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On the Complexity of Nash Equilibrium Reoptimization
Proceedings of the 33rd Conference on Uncertainty in Artificial Intelligence, PMLR R15:601-610, 2017.
Abstract
We provide, to the best of our knowledge, the first study about reoptimization complexity of game-theoretical solutions. In a reoptimization problem, we are given an instance, its optimal solution, and a local modification, and we are asked to find the exact or an approximate so- lution to the modified instance. Reoptimiza- tion is crucial whenever an instance needs to be solved repeatedly and, at each repetition, its parameters may slightly change. In this paper, we focus on Nash equilibrium, being the cen- tral game-theoretical solution. We study the reoptimization of Nash equilibria satisfying some properties (i.e., maximizing/minimizing the social welfare, the utility of a player or the support size) for some different local modifica- tions of the game (i.e., modification of a pay- off or addition/removal of an action), show- ing that such problems are NP-hard. Further- more, we assess the approximation complex- ity of the aforementioned problems, showing that it matches the complexity of the origi- nal (non-reoptimization) problems. Finally, we show that, when finding a Nash equilibrium is thought as an optimization problem, reopti- mization is useful for finding approximate so- lutions. Specifically, it allows one to find $\epsilon$- Nash equilibria with smaller $\epsilon$ than that of the solutions returned by the best known approxi- mation algorithms.