The Computational Complexity of Variational Inequalities and Applications in Game Theory

Bruce M. Kapron; Koosha Samieefar

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arXiv · 2411.04392

The Computational Complexity of Variational Inequalities and Applications in Game Theory

Bruce M. Kapron·Koosha Samieefar

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Abstract

We present a computational formulation for the approximate version of several variational inequality problems, investigating their computational complexity and establishing PPAD-completeness. Examining applications in computational game theory, we specifically focus on two key concepts: resilient Nash equilibrium, and multi-leader-follower games -- domains traditionally known for the absence of general solutions. In the presence of standard assumptions and relaxation techniques, we formulate problem versions for such games that are expressible in terms of variational inequalities, ultimately leading to proofs of PPAD-completeness.

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Bruce M. Kapron, Koosha Samieefar. 2024-11-07. The Computational Complexity of Variational Inequalities and Applications in Game Theory. https://arxiv.org/abs/2411.04392

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