Query Complexity of Approximate Equilibria in Anonymous Games (1412.6455v3)

Abstract: We study the computation of equilibria of anonymous games, via algorithms that may proceed via a sequence of adaptive queries to the game's payoff function, assumed to be unknown initially. The general topic we consider is \emph{query complexity}, that is, how many queries are necessary or sufficient to compute an exact or approximate Nash equilibrium. We show that exact equilibria cannot be found via query-efficient algorithms. We also give an example of a 2-strategy, 3-player anonymous game that does not have any exact Nash equilibrium in rational numbers. However, more positive query-complexity bounds are attainable if either further symmetries of the utility functions are assumed or we focus on approximate equilibria. We investigate four sub-classes of anonymous games previously considered by \cite{bfh09, dp14}. Our main result is a new randomized query-efficient algorithm that finds a $O(n^{-1/4})$-approximate Nash equilibrium querying $\tilde{O}(n^{3/2})$ payoffs and runs in time $\tilde{O}(n^{3/2})$. This improves on the running time of pre-existing algorithms for approximate equilibria of anonymous games, and is the first one to obtain an inverse polynomial approximation in poly-time. We also show how this can be utilized as an efficient polynomial-time approximation scheme (PTAS). Furthermore, we prove that $\Omega(n \log{n})$ payoffs must be queried in order to find any $\epsilon$-well-supported Nash equilibrium, even by randomized algorithms.