorems 6.5
and 6.6
provide together
a complete characterization
of the Nash equilibria
for the GHR-symmetrization
⟨S,S\mboxT⟩
in terms of those for
⟨R,C⟩;
so
computing a Nash equilibrium
for a win-lose bimatrix game
and
computing a Nash equilibrium
for a symmetric win-lose bimatrix game
are polynomially equivalent problems.
6.4 Complexity of the Search Problem
Here is an algorithm
to compute a Nash equilibrium
for a win-lose bimatrix game G
with the positive utility property,
with a single invocation
of an algorithm
to compute a Nash equilibrium
for a symmetric win-lose bimatrix game
with the positive utility property:
(1)
Construct the win-lose
GHR-symmetrization
GHR(G).
(2)
Compute a Nash equilibrium ϕ
for the symmetric win-lose game
GHR(G).
(3)
Recover a Nash equilibrium
for G
as follows:
(3.1)
If
ϕ1,ϕ1,ϕ2,ϕ2=0n,
then output
⟨φ2,φ1⟩
(or
⟨φ1,φ2⟩).
(3.2)
If
ϕ1=ϕ2=0n,
then output
⟨φ2,φ1⟩.
(3.3)
If
ϕ1=ϕ2=0n,
then output
⟨φ1,φ2⟩.
Correctness follows from
Theorem 6.6.
Since computing a Nash equilirium
for a win-lose bimatrix game
with the positive utility property
is PPAD-hard
(Section 3),
it immediately follows:
Theorem 6.7
Computing a Nash equilirium
for a symmetric win-lose bimatrix game
with the positive utility property
is PPAD-complete.
6.5 Complexity of the Counting Problem
It was a consequence
of Propositions 5.13
and 5.14
that computing the number of Nash equilibria
for a win-lose bimatrix game
is #P-hard.
We now extend this result
to symmetric win-lose bimatrix games.
We show:
Theorem 6.8
Computing the number
(resp., the parity of the number)
of Nash equilibria
for a symmetric win-lose bimatrix game
is #P-complete
(resp., ⊕P-complete).
**Proof: **
Fix a win-lose gadget game
G
and a 3SAT formula ϕ,
inducing the win-lose bimatrix game
G=G(G,ϕ)
and the symmetric win-lose bimatrix game
G=GHR(G).
By Lemma 5.3
(Condition (1))
and Propositions 5.13
and 5.14,
which can be solved for #ϕ.
Since computing #ϕ
is #P-hard [35],
the #P-hardness follows.
Note that
⊕∣NE(G)∣=⊕(∣NE(G)∣+#ϕ),
from which
⊕ϕ
can be computed.
Since computing ⊕ϕ
is ⊕P-hard [33],
the ⊕P-hardness follows.
7 Complexity Results
Symmetric win-lose bimatrix games,
win-lose bimatrix games
and win-lose three-player games
are considered in Sections 7.1,
7.2
and 7.3,
respectively.
We first recall an informal summary
of the proof technique
from Section 1.3.
The win-lose reduction
is used
to obtain,
given a suitable win-lose gadget game
G
and a formula ϕ, a win-lose game
G=G(G,ϕ);
Propositions 5.13
and 5.14
are used to relate the properties
of the Nash equilibria for G
to the satisfiablity of ϕ.
For the case of symmetric win-lose bimatrix games,
the GHR-symmetrization
from Section 6
is used to obtain from G
the symmetric win-lose game
G=GHR(G);
Theorems 6.5
and 6.6
are used to relate the properties
of the Nash equilibria
for G
to those of the Nash equilibria
for G.
In turn,
this results in relating
the properties
of the Nash equilibria
for G
to the satisfiability of ϕ.
Recall that
for bimatrix games,
the win-lose reduction sets that
the strategy set of each player
i∈[2] in
G
is
Σi(G)=Σi∪L∪V∪C.
7.1 Symmetric Win-Lose Bimatrix Games
Recall that the win-lose GHR-symmetrization
mirrors
the strategies of each player
in a bimatrix game.
So,
for each player i∈[2],
Σi(G)=Σi∪L∪V∪C∪Σi′∪L′∪V′∪C′,
where
the strategy sets
Σi′,
L′,
V′
and
C′
are mirrors of
the strategy sets
Σi,
L,
V
and
C,
respectively.
We show:
Theorem 7.1
Restricted to symmetric win-lose bimatrix games,
the following decision problems are NP-complete:
[TABLE]
Furthermore,
their counting versions are
#P-complete;
so is
# SYMMETRIC NASH.
Except for ⊕¬ UNIFORM NASH
(whose ⊕P-hardness remains open)
and for ⊕¬ SYMMETRIC NASH
(which is in P),
their parity versions are ⊕P-complete.
For each of the four Groups,
we fix a different gadget game G.
For Group I,G is fixed
to the win-lose cyclic game
G1[1]
(Section 4.1).
For Group II,
G
is fixed to the win-lose non-uniform game
G3
(Section 4.3).
For Group III,
G
is fixed to the win-lose cyclic game
G1[h],
for any integer h
with h>2n
(Section 4.1).
For Group IV,G
is fixed to the win-lose cyclic game
G1[2]
(Section 4.1);
we also use
the win-lose diagonal game
G5[k]
as a subgame
in the last stage of the reduction.
Regarding Step 3
in the three-steps proof plan outlined
in Section 1.3,
the decision problems
in Group I and Group III
fall under Case (1);
the single decision problem
in Group II
falls under Case (2);
the decision problems
in Group IV
fall under Case (3).
Notation-wise,
we shall use,
for the proof of Theorem 7.1,
the symbols
P and Q
to denote properties of Nash equilibria
for the game
GHR(G(G,ϕ))
in the cases where ϕ
is unsatisfiable and satisfiable,
respectively.
Loosely speaking,
we shall use,
to establish NP-hardness,
a Q property
and a contradictory
P property,
which together disentangle satisfiability;
that is,
the Q property holds
if and only if ϕ
is satisfiable,
and this implies the NP-hardness
of deciding the corresponding property.
To establish #P-hardness,
we shall express the number of Nash equilibria
for GHR(G(G,ϕ))
fulfilling the property Q
as a function of #ϕ;
inverting the formula
yields #ϕ,
and #P-hardness follows.
To establish ⊕P-hardness,
we shall express the parity of
the number of Nash equilibria for
GHR(G(G,ϕ))
fulfilling the property Q
as a function of ⊕ϕ;
inverting the expression
yields ⊕ϕ
and ⊕P-hardness follows.
We shall use U
and U
to denote (expected) utilities
for the games
G=G(G,ϕ)
and
G=GHR(G(G,ϕ)),
respectively.
For a game G,
denote as κ(G)
the maximum number of strategies
for each player in the game G.
**Proof: **
Consider a 3SAT formula ϕ
with
n:=∣Var(ϕ)∣≥5
and
a win-lose gadget game G,
and their induced
win-lose game G=G(G,ϕ)
constructed by the win-lose reduction
(Section 5),
and the win-lose
GHR-symmetrization
G:=GHR(G)
(Section 6).
Clearly,
κ(G(G,ϕ))=κ(G)+2n+∣C(ϕ)∣+n(n+1).
Hence,
G=G(G,ϕ)
has size polynomial
in the size of ϕ
if and only if
G
has size polynomial
in the size of ϕ.
It follows,
by the win-lose GHR-symmetrization,
that
G
has size polynomial
in the size of ϕ
if and only if
G
has size polynomial
in the size of ϕ.
Assume first that
ϕ
is unsatisfiable.
Proposition 5.13 implies that
NE(G(G,ϕ))=NE(G);
call each Nash equilibrium
for G(G,ϕ)
coming from G
a gadget equilibrium.
So there are
∣NE(G)∣
gadget equilibria for G.
By Theorem 6.5,
G=GHR(G)
has the following Nash equilibria,
which are balanced mixtures
of the gadget equilibria
for G:
(1)
σ1=σ∗τ,
for each ordered pair
⟨σ,τ⟩
of the
gadget equilibria
σ
and
τ
for G.
2. (2)
σ2=σ∗⟨0κ,0κ⟩=⟨σ1∘0κ,0κ∘σ2⟩
and
σ3=⟨0κ,0κ⟩∗σ=⟨0κ∘σ2,σ1∘0κ⟩,
for each gadget equilibrium
σ
for G.
By Theorem 6.6,
G
has no other Nash equilibrium.
Hence,
when ϕ is unsatisfiable,
there are
∣NE(G)∣2+2⋅∣NE(G)∣
Nash equilibria for G.
Assume now that
ϕ
is satisfiable.
Then,
in addition to the gadget equilibria,
it follows,
by Proposition 5.14,
that
G(G,ϕ)
has,
for each satisfying assignment γ
of ϕ,
a Nash equilibrium
σ=σ(γ);
call σ
a literal equilibrium.
So there are
#ϕ
literal equilibria
for G.
By Theorem 6.5,
G=GHR(G)
has,
in addition to the balanced mixtures
of gadget equilibria,
the following Nash equilibria,
called additional,
which are either balanced mixtures of
literal equilibria for G
or balanced mixtures
of a literal and a gadget equilibrium for G:
(1)
σ4=σ∗τ,
for each ordered pair
⟨σ,τ⟩
of the literal equilibria
σ
and
τ
for G.
2. (2)
σ5=σ∗⟨0κ,0κ⟩
and
σ6=⟨0κ,0κ⟩∗σ,
for each literal equilibrium
σ
for G.
3. (3)
σ7=σ∗σ
and
σ8=σ∗σ,
for each pair
of a gadget equilibrium σ
and a literal
equilibrium σ
for G.
Since there are
∣NE(G)∣
gadget equilibria
and
#ϕ
literal equilibria,
it follows that
there are
(#ϕ)2+2⋅#ϕ=#ϕ⋅(#ϕ+2)
balanced mixtures
of literal equilibria
and
2⋅∣NE(G)∣⋅#ϕ
balanced mixtures of
a gadget equilibrium
and a literal equilibrium,
respectively.
By Theorem 6.6,
G
has no other Nash equilibrium.
We proceed to establish properties
of the Nash equilibria
for G and G,
respectively.
Loosely speaking,
these shall be properties disentangling the satisfiability
of ϕ;
thus, NP-hardness follows.
We split the proof into four parts,
one for each Group.
Group I:
We start with a particular remark about
∃¬ UNIFORM NASH.
Proposition 5.14 ensures that
when ϕ
is satisfiable,
the literal Nash equilibria
for G(G,ϕ)
dismatch non-uniformity
as they are uniform
no matter how G
were chosen.
So
the win-lose reduction
is inadequate on its own
to ensure the equivalence
of non-uniformity
to the satisfiability of ϕ.
Although it might seem that
techniques based on the win-lose reduction
could not be adequate for showing
the NP-hardness
of deciding the existence of a non-uniform
Nash equilibrium,
we shall establish
that this is not the case.
In Step 1,
choose the gadget game G
to have a single uniform Nash equilibrium.
For Step 2,
Proposition 5.13
ensures that
G(G,ϕ)
has no non-uniform
Nash equilibrium
when ϕ
is unsatisfiable.
Hence,
Theorems 6.5
and 6.6
ensure that
G
has no non-uniform
Nash equilibrium
when ϕ is unsatisfiable.
But when ϕ
is satisfiable,
in Step 3,
non-uniform Nash equilibria
are created for the win-lose GHR-symmetrization
of G(G,ϕ)
as balanced mixtures
of the single uniform Nash equilibrium for G
(coming from G)
with some literal
Nash equilibrium
for G(G,ϕ).
So
the win-lose GHR-symmetrization
has a non-uniform Nash equilibrium
if and only if ϕ is satisfiable,
and NP-hardness follows.
We stress that
the NP-hardness
of ∃¬ UNIFORM NASH
for symmetric win-lose bimatrix games
exploits the possibility of creating
non-uniform Nash equilibria
as balanced mixtures
of uniform Nash equilibria.
Note that
this result is subsuming the NP-hardness
of ∃¬ UNIFORM NASH
for the more general class
of win-lose bimatrix games,
for which the win-lose reduction
could accomodate no direct proof.
We now continue with the formal proof.
Fix G:=G1[1].
Since κ(G1[1])=1,
it follows that
each of
G=G(G,ϕ)
and
G=GHR(G)
has size polynomial
in the size of ϕ.
By Proposition 4.1,
G1[1]
has a unique Nash equilibrium
σ. Assume first that ϕ
is unsatisfiable.
Since
NE(G(G1[1],ϕ))=NE(G1[1]),
it follows that
G(G1[1],ϕ)
has a unique
Nash equilibrium,
the gadget equilibrium
σ,
which has,
by Proposition 4.1,
the following properties:
For each player i∈[2]:
Ui(σ)=1,
so that
∑i∈[2]Ui(σ)=2;
Supp(σi)=Σi,
with
∣Supp(σi)∣=1,
so that
for each strategy
s∈Supp(σi),
σi(s)=1;
σ
is uniform.
Hence,
G
has exactly three Nash equilibria,
σ1,
σ2
and
σ3,
such that:
For each player i∈[2]:
Ui(σ1)=21,
so that
∑i∈[2]Ui(σ1)=1;
Supp(σi1)=Σi∪Σi′,
with
∣Supp(σi1)∣=2;
for each strategy
s∈Supp(σi1),
σi1(s)=21;
σ1
is uniform.
For each
σ∈{σ2,σ3}:
For each player i∈[2]:
Ui(σ)=1,
so that
∑i∈[2]Ui(σ)=2;
either
Supp(σi)=Σi
or
Supp(σi)=Σi′,
with
∣Supp(σi)∣=1;
for each strategy
s∈Supp(σi),
σi(s)=1;
σ
is uniform.
Hence,
when ϕ
is unsatisfiable,
each Nash equilibrium
σ
for G
has the following properties:
For each player i∈[2]:
(P.1)
Ui(σ)≥21,
so that
(P.2)
∑i∈[2]Ui(σ)≥1;
(P.3)
Supp(σi)⊆Σi∪Σi′,
with
(P.4)
∣Supp(σi)∣≤2;
(P.5)
for each strategy
s∈Supp(σi),
σi(s)≥21;
(P.6)
σ is uniform.
Assume now that
ϕ is satisfiable.
Then,
by Proposition 5.14,
the literal equilibrium
σ=σ(γ),
for a satisfying assignement
γ of ϕ,
has the following properties:
For each player i∈[2]:
Ui(σ)=n2,
so that
∑i∈[2]Ui(σ)=n4;
Supp(σi)=L,
with
∣Supp(σi)∣=n;
for each strategy
s∈Supp(σi),
σi(s)=n1;
σ
is uniform.
Here are the additional Nash equilibria
for G
and their properties:
–
The (#ϕ)2 balanced mixtures
of literal equilibria for G:
For each player i∈[2]:
Ui(σ4)=n1,
so that
∑i∈[2]Ui(σ4)=n2;
Supp(σi4)⊂L∪L′,
with
∣Supp(σi4)∣=2n;
for each strategy
s∈Supp(σi4),
σi4(s)=2n1;
σ4
is uniform.
For each
σ∈{σ5,σ6}:
For each player i∈[2]:
Ui(σ)=n2,
so that
∑i∈[2]Ui(σ)=n4;
Supp(σi)⊂L∪L′,
with
∣Supp(σi)∣=n;
for each strategy
s∈Supp(σi),
σi(s)=n1;
σ
is uniform.
–
The 2⋅#ϕ balanced mixtures of
a gadget equilibrium
and a literal equilibrium for G:
Note that
[TABLE]
and
[TABLE]
respectively.
Consider first
σ7=σ7(γ),
for a satisfying assignment γ
of ϕ.
Then,
by the definition of
the win-lose GHR-symmetrization,
the row (resp., column) player
may get utility 1
only in two cases:
The row player plays L′
and the column player
plays L.
By Proposition 5.14
(Condition (C.4)),
for each literal ℓ∈γ,
σ1(ℓ)=σ2(ℓ)=n1.
Thus,
by the balanced mixture σ7,
for each player i∈[2],
for each literal
ℓ∈γ,
[TABLE]
By the utility functions,
there are two subcases
in which the row (resp., column) player
gets utility 1:
The row player plays ℓ,
the column player plays ℓ′
with ℓ′=ℓ,
and
I(ℓ′)−I(ℓ)∈{0,1}
(resp,
I(ℓ′)−I(ℓ)∈{2,3}).
The two subcases occur with probability
∑ℓ,ℓ′∈γ∣I(ℓ′)−I(ℓ)∈{0,1}σ1(ℓ)⋅σ2(ℓ)=2n⋅(n+21)2
(resp.,
∑ℓ,ℓ′∈γ∣I(ℓ′)−I(ℓ)∈{2,3}σ1(ℓ)⋅σ2(ℓ)=2n⋅(n+21)2).
*
The row player plays Σ1
and the column player plays
Σ2′.
Since
each of
Σ1
and
Σ2′
consists of a single strategy s,
it follows,
by Proposition 4.1,
that
σ1(s)=σ2(s)=1.
Thus,
for each player i∈[2],
[TABLE]
By the utility functions,
there is a single subcase in which
the row (resp., column) player
gets utility 1:
Both players choose s.
The subcase occurs with probability
(n+22)2.
Hence,
for each player i∈[2],
[TABLE]
Since σ7
and σ8
form a symmetric pair of mixed profiles
for the win-lose GHR-symmetrization G,
it follows that
for each player i∈[2],
Ui(σ8)=n+22.
Thus, we have:
For each
σ∈{σ7,σ8}:
For each player i∈[2]:
Ui(σ)=n+22,
so that
∑i∈[2]Ui(σ)=n+24;
either
Supp(σi)⊂Σi∪L∪L′
or
Supp(σi)⊂Σi′∪L∪L′,
with
∣Supp(σi)∣=n+1;
for each strategy
s∈Supp(σi),
σi(s)≤n+22;
σ
is non-uniform.
Hence,
when ϕ
is satisfiable,
we have:
(1)
Each additional Nash equilibrium σ
among the
(#ϕ)2
balanced mixtures
of literal equilibria for G
has the following properties:
For each player i∈[2]:
(Q.1)
Ui(σ)≤n2≤52,
so that
(Q.2)
∑i∈[2]Ui(σ)≤n4≤54;
(Q.3)
Supp(σi)⊂L∪L′,
with
(Q.4)
∣Supp(σi)∣≥n≥5;
(Q.5)
for each strategy
s∈Supp(σi),
σi(s)<n+22≤72;
(Q.6)
σ
is uniform.
2. (2)
Each additional Nash equilibrium σ
among the
2⋅#ϕ
balanced mixtures
of a gadget equilibrium
and a literal equilibrium for G
has the following properties:
For each player i∈[2]:
(Q.7)
Ui(σ)<n2≤52,
so that
(Q.8)
∑i∈[2]Ui(σ)<n4≤54;
(Q.9)
Supp(σi)⊂L∪L′∪Σi∪Σi′,
with
(Q.10)
∣Supp(σi)∣>n≥5;
(Q.11)
for each strategy
s∈Supp(σi),
σi(s)≤n+22≤72;
(Q.12)
σ
is non-uniform.
Hence,
we derive NP-hardness
from the following table:
[TABLE]
The formulas in the rightmost column
can be solved for #ϕ;
by the #P-hardness
of computing #ϕ [35],
this yields the #P-hardness
of the seven counting problems.
Furthermore,
except for 2⋅#ϕ,
these formulas preserve the parity
⊕ϕ;
by the ⊕P-hardness
of computing ⊕ϕ [33],
this yields the ⊕P-hardness
of the six parity problems
other than
⊕¬ UNIFORM NASH.
Group II:
Fix G:=G3.
Since κ(G3)=4,
it follows that
each of
G(G3,ϕ)
and
GHR(G)
has size polynomial
in the size of ϕ.
By Proposition 4.3,
G3
has no uniform Nash equilibrium.
Assume first that ϕ
is unsatisfiable.
Since
NE(G(G3,ϕ))=NE(G3),
it follows that
G(G3,ϕ)
has no uniform Nash equilibrium.
Assume,
by way of contradiction,
that
G=GHR(G)
has a uniform Nash equilibrium
σ.
By Proposition 6.6,
exactly one of the following conditions holds
for σ:
(C’.1)
σ1,σ1,σ2,σ2=0n,
with
σ=⟨ς1,ς2⟩∗⟨ς2,ς1⟩
and
⟨ς2,ς1⟩,⟨ς1,ς2⟩∈NE(G).
2. (C’.2)
σ1=σ2=0n,
with
σ=⟨0n,0n⟩∗⟨ς2,ς1⟩
and
⟨ς2,ς1⟩∈NE(G).
3. (C’.3)
σ1=σ2=0n,
with
σ=⟨0n,0n⟩∗⟨ς1,ς2⟩
and
⟨ς1,ς2⟩∈NE(G).
By Observation 6.3,
the uniformity of σ
implies that
exactly one of these conditions holds:
(C”.1)
σ1,σ1,σ2,σ2=0n,
and both
⟨ς2,ς1⟩
and
⟨ς1,ς2⟩
are uniform Nash equilibria
for G.
2. (C”.2)
σ1=σ2=0n,
and
⟨ς2,ς1⟩
is a uniform Nash equilibrium for
G.
3. (C”.3)
σ1=σ2=0n,
and
⟨ς1,ς2⟩
is a uniform Nash equilibrium for
G.
So,
in all cases,
G
has a uniform Nash equilibrium.
A contradiction.
This implies the following property:
(P.1)
G
has no uniform Nash equilibrium.
Assume now that ϕ
is satisfiable.
Then,
by Proposition 5.14
(Condition (4)),
the literal equilibrium
σ=σ(γ),
for a satisfying assignment γ
of ϕ,
is uniform.
Here are the additional Nash equilibria for G
and their properties:
–
The (#ϕ)2
balanced mixtures of literal equilibria
for G:
σ4
is uniform.
By Observation 6.3,
σ5
and
σ6
are non-uniform.
–
The 2⋅#ϕ
balanced mixtures
of a gadget equilibrium
and a literal equilibrium
for G:
Since
σ
is non-uniform,
it follows,
by Observation 6.3,
that
σ7
and
σ8
are non-uniform.
Hence,
when ϕ
is satisfiable,
we have:
(1)
Each additional Nash equilibrium
σ
among the (ϕ)2
balanced mixtures of literal equilibria
for G
has the following property:
(Q.1)
σ is uniform.
2. (2)
Each additional Nash equilibrium
σ
among the 2⋅ϕ
balanced mixtures of
a gadget equilibrium
and a literal equilibrium
for G
has the following property:
(Q.2)
σ is non-uniform.
Hence,
we derive NP-hardness
from the following table:
[TABLE]
The formula
(#ϕ)2
in the rightmost column
can be solved for #ϕ;
by the #P-hardness
of computing #ϕ [35],
this yields the #P-hardness
of the counting problem.
Furthermore,
the formula (#ϕ)2
preserves the parity ⊕ϕ;
by the ⊕P-hardness
of computing ⊕ϕ [33],
this yields the ⊕P-hardness
of the parity problem.
Group III:
Fix
G:=G1[h],
where h is polynomial in n with
h>2n.
Since κ(G1[h])=h,
where
h is polynomial in n,
it follows that each of
G=G(G1[h],ϕ)
and
G=GHR(G)
has size polynomial
in the size of ϕ.
By Proposition 4.1,
G1[h]
has a unique Nash equilibrium
σ.
Assume first that
ϕ is unsatisfiable.
Since
NE(G(G1[h],ϕ))=NE(G1[h]),
it follows that
G(G1[h],ϕ)
has a unique
Nash equilibrium,
the gadget equilibrium σ,
which has,
by Proposition 4.1,
the following properties:
For each player i∈[2]:
Ui(σ)=h1,
so that
∑i∈[2]Ui(σ)=h2;
∣Supp(σi)∣=h.
Hence,
G
has exactly three Nash equilbria,
σ1,
σ2
and
σ3,
such that:
For each player i∈[2]:
Ui(σ1)=2h1,
so that
∑i∈[2]Ui(σ1)=h1;
∣Supp(σi1)∣=2h.
For each σ∈{σ2,σ3}:
For each player i∈[2]:
Ui(σ)=h1,
so that
∑i∈[2]Ui(σ)=h2;
∣Supp(σi)∣=h.
Hence,
when ϕ is unsatisfiable,
each Nash equilibrium
σ
for G
has the following properties:
For each player i∈[2]:
(P.1)
Ui(σ)≤h1<2n1,
so that
(P.2)
∑i∈[2]Ui(σ)≤h2<n1;
(P.3)
∣Supp(σi)∣≥h>2n.
Assume now that ϕ is satisfiable.
Then,
by Proposition 5.14,
the literal equilibrium
σ=σ(γ),
for a satisfying assignment γ
of ϕ,
has the following properties:
For each player i∈[2]:
Ui(σ)=n2,
so that
∑i∈[2]Ui(σ)=n4;
∣Supp(σi)∣=n.
Here are the additional Nash equilibria
of G
and their properties:
–
The (#ϕ)2
balanced mixtures
of literal equilibria for G:
For each player i∈[2]:
Ui(σ4)=n1,
so that
∑i∈[2]Ui(σ4)=n2;
∣Supp(σi4)∣=2n.
For each
σ∈{σ5,σ6}:
For each player i∈[2]:
Ui(σ)=n2,
so that
∑i∈[2]Ui(σ)=n4;
∣Supp(σi)∣=n.
–
The 2⋅#ϕ
balanced mixtures
of a gadget equilibrium
and a literal equilibrium for G:
Note that
[TABLE]
and
[TABLE]
respectively.
Consider first σ7,
with σ7=σ7(γ)
for a satisfying assignment γ
of ϕ.
Then,
by the definition of
the win-lose GHR-symmetrization,
the row (resp., column) player
may get utility 1
only in the following two cases:
The row player plays L′
and the column player
plays L.
By Proposition 5.14
(Condition (C.4)),
for each literal ℓ∈γ,
σ1(ℓ)=σ2(ℓ)=n1.
Thus,
by the balanced mixture σ7,
for each player i∈[2],
for each literal
ℓ∈γ,
[TABLE]
By the utility functions,
there are two subcases
in which the row (resp., column) player
gets utility 1:
The row player chooses ℓ,
the column player chooses ℓ′
with ℓ′=ℓ,
and
I(ℓ′)−I(ℓ)∈{0,1}
(resp,
I(ℓ′)−I(ℓ)∈{2,3}).
The two subcases occur with probability
∑ℓ,ℓ′∈γ∣I(ℓ′)−I(ℓ)∈{0,1}σ1(ℓ)⋅σ2(ℓ)=2n⋅(n+2h1)2.
(resp.,
∑ℓ,ℓ′∈γ∣I(ℓ′)−I(ℓ)∈{2,3}σ1(ℓ)⋅σ2(ℓ)=2n⋅(n+2h1)2).
*
The row player plays Σ1
and the column player plays
Σ2′.
By Proposition 4.1,
it follows that
for each strategy
s∈[h],
σ1(s)=σ2(s)=h1.
Thus,
by the balanced mixture
σ7,
for each player i∈[2],
for each strategy
s∈[h],
σi7(s)=n+2h2hσi(s)=n+2h2.
By the utility functions,
there is a single subcase in which
the row (resp., column) player
gets utility 1:
The row player chooses sl
and the column player chooses
sl
(resp.,
the row player chooses sl
and the column player chooses
sl+1).
The subcase occurs with probability
∑sl∈[h]σ17(sl)⋅σ27(sl)=h⋅(n+2h2)2
(resp.,
∑sl∈[h]σ17(sl)⋅σ27(sl+1)=h⋅(n+2h2)2).
It follows that
for each player i∈[2],
[TABLE]
Since σ7
and σ8
form a symmetric pair of mixed profiles
for the win-lose GHR-symmetrization G,
it follows that
for each player i∈[2],
Ui(σ8)=n+2h2.
Thus,
it follows:
For each
σ∈{σ7,σ8}:
For each player i∈[2]:
Ui(σ)=n+2h2,
so that
∑i∈[2]Ui(σ)=n+2h4;
∣Supp(σi)∣=n+h.
Hence,
when ϕ
is satisfiable,
we have:
(1)
Each additional Nash equilibrium
among the (#ϕ)2
balanced mixtures
of literal equilibria
for G
has the following properties:
For each player i∈[2]:
(Q.1)
Ui(σ)≥n1,
so that
(Q.2)
∑i∈[2]Ui(σ)≥n2;
(Q.3)
Supp(σi)≤2n<h.
(2)
Each additional Nash equilibrium
among the 2⋅#ϕ
balanced mixtures
of a gadget equilibrium
and a literal equilibrium
for G
has the following properties:
For each player i∈[2]:
(Q.4)
Ui(σ)=n+2h2,
so that
(Q.5)
∑i∈[2]Ui(σ)=n+2h4;
(Q.6)
Supp(σi)=n+h.
Note that
the choice
h>2n
implies that
n+2h2<2h1
and
h<n+h<2h.
Hence,
the properties
(Q.4),
(Q.5)
and
(Q.6)
are not contradictory to the properties
(P.1),
(P.2)
and
(P.3),
respectively,
of Nash equilibria,
holding when ϕ
is unsatisfiable.
Hence,
we derive NP-hardness
from the following table:
[TABLE]
The formula
(#ϕ)2
in the rightmost column
can be solved for #ϕ;
by the #P-hardness
of computing #ϕ [35],
this yields the #P-hardness
of the three counting problems.
Furthermore,
this formula preserves the parity ⊕ϕ;
by the ⊕P-hardness
of computing ⊕ϕ [33],
this yields the ⊕P-hardness
of the three parity problems.
Group IV:
We start with an informal outline of the proof.
First note that
the problems
∃ 2 NASH
and ∃ 3 NASH
“escape” the technique
using the GHR-symmetrization
of G=G(G,ϕ) since,
by Theorem 6.6,
each Nash equilibrium of G
gives rise
to exactly three, distinct Nash equilibria
of G=GHR(G);
thus,
even if G
had a unique Nash equilibrium,
this approach could only help
proving the NP-hardness
of ∃k+1 NASH with k≥3.
Instead,
to prove the NP-hardness of
∃k+1 NASH
for all integers k≥1,
we “embed” the win-lose diagonal game
G5[k]
(Section 4.5)
as a subgame of G.
Denote the resulting game as
G∥G5[k],
which is still symmetric and win-lose.
We shall establish that
when ϕ is unsatisfiable,
all Nash equilibria
of G
which are “inherited” from G
are “destroyed” in
G∥G5[k]
as long as G
has been chosen
so that
the players’ expected utilities
are smaller than 1
in a Nash equilibrium;
thus,
in this case,
G∥G5[k]
has exactly k Nash equilibria,
which are “inherited” from
the win-lose diagonal game
G5[k];
instead,
when ϕ is satisfiable,
all k Nash equilibria
inherited from G5[k] survive,
and a new Nash equilibrium
is created for each satisfying assignment of ϕ.
Besides the decision problem
∃k+1 NASH, with k≥1,
the same idea goes through
for the last three decision problems
in Group IV.
We now continue with the details
of the formal proof.
Fix
G:=G1[2].
Since κ(G1[2])=2,
it follows that
each of
G
and
G
has size polynomial
in the size of ϕ.
Denote as
G∥G5[k]
the win-lose game
resulting from
G
by adding the
k strategies from
T:={t1,…,tk}
to the strategy set of each player,
so that Σ(G∥G5[k])=Σ(G)∪T,
and setting:
(C.1)
U(⟨s,t⟩):=⟨0,1⟩
and
U(⟨t,s⟩):=⟨1,0⟩,
when
s∈Σ(G)∖(L∪L′)
and t∈T.
(C.2)
U(⟨s,t⟩):=U(⟨t,s⟩):=⟨0,0⟩,
when s∈L∪L′
and
t∈T.
(C.3)
U(⟨tj,tl⟩):=⟨Dk[j,l],DkT[j,l]⟩,
when j,l∈[k];
thus,
G5[k]
is “embedded” into
G
as a subgame.
Note that
G∥G5[k]
is a symmetric game,
which has size polynomial
in the size of ϕ.
Furthermore,
by Proposition 4.10,
for each Nash equilibrium
σ∈NE(G5[k]),
for each player i∈[2],
Ui(σ)=1.
Since G∥G5[k]
is win-lose and
T⊆Σ(G∥G5[k]),
it follows that
σ
is a Nash equilibrium for
G∥G5[k].
Thus,
NE(G5[k])⊆NE(G∥G5[k]).
We continue to prove
two simple properties
of the Nash equilibria for
G∥G5[k].
Claim 7.2
Fix a Nash equilibrium
σ∈NE(G∥G5[k])
with
Supp(σi)⊆T
for some player i∈[2].
Then,
σ∈NE(G5[k]).
**Proof: **
By Cases (C.1) and (C.2)
from the definition of the utility functions of
G∥G5[k],
Ui(σ−i⋄s)=0
for each strategy
s∈Σ(G).
Since G5[k]
has the positive utility property,
there is a strategy t∈T
such that
Ui(σ−i⋄t)>0.
Thus,
by Lemma 2.1,
every best-response strategy for player i
is contained in T,
which
implies that
Supp(σi)⊆T.
Hence,
σ
maps to a mixed profile for
G5[k],
and the claim follows.
Fix now a mixed profile
σ for
G∥G5[k]
such that
for each player i∈[2],
σi(T)<1;
so,
for each player i∈[2],
Supp(σi)⊆T.
Construct
from σ
the mixed profile
ς=ς(σ)
for G
such that
for each player i∈[2]
and strategy
s∈Σ(G),
[TABLE]
that is,
ς
is the projection of
σ to
Σ(G).
Note that,
by the construction,
for each player i∈[2],
Supp(ςi)⊆Supp(σi).
We now prove:
Claim 7.3
Fix a Nash equilibrium
σ∈NE(G∥G5[k])∖NE(G5[k]).
Then,
ς(σ)
is a Nash equilibrium for G.
**Proof: **
Assume,
by way of contradiction,
that
ς(σ)
is not a Nash equilibrium
for G.
Then,
by Lemma 2.1,
there is a player i∈[2]
and a pair of strategies
s′∈Σ(G)
and
s∈Supp(ςi)
such that
[TABLE]
Since
Supp(ςi)⊆Supp(σi),
it follows that
s∈Supp(σi).
Since
G∥G5[k] is a symmetric game,
we may assume, without loss of generality,
that i=1.
Clearly,
Since σ
is a Nash equilibrium for
G∥G5[k]
and s∈Supp(σ1),
Lemma 2.1 (Condition (1))
implies that
U1(σ−1⋄s)≥U1(σ−1⋄s′).
A contradiction.
We now prove:
Lemma 7.4
Assume that ϕ is unsatisfiable.
Then,
NE(G∥G5[k])=NE(G5[k]).
**Proof: **
Since
NE(G5[k])⊆NE(G∥G5[k]),
it remains to prove that
NE(G∥G5[k])∖NE(G5[k])=∅.
Assume,
by way of contradiction,
that there is
a Nash equilibrium
σ∈NE(G∥G5[k])∖NE(G5[k]).
Since ϕ is unsatisfiable,
it follows,
by Proposition 5.13,
that
NE(G)=NE(G1[2]).
Thus,
by Proposition 6.6,
for each
τ∈NE(G),
for each player i∈[2],
Supp(τi)⊆Σi∪Σi′.
Since,
by Claim 7.3,
ς(σ)
is a Nash equilibrium for
G,
it follows that
for each player i∈[2],
Supp(σi)⊆Σi∪Σi′∪T.
Since
σ∈NE(G5[k]),
Claim 7.2
implies that
for each player i∈[2],
Supp(σi)⊆T.
Hence,
it follows that
for each player i∈[2],
Supp(σi)∩(Σi∪Σi′)=∅.
There are two cases:
Assume first
that
for each player i∈[2],
Supp(σi)⊆Σi∪Σi′.
By the utility functions of
G1[2]
and by the definition of the GHR-symmetrization,
it follows that
for any profile
s supported in σ,
U1(s)+U2(s)≤1.
This implies that
there is a player i∈[2]
with
Ui(s)<1.******We prepare the reader
that this is the only property
of the gadget game
G1[2]
that we shall use for the proof
regarding the decision problems in Group IV.
Thus,
there could be used,
as a gadget game,
any win-lose game
other than G1[2],
such that
there is,
for each Nash equilibrium of it,
a player receiving utility less than 1.
This implies that
Ui(σ)<1.
Consider now
player i
switching to a pure strategy
t∈T.
Note that only profiles falling into case (C.1)
are supported in
σ−i⋄t.
Hence,
by the utility functions of
G∥G5[k],
Ui(σ−i⋄t)=1.
Since Ui(σ)<1,
Lemma 2.1 (Condition (1))
yields a contradiction.
2. 2.
Assume now
that there is a player
i∈[2] with
Supp(σi)∩T=∅.
Since
G∥G5[k]
is a symmetric game,
we may assume,
without loss of generality,
that
i=2.
Since
Supp(σi)∩(Σi∪Σi′)=∅
for each player i∈[2],
there is a strategy
s∈Supp(σ1)∩(Σ1∪Σ1′).
Thus,
[TABLE]
Since G5[k] has the positive utility property
and
Supp(σ2)∩T=∅,
it follows that
there is a strategy
t∈T
such that
[TABLE]
So consider player 1
switching to
the pure strategy t.
Then,
[TABLE]
It follows that
[TABLE]
Since s∈Supp(σ1),
Lemma 2.1 (Condition (1))
implies that
[TABLE]
A contradiction.
The claim now follows.
By Proposition 4.10,
Lemma 7.4
immediately implies:
Corollary 7.5
Assume that ϕ is unsatisfiable.
Then:
(P.0)
G∥G5[k]
has exactly k Nash equilibria,
and each is
(P.1)
Pareto-Optimal,
(P.2)
Strongly Pareto-Optimal,
and
(P.3)
symmetric.
We continue to prove:
Lemma 7.6
Assume that ϕ is satisfiable.
Then,
(Q.1)
#ϕ⋅(#ϕ+4)
of the additional
Nash equilibria for
G∥G5[k]
are neither Pareto-Optimal
nor Strongly Pareto-Optimal,
(Q.2)
#ϕ⋅(#ϕ+1)
of them
are non-symmetric,
and
(Q.3)
#ϕ
of them
are symmetric.
**Proof: **
Since ϕ is satisfiable,
it follows,
by Proposition 5.14,
that
for each satisfying assignment γ
of ϕ,
there is
a Nash equilibrium
σ
for G
such that
for each player i∈[2],
Ui(σ)=n2<1.
Here are the additional Nash equilibria for G
and their properties:
The (ϕ)2
balanced mixtures
of literal equilibria for G:
By Lemma 6.3,
σ4
is symmetric
if and only if
σ=τ,
while
σ5
and
σ6
are non-symmetric.
Furthermore:
For each player i∈[2],
Ui(σ4)=n1<1.
For each
σ∈{σ5,σ6}:
∑i∈[2]Ui(σ)=n2<2.
*
The 2⋅#ϕ
balanced mixtures
of a literal equilibrium
and a gadget equilibrium
for G:
By Lemma 6.3,
it follows that
σ7
and
σ8
are non-symmetric.
Furthermore,
by Lemma 6.4:
For each
σ∈{σ5,σ6}:
For each player i∈[2]:
Ui(σ7)<max{Ui(σ),Ui(σ)}<1.
Hence,
there are #ϕ additional Nash equilibria
for G
which are symmetric
and
#ϕ⋅(#ϕ+2)−#ϕ=#ϕ⋅(#ϕ+1)
additional Nash equilibria
for G
which are non-symmetric.
Consider now any
additional Nash equilibrium
σ
for G.
Since
G∥G5[k]
is constructed
from G
by adding T
to the strategy set of each player,
it suffices,
in order to prove that
σ
is a Nash equilibrium for
G∥G5[k],
to check that no player can improve her utility
in σ
by switching to a strategy in T.
By Case (C.2)
in the utility functions,
it holds that
U(⟨s1,s2⟩)=⟨0,0⟩
for s1∈L∪L′
(resp., s1∈T)
and
s2∈T
(resp., s2∈L∪L′).
Hence,
for each player i∈[2],
Ui(σ−i⋄t)=0
for each strategy
t∈T.
Thus,
σ∈NE(G∥G5[k])
with
Ui(σ)<1
for each player i∈[2].
Hence,
G∥G5[k]
has
#ϕ symmetric Nash equilibria
and
#ϕ⋅(#ϕ+1)
non-symmetric Nash equilibria.
Properties (Q.2)
and (Q.3)
follow.
By Proposition 4.10,
each player i∈[2] has utility 1
in any Nash equilibrium
for G5[k].
Since
NE(G5[k])⊆NE(G∥G5[k]),
this implies that
σ
is neither Pareto-Otimal
nor Strongly Pareto-Optimal.
So
there are
(#ϕ)2+2⋅#ϕ+2⋅#ϕ#ϕ⋅(ϕ+4)
additional Nash equilibria
which are neither
Pareto-Otimal
nor Strongly Pareto-Optimal.
Property
(Q.1)
follows.
Hence,
using Lemma 7.6,
we derive NP-hardness
from the following table:
[TABLE]
Both formulas in the rightmost column
can be solved for #ϕ;
by the #P-hardness
of computing #ϕ [35],
this yields the #P-hardness
of the three counting problems.
Furthermore,
the formula #ϕ⋅(#ϕ+1)
preserves the parity
⊕ϕ;
by the ⊕P-hardness
of computing ⊕ϕ [33],
this yields the ⊕P-hardness
of the parity problems
⊕¬ PARETO-OPTIMAL NASH
and
⊕¬ STRONGLY PARETO-OPTIMAL NASH.
By Corollary 7.5
and Lemma 7.6
(Condition (Q.3)),
\mbox{{\sf# SYMMETRIC NASH}}=k+\#{\mathsf{\phi}}.
This formula can be solved for #ϕ;
by the #P-hardness
of computing #ϕ [35],
this yields the #P-hardness
of
# SYMMETRIC NASH.
Furthermore,
this formula allows computing
⊕ϕ
from
⊕ SYMMETRIC NASH;
by the ⊕P-hardness
of computing ⊕ϕ [33],
this yields the ⊕P-hardness
of
⊕ SYMMETRIC NASH.
We now show:
Theorem 7.7
Fix a win-lose bimatrix game G
with the positive utility property.
Then,
restricted to symmetric win-lose bimatrix games,
NASH-EQUIVALENCE(GHR(G))
is co-NP-complete.
**Proof: **
Here is a polynomial time algorithm
to decide
the non-satisfiability
of an input formula ϕ,
with access to an oracle for
NASH-EQUIVALENCE (GHR(G)):
Construct the symmetric win-lose bimatrix games
GHR(G)
and
G=GHR(G(G,ϕ)).
Query the oracle
for
NASH-EQUIVALENCE (GHR(G))
on input G
and return the answer of the oracle.
To establish the correctness of the algorithm,
we prove:
Lemma 7.8
NE(G(G,ϕ))=NE(G)*
if and only if
NE(GHR(G(G,ϕ)))=NE(GHR(G)).*
**Proof: **
Assume first that
NE(GHR(G(G,ϕ)))=NE(GHR(G)).
Since every Nash equilibrium for
G
is a gadget equilibrium,
the win-lose GHR-symmetrization
implies that
every Nash equilibrium for
GHR(G)
is also a gadget equilibrium.
Hence,
the Nash-equivalence of
GHR(G)
and
GHR(G(G,ϕ))
implies that
every Nash equilibrium for
GHR(G(G,ϕ))
is a gadget equilibrium.
Hence,
the win-lose GHR-symmetrization implies that
every Nash equilibrium for
G(G,ϕ)
is a gadget equilibrium.
By Propositions 5.13
and 5.14,
it follows that
ϕ
is unsatisfiable
(since otherwise
G(G,ϕ)
has a literal equilibrium).
Hence,
Proposition 5.13
implies that
NE(G(G,ϕ))=NE(G).
Assume now that
NE(GHR(G(G,ϕ)))=NE(GHR(G)).
Since
NE(G)⊆NE(G(G,ϕ)),
every gadget equilibrium
is a Nash equilibrium
for
G(G,ϕ).
Hence,
Proposition 6.5
implies that
NE(GHR(G))⊆NE(GHR(G(G,ϕ))).
Hence,
the assumption implies that
GHR(G(G,ϕ))
has a literal equilibrium.
By the GHR-symmetrization,
this implies that
G(G,ϕ)
has a literal equilibrium.
By Propositions 5.13
and 5.14,
it follows that
ϕ
is satisfiable
(since otherwise
G(G,ϕ)
has no literal equilibrium).
Hence,
Propositions 5.14
implies that
NE(G(G,ϕ))=NE(G),
and this completes the proof.
By Propositions 5.13
and 5.14,
ϕ
is unsatisfiable
if and only if
NE(G(G,ϕ))=NE(G).
Hence,
by Lemma 7.8,
it follows that
ϕ
is unsatisfiable
if and only if
NE(GHR(G(G,ϕ)))=NE(GHR(G)).
Hence,
NASH-EQUIVALENCE(GHR(G))
is co-NP-hard.
7.2 Win-Lose Bimatrix Games
We show:
Theorem 7.9
Restricted to win-lose bimatrix games,
∃ SYMMETRIC NASH*
is NP-complete.
*
**Proof: **
Fix
G:=G4
(Section 4.4).
Assume first that
ϕ is unsatisfiable.
Then,
by Proposition 5.13,
NE(G(G4,ϕ))=NE(G4).
Hence,
by Proposition 4.9,
G(G4,ϕ)
has no symmetric Nash equilibrium.
Assume now that
ϕ is satisfiable.
Then,
by Proposition 5.14
(Condition (4)),
G(G4,ϕ)
has a symmetric Nash equilibrium.
So
G(G4,ϕ)
has a symmetric Nash equilibrium
if and only if
ϕ is satisfiable,
and the NP-hardness
of ∃ SYMMETRIC NASH
follows.
We remark that
the #P-hardness
of # SYMMETRIC NASH
for win-lose bimatrix games
is already implied by the #P-hardness
of # SYMMETRIC NASH
for symmetric win-lose bimatrix games
(Theorem 7.1).
7.3 Win-Lose 3-Player Games
We show:
Theorem 7.10
Restricted to win-lose 3-player games,
∃ RATIONAL NASH*
is NP-complete.
Furthermore,
# RATIONAL NASH
is #P-complete
and
⊕ RATIONAL NASH
is ⊕P-complete.*
**Proof: **
Fix
G:=G2
(Section 4.2).
Assume first that
ϕ is unsatisfiable.
Then,
by Proposition 5.13,
NE(G(G2,ϕ))=NE(G2).
Hence,
by Proposition 4.2,
G(G2,ϕ)
has a single Nash equilibrium,
which is irrational.
Assume now that
ϕ is satisfiable.
Then,
by Proposition 5.14
(Condition (4)),
G(G2,ϕ)
has,
for each satisfying assignment γ
of ϕ,
a rational Nash equilibrium
σ=σ(γ).
Thus,
G(G2,ϕ)
has a rational Nash equilibrium
if and only if
ϕ is satisfiable,
and the NP-hardness
of ∃ RATIONAL NASH
follows.
By Propositions 5.13
and 5.14,
the number of rational Nash equilibria
for G
is
#ϕ.
Since computing #ϕ
is #P-hard [35],
the #P-hardness
of # RATIONAL NASH
follows.
Since computing ⊕ϕ
is ⊕P-hard [33],
⊕P-hardness
of ⊕ RATIONAL NASH
follows.
8 Discussion and Open Problems
We have established that symmetric win-lose bimatrix games
are as complex as general bimatrix games
with respect to a handful
of decision problems about Nash equilibria,
which either were previously studied in [4, 7, 12, 13, 20, 25, 26, 28] or are new
(Theorems 7.1 and 7.7).
Furthermore,
deciding the existence of a symmetric Nash equilibrium
for win-lose bimatrix games
is as hard as for general bimatrix games
(Theorem 7.9);
deciding the existence of a rational Nash equilibrium
for win-lose 3-player games
is as hard as
for general 3-player games
(Theorem 7.10).
Figure 4
provides a tabular summary of
these NP-hardness results,
which improve and extend
previous corresponding NP-hardness results
from [4, 7, 12, 13, 20, 28]—
there remain just two
of those decision problems
whose NP-hardness
is still open;
we conjecture:
Conjecture 8.1
∃ PARETO-OPTIMAL NASH*
and
∃* STRONGLY PARETO-OPTIMAL NASH*
are NP-hard
for symmetric win-lose bimatrix games.*
Furthermore,
the counting versions
of these NP-hard problems
(Theorems 7.1, 7.9 and 7.10)
are all #P-hard.
Except for two
of the parity versions of
those NP-hard decision problems,
namely
⊕¬ UNIFORM NASH
and
⊕¬ SYMMETRIC NASH,
their parity versions
are all ⊕P-hard.
Of these two,
recall that
⊕¬ SYMMETRIC NASH
is in P;
the ⊕P-hardness
of
⊕¬ UNIFORM NASH
remains open.
We conjecture:
Conjecture 8.2
⊕¬ UNIFORM NASH*
is ⊕P-hard.*
The following decision problem
inquires about the irrationality
of Nash equilibria:
∃ IRRATIONAL NASH
[TABLE]
∃ IRRATIONAL NASH
is a trivial problem for non-degenerate bimatrix games,††††††For bimatrix games,
the existence of an irrational Nash equilibrium
is equivalent to the existence of infinitely many Nash equilibria.
Non-degenerate bimatrix games
have a finite number of Nash equilibria.
Hence, they have no irrational Nash equilibrium.
while it is NP-hard
for general 3-player games [4, Theorem 4].‡‡‡‡‡‡The proof used an alternative approach,
employing a reduction from the decision problem
NASH-REDUCTION [4, Section 2.3.2],
which is not considered here.
Conjecture 8.3
∃ IRRATIONAL NASH*
is NP-hard
for win-lose 3-player games.*
Obtaining tight hardness results
for the complexity of
the decision problems
about Nash equilibria
(resp., symmetric Nash equilibria)
in 3-player win-lose games
(resp., symmetric 3-player win-lose games)
remains a tantalizing open problem.
In two very recent works [5, 6]
extending [19],
the present authors
established tight ∃R-hardness results
for this complexity
in general 3-player games
(resp., general symmetric 3-player games);
∃R
is the complexity class capturing the
Existential Theory of the Reals [34].
Open Problem 8.1
Determine whether or not
the ∃R-complete
decision problems about Nash equilibria
(resp., symmetric Nash equilibria)
in 3-player games
(resp., symmetric 3-player games)
from [5, 6]
remain ∃R-hard
when the corresponding games
are restricted to win-lose.
Acknowledgments:
We would like to thank Burkhard Monien
and Pino Persiano
for some helpful comments.
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