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Intrinsic Robustness of the Price of Anarchy

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Intrinsic Robustness of the Price of Anarchy Intrinsic Robustness of the Price of Anarchy Tim Roughgarden∗ Department of Computer Science Stanford University 353 Serra Mall, Stanford, CA 94305 [email protected] ABSTRACT structural characterization of atomic congestion games that The price of anarchy (POA) is a worst-case measure of the are universal worst-case examples for the POA. inefficiency of selfish behavior, defined as the ratio of the objective function value of a worst Nash equilibrium of a Categories and Subject Descriptors game and that of an optimal outcome. This measure im- F.0 [Theory of Computation]: General plicitly assumes that players successfully reach some Nash equilibrium. This drawback motivates the search for ineffi- ciency bounds that apply more generally to weaker notions General Terms of equilibria, such as mixed Nash and correlated equilibria; Algorithms, Economics, Theory or to sequences of outcomes generated by natural experi- mentation strategies, such as successive best responses or Keywords simultaneous regret-minimization. We prove a general and fundamental connection between Price of anarchy; congestion games; Nash equilibria; regret- the price of anarchy and its seemingly stronger relatives in minimization classes of games with a sum objective. First, we identify a “canonical sufficient condition” for an upper bound of the 1. INTRODUCTION POA for pure Nash equilibria, which we call a smoothness Self-interested behavior by autonomous decision-makers argument. Second, we show that every bound derived via a with competing objectives generally leads to an inefficient smoothness argument extends automatically, with no quan- result—an outcome that could be improved upon given dic- titative degradation in the bound, to mixed Nash equilib- tatorial control over everyone’s actions. Imposing such con- ria, correlated equilibria, and the average objective function trol can be costly or infeasible in large systems (the Inter- value of regret-minimizing players (or “price of total anar- net being an obvious example), motivating the search for chy”). Smoothness arguments also have automatic implica- conditions under which decentralized optimization by com- tions for the inefficiency of approximate and Bayesian-Nash peting individuals is guaranteed to produce a near-optimal equilibria and, under mild additional assumptions, for bi- outcome. criteria bounds and for polynomial-length best-response se- Any guarantee of this type requires a formal behavioral quences. model, in order to define “the outcome of selfish behav- We also identify classes of games — most notably, con- ior”. The majority of the literature studies pure-strategy gestion games with cost functions restricted to an arbitrary Nash equilibria, defined as follows. Each of k players se- fixed set — that are tight, in the sense that smoothness ar- lects a strategy s from a set S (e.g., a path in a network), guments are guaranteed to produce an optimal worst-case i i with the cost C (s) of each player i depending on all of the upper bound on the POA, even for the smallest set of inter- i selected strategies s. A strategy profile s is then a pure- est (pure Nash equilibria). Byproducts of our proof of this strategy Nash equilibrium if no player can decrease its cost result include the first tight bounds on the POA in conges- ′ via a unilateral deviation: Ci(s) ≤ Ci(si,s−i) for every i and tion games with non-polynomial cost functions, and the first ′ si ∈ Si, where s−i denotes the strategies chosen by the play- ∗Supported in part by NSF CAREER Award CCF-0448664, ers other than i. (These concepts can be defined equally well an ONR Young Investigator Award, an AFOSR MURI via payoff-maximization rather than cost-minimization.) grant, and an Alfred P. Sloan Fellowship. The price of anarchy (POA) is a standard measure of the suboptimality introduced by self-interested behavior. Given a game, a notion of an “equilibrium” (such as pure Nash equilibria), and an objective function (such as the sum of Permission to make digital or hard copies of all or part of this work for players’ costs), the POA of the game is defined as the ratio personal or classroom use is granted without fee provided that copies are between the largest cost of an equilibrium and the cost of an not made or distributed for profit or commercial advantage and that copies optimal (minimum-cost) outcome. A POA guarantee has an bear this notice and the full citation on the first page. To copy otherwise, to attractive worst-case flavor: it applies to every possible equi- republish, to post on servers or to redistribute to lists, requires prior specific librium and obviates the need to predict a single outcome of permission and/or a fee. STOC'09, May 31–June 2, 2009, Bethesda, Maryland, USA. selfish behavior. Many POA guarantees for pure Nash equi- Copyright 2009 ACM 978-1-60558-506-2/09/05 ...$5.00. libria and mixed-strategy Nash equilibria (in which players 1.1 Overview Our contributions can be divided into three parts. (A) We identify a sufficient condition for an upper bound No Regret CorEq MNE PNE on the POA of pure Nash equilibria of a game, which (CCE) encodes a “canonical proof template” for deriving such bounds. Most of the POA upper bounds in the liter- ature for games with a sum objective can be recast as instantiations of this canonical method. Figure 1: Some of the generalizations of pure (B) We show that, for every game with a sum objective, Nash equilibria that are amenable to POA bounds. every POA bound proved using this canonical tech- “PNE” stands for pure Nash equilibria; “MNE” for nique extends automatically, without any quantitative mixed Nash equilibria; “CorEq” for correlated equi- degradation, to all of the sets in Figure 1 (among other libria; and “No Regret (CCE)” for coarse correlated applications). equilibria, which are the empirical distributions of (C) We identify classes of games — most notably, conges- joint play in which every player has no asymptotic tion games with cost functions restricted to an arbi- external regret. trary fixed set — that are tight, meaning that our canonical upper bound technique is guaranteed to pro- duce an optimal worst-case upper bound on the POA, even for the smallest set of interest (pure Nash equi- randomize to minimize their expected costs) are known, in libria). a number of different models; see [25, Chapters 17–21] and the references therein. We now provide some details and examples to illustrate A bound on the POA implicitly assumes that players suc- these three points. By a cost-minimization game, we mean cessfully reach some equilibrium. For pure Nash equilibria, a game (defined as above) together with the total cost ob- however, there are a number of reasons why this might not k jective function C(s) = i=1 Ci(s). Our canonical method occur: perhaps the players fail to coordinate on one of mul- of upper bounding the POA of a cost-minimization game, as tiple equilibria; or they are playing a game in which comput- discussed in step (A) above,P is by what we call a “smooth- ing a pure Nash equilibrium is P LS-complete [15]; or, even ness” argument. more fundamentally, a game in which pure Nash equilibria simply do not exist. These critiques motivate worst-case Definition 1.1 (Smooth Games) A cost-minimization performance bounds that apply to as wide a range of out- game is (λ, µ)-smooth if for every two outcomes s and s∗, comes as possible, and under minimal assumptions about k how players play and coordinate in a game. ∗ ∗ For example, Figure 1 shows a hierarchy of sets of proba- Ci(si ,s−i) ≤ λ · C(s )+ µ · C(s). (1) i=1 bility distributions over outcomes that generalize pure Nash X equilibria: mixed-strategy Nash equilibria, correlated equi- If a game is (λ, µ)-smooth (with λ ≥ 0 and µ < 1), then libria, and coarse correlated equilibria (see Section 2 for for- each of its pure Nash equilibria s has cost at most λ/(1 − µ) mal definitions). The three largest sets in Figure 1 are guar- times that of an optimal solution s∗. To justify this, use anteed to be non-empty in every finite game [24], and some the definition of the cost objective, the Nash equilibrium of them significantly relax the behavioral assumptions neces- condition, and smoothness to derive sary to justify Nash equilibrium analysis. For instance, the k k largest set comprises the empirical distributions of joint play ∗ ∗ by players that incur no external regret, and this joint play C(s)= Ci(s) ≤ Ci(si ,s−i) ≤ λ·C(s )+µ·C(s); (2) i=1 i=1 need not “converge” in any sense. All of the inclusions shown X X in Figure 1 are generally strict, and there are a number of rearranging terms yields the claimed bound. specific games where, for example, correlated equilibria can We define the robust POA as the best (i.e., least) upper have much larger expected cost than (mixed or pure) Nash bound on the POA that is provable via a smoothness argu- equilibria [2, 8, 9]. ment. The primary contribution of this paper is the formulation and proof of the following general result: Definition 1.2 (Robust POA) The robust price of anar- chy of a cost-minimization game is For many fundamental classes of games and for sum objective functions, the worst-case POA is identical for λ inf : (λ, µ) s.t. the game is (λ, µ)-smooth . all of the equilibrium concepts in Figure 1. 1 − µ ff In this sense, POA bounds for pure Nash equilibria in such The strength of Definition 1.1 is that inequality (1) is re- classes of games are “intrinsically robust”.
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