Finite-time convergence to an $\epsilon$-efficient Nash equilibrium in potential games

Anna Maria Maddux, Reda Ouhamma, Maryam Kamgarpour

Abstract: This paper investigates the convergence time of log-linear learning to an $\epsilon$-efficient Nash equilibrium (NE) in potential games. In such games, an efficient NE is defined as the maximizer of the potential function. Existing results are limited to potential games with stringent structural assumptions and entail exponential convergence times in $1/\epsilon$. Unaddressed so far, we tackle general potential games and prove the first finite-time convergence to an $\epsilon$-efficient NE. In particular, by using a problem-dependent analysis, our bound depends polynomially on $1/\epsilon$. Furthermore, we provide two extensions of our convergence result: first, we show that a variant of log-linear learning that requires a factor $A$ less feedback on the utility per round enjoys a similar convergence time; second, we demonstrate the robustness of our convergence guarantee if log-linear learning is subject to small perturbations such as alterations in the learning rule or noise-corrupted utilities.

Format: Long format (up to 8 pages + refs, appendix)

Publication Status: No

Submission Number: 13