Presentations (talk slides) of Bernhard von Stengel

(last update: 11 November 2014)

All presentations are in PDF format; typical file size is 1MB. The files represent the newest version, older talks may have been different (and sometimes had different titles). Please do not use these slides without my permission. Thanks!


[pdf] Computationally efficient coordination in game trees

Paper.

Abstract: The solution concept of ``correlated equilibrium'' allows for coordination in games. For game trees with imperfect information, it gives rise to NP-hard problems, even for two-player games without chance moves. We introduce the ``extensive form correlated equilibrium'' (EFCE), which extends Aumann's correlated equilibrium, where coordination is achieved by signals that are received ``locally'' at information sets. An EFCE is polynomial-time computable for two-player games without chance moves.
(Joint work with Francoise Forges.)

Talks given:


[pdf] Equilibrium Computation for Two-Player Games in Strategic Form

[pdf] Efficient Computation of Equilibria for Extensive Games

Survey in the Graduate Textbook "Algorithmic Game Theory"
Survey in the Handbook of Game Theory

Abstract: We survey algorithms for finding equilibria of two-player games in strategic form and extensive form. The main tool are polyhedra that show a player's mixed strategies and the other player's pure best responses. For extensive games, the exponential size of the strategic form is avoided by using the "sequence form" which has the same size as the game tree.

Talks given:


[pdf] Finding all Nash equilibria of a bimatrix game

Paper.

Abstract: We describe algorithms for finding all Nash equilibria of a two-player game in strategic form. We present two algorithms that extend earlier work. Our presentation is self-contained, and explains the two methods in a unified frame-work using faces of best-response polyhedra. The first method lrsNash is based on the known vertex enumeration program lrs, for "lexicographic reverse search". It enumerates the vertices of only one best-response polytope, and the vertices of the complementary faces that correspond to these vertices (if they are not empty) in the other polytope. The second method is a modification of the known EEE algorithm, for "enumeration of extreme equilibria". We report on computational experiments that compare the two algorithms, which show that both have their strengths and weaknesses.
(Joint work with David Avis, Gabriel Rosenberg, and Rahul Savani.)

Talks given:


[pdf] Game Theory Explorer - Software for the Applied Game Theorist

Paper, joint with Rahul Savani.

Abstract: We describe work in progress on a software tool for creating and analyzing noncooperative games. The vision of this project is to allow users to create models of interactive decisions with the tools of game theory, and to obtain the theoretical predictions for the model at a mouseclick. The software is currently directed at people who are familiar with game theory, such as researchers and students in economics, but they do not have to be experts in algorithms for solving games.
The Game Theory Explorer (GTE) is a graphical user interface which is opened in a web browser. It allows to create game trees with imperfect information (represented by "information sets"), or games in strategic form. The games can be exported to graphical file formats. The Nash equilibria of the game are computed and displayed, currently implemented for 2-player games. The development of GTE has been supported by "Google Summer of Code" studentships for open-source software. It is part of the Gambit project, which was initiated over 20 years ago by Richard McKelvey and is now maintained by Theodore Turocy.
The talk will present a demonstration of the software, outline its underlying algorithms, and discuss the "managerial" experience of open-source software development with the help of student volunteers.

Talks given:


[pdf] Games, Geometry, and the Computational Complexity of Finding Equilibria

Paper for part 2 (Long Lemke-Howson Paths), joint with Rahul Savani.

Song "Find the longest path" by Dan Barrett (MP3-file).

Abstract: Game-theoretic problems have found massive recent interest in computer science. Obvious applications arise from the internet, for example the study of online auctions. In theoretical computer science, some of the most intriguing open problems concern the time that an algorithm needs to find a Nash equilibrium of a game. We give a survey of these open problems, which depend on the type of game considered. For bimatrix games, Nash equilibria are best understood geometrically, but recent results seem to make it unlikely that a "polynomial-time" algorithm for finding a Nash equilibrium exists. Zero-sum "simple stochastic games", on the other hand, are likely to be solvable in polynomial time, but a corresponding algorithm continues to be elusive. The talk is directed at a general audience, not at experts in computational complexity.

Talks given:


[pdf] Geometric Views of Linear Complementarity Algorithms and Their Complexity

Abstract: The linear complementarity problem (LCP) generalizes linear programming (via the complementary slackness conditions of a pair of optimal primal and dual solutions) and finding Nash equilibria of bimatrix games. It suffices to look only for symmetric equilibria of symmetric games, which simplifies the problem setup. A famous open problem is the computational complexity of finding one equilibrium. The classical Lemke-Howson algorithm finds an equilibrium, but has exponential worst-case complexity. A related method is Lemke's algorithm for solving an LCP. Applied to linear programming, it gives the self-dual parametric simplex algorithm, which has been shown to have polynomial expected running time using a geometric description of "complementary cones".
We review two main geometric views of the algorithms by Lemke-Howson and Lemke: the polyhedral view, which describes the nonnegativity (feasilibity) constraints, and the "complementary cones" view, which maintains complementarity. Using complementary cones, Lemke's algorithm is seen as inverting a piecewise linear map along a line segment. One new result is that the underlying "LCP map" is surjective for the equilibrium problem (requiring only that the LCP matrix is positive), so the algorithm can be started anywhere. A second result shows that the Lemke-Howson algorithm is a special case of this description, giving it a unified view with Lemke's algorithm.
(Joint work with Rahul Savani.)

Talks given:


[pdf] Hard-to-Solve Bimatrix Games

Paper.

Abstract: A bimatrix game is a two-player game in strategic form, a basic model in game theory. A Nash equilibrium is a pair of (possibly randomized) strategies, one for each player, so that no player can do better by unilaterally changing his or her strategy. The exact computational complexity of finding one Nash equilibrium of a bimatrix game is open. Already a subexponential algorithm would be a major breakthrough in the field.
In this talk, which will introduce the main concepts and geometric tools, we show that the commonly used Lemke-Howson algorithm for finding one equilibrium of a bimatrix game is exponential. This question had been open for some time. The algorithm is a pivoting method similar to the simplex algorithm for linear programming. We present a class of square bimatrix games for which the shortest Lemke-Howson path grows exponentially in the dimension d of the game. We construct the games using pairs of dual cyclic polytopes with 2d facets in d-space. An extension of this work gives games where in addition to long Lemke-Howson paths, a trivial "support guessing" algorithm also takes exponential time on average.
(Joint work with Rahul Savani.)

Talks given:


[pdf] Leadership Games

Paper 1. Paper 2 (joint with Shmuel Zamir).

Abstract: A "Leadership Game" is obtained from a game in strategic form by letting on player become the "leader", who can commit to a strategy, against which the other player or players (called "followers") react. The classic example is the Stackelberg game, which is the leadership game obtained from the Cournot duopoly game of quantity competition, the oldest formally defined "game".

First, we present a simple result on "follower payoffs in symmetric duopoly games", where we give a general and very short proof of the following property of a leadership game for a symmetric duopoly game, for example of price or quantity competition. Under certain standard assumptions, The follower's payoff is either higher than the leader's, or lower than even in the simultaneous game. A possible interpretation is that ``endogenous'' timing is difficult since the players either want to move both second or both first. Apart from the surprising result, the setup introduces key concepts of game theory and its modelling assumptions using only simple mathematics, and a very basic economic model.

Secondly, we study leadership games for the mixed extension of a finite game, where the leader commits to a mixed, that is, randomized strategy. In a generic two-player game, the leader payoff is unique and at least as large as any Nash payoff in the original simultaneous game. In non-generic two-player games, which are completely analyzed, the leader payoffs may form an interval, which as a set of payoffs is never worse than the Nash payoffs for the player who has the commitment power. In other words, the power to commit never hurts, even when best responses are not unique.

Talks given:


[pdf] Nash Codes for Noisy Channels

Paper.

Abstract: We consider a coordination game between a sender and a receiver who communicate over a noisy channel.
The sender wants to inform the receiver about the state by transmitting a message over the channel. Both receive positive payoff only if the receiver decodes the received signal as the correct state. The sender uses a known "codebook" to map states to messages. When does this codebook define a Nash equilibrium?
The receiver's best response is to decode the received signal as the most likely message that has been sent. Given this decoding, an equilibrium or "Nash code" results if the sender encodes every state as prescribed by the codebook, which is not always the case. We show two theorems that give sufficient conditions for Nash codes. First, the "best" codebook for the receiver (which gives maximum expected receiver payoff) defines a Nash code.
A second, more surprising observation holds for communication over a binary channel which is used independently a number of times, a basic model of information theory: Given a consistent tie-breaking decoding rule which holds generically, ANY codebook of binary codewords defines a Nash code. This holds irrespective of the quality of the code and also for nonsymmetric errors of the binary channel.
(Joint work with P. Hernández)

Talks given:


[pdf] Pathways to Equilibria, Pretty Pictures and Diagrams (PPAD)

Paper.

Abstract: Existence of an equilibrium in various economic models can be shown to exist by following a certain combinatorially defined path, for example of edges of a labeled polytope similar to the simplex algorithm for linear programming. In addition, such a path has a direction that defines the "index" of an equilibrium. Examples include Sperner's lemma about completely labeled simplices and Nash equilibria in games. We present a general model of "pivoting systems" that shows the essence of the path-following and the directedness argument. We also present a connection of bimatrix games where the paths are exponentially long with signed perfect matchings in Euler graphs, and an algorithm that gives a polynomial-time "shortcut" for these paths. We also present a concept of orientation for the "Euler complexes" or oiks introduced by Edmonds, which generalizes the orientability of abstract simplicial manifolds.
Our exposition uses colorful pictures and examples wherever possible.
(Joint work with L. Vegh)

Talks given:


[pdf] Strategic Characterization of the Index of an Equilibrium

Paper.

Abstract: The central solution concept for strategic games is the Nash equilibrium. Every equilibrium has an index, which is an integer describing a geometric-topological concept related to the sign of a determinant, essentially a positive or negative orientation. The sum of all indices over all equilibria is +1. The index is related to concepts of "stability", e.g. with respect to perturbing the game data (equilibrium components with index 0 can disappear), or with respect to evolutionary dynamics, for example. The index is typically described very technically.
We give a new construction that allows to visualize the index in a low-dimensional picture, for example the plane for a 3 x n game, for any n. We prove that the index can be characterized in strategic terms: an equilibrium has index +1 if and only if it can be made the unique equilibrium of the game by adding suitable strategies.
(Joint work with Arndt von Schemde.)

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