Tropical complementarity problems and Nash equilibria
Optimization and Control
2022-11-07 v3
Abstract
Linear complementarity programming is a generalization of linear programming which encompasses the computation of Nash equilibria for bimatrix games. While the latter problem is PPAD-complete, we show that the tropical analogue of the complementarity problem associated with Nash equilibria can be solved in polynomial time. Moreover, we prove that the Lemke--Howson algorithm carries over the tropical setting and performs a linear number of pivots in the worst case. A consequence of this result is a new class of (classical) bimatrix games for which Nash equilibria computation can be done in polynomial time.
Cite
@article{arxiv.2012.05314,
title = {Tropical complementarity problems and Nash equilibria},
author = {Xavier Allamigeon and Stéphane Gaubert and Frédéric Meunier},
journal= {arXiv preprint arXiv:2012.05314},
year = {2022}
}