arXiv subjects

Kristoffer Arnsfelt Hansen

Publications and source records attributed to Kristoffer Arnsfelt Hansen.

At least 19 recordsLinked to original sources

arXiv2026

Complexity of Autobidding Equilibria in GSP Sponsored Shopping

We revisit autobidding equilibria in GSP sponsored shopping auctions, recently proposed and studied in Dütting et al. On the existence side, we show that autobidding equilibria under both budget constraints (ABE-B) and return-on-investment constraints (ABE-R) always exist and, moreover, always admit equilibria with polynomial-size support over the allocation space. On the computational side, we show that computing an exact equilibrium is in FIXP, and that computing an approximate equilibrium is in PPAD. We also prove that computing an approximate equilibrium is PPAD-hard for both ABE-B and ABE-R. Together, these results provide a fairly comprehensive picture of the computational complexity of autobidding equilibria in GSP sponsored shopping auctions.

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arXiv2025

On the Complexity of Stationary Nash Equilibria in Discounted Perfect Information Stochastic Games

We study the problem of computing stationary Nash equilibria in discounted perfect information stochastic games from the viewpoint of computational complexity. For two-player games we prove the problem to be in PPAD, which together with a previous PPAD-hardness result precisely classifies the problem as PPAD-complete. In addition to this we give an improved and simpler PPAD-hardness proof for computing a stationary epsilon-Nash equilibrium. For 3-player games we construct games showing that rational-valued stationary Nash equilibria are not guaranteed to exist, and we use these to prove SqrtSum-hardness of computing a stationary Nash equilibrium in 4-player games.

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arXiv2025

Stochastic Games with Limited Public Memory

We study the memory resources required for near-optimal play in two-player zero-sum stochastic games with the long-run average payoff. Although optimal strategies may not exist in such games, near-optimal strategies always do. Mertens and Neyman (1981) proved that in any stochastic game, for any $\varepsilon>0$, there exist uniform $\varepsilon$-optimal memory-based strategies -- i.e., strategies that are $\varepsilon$-optimal in all sufficiently long $n$-stage games -- that use at most $O(n)$ memory states within the first $n$ stages. We improve this bound on the number of memory states by proving that in any stochastic game, for any $\varepsilon>0$, there exist uniform $\varepsilon$-optimal memory-based strategies that use at most $O(\log n)$ memory states in the first $n$ stages. Moreover, we establish the existence of uniform $\varepsilon$-optimal memory-based strategies whose memory updating and action selection are time-independent and such that, with probability close to 1, for all $n$, the number of memory states used up to stage $n$ is at most $O(\log n)$. This result cannot be extended to strategies with bounded public memory -- even if time-dependent memory updating and action selection are allowed. This impossibility is illustrated in the Big Match -- a well-known stochastic game where the stage payoffs to Player 1 are 0 or 1. Although for any $\varepsilon > 0$, there exist strategies of Player 1 that guarantee a payoff {exceeding} $1/2 - \varepsilon$ in all sufficiently long $n$-stage games, we show that any strategy of Player 1 that uses a finite public memory fails to guarantee a payoff greater than $\varepsilon$ in any sufficiently long $n$-stage game.

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arXiv2024

Improved Hardness Results for the Clearing Problem in Financial Networks with Credit Default Swaps

We study computational problems in financial networks of banks connected by debt contracts and credit default swaps (CDSs). A main problem is to determine \emph{clearing} payments, for instance right after some banks have been exposed to a financial shock. Previous works have shown the $\varepsilon$-approximate version of the problem to be $\mathrm{PPAD}$-complete and the exact problem $\mathrm{FIXP}$-complete. We show that $\mathrm{PPAD}$-hardness hold when $\varepsilon \approx 0.101$, improving the previously best bound significantly. Due to the fact that the clearing problem typically does not have a unique solution, or that it may not have a solution at all in the presence of default costs, several natural decision problems are also of great interest. We show two such problems to be $\exists\mathbb{R}$-complete, complementing previous $\mathrm{NP}$-hardness results for the approximate setting.

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arXiv2023

PPAD-membership for Problems with Exact Rational Solutions: A General Approach via Convex Optimization

We introduce a general technique for proving membership of search problems with exact rational solutions in PPAD, one of the most well-known classes containing total search problems with polynomial-time verifiable solutions. In particular, we construct a "pseudogate", coined the linear-OPT-gate, which can be used as a "plug-and-play" component in a piecewise-linear (PL) arithmetic circuit, as an integral component of the "Linear-FIXP" equivalent definition of the class. The linear-OPT-gate can solve several convex optimization programs, including quadratic programs, which often appear organically in the simplest existence proofs for these problems. This effectively transforms existence proofs to PPAD-membership proofs, and consequently establishes the existence of solutions described by rational numbers. Using the linear-OPT-gate, we are able to significantly simplify and generalize almost all known PPAD-membership proofs for finding exact solutions in the application domains of game theory, competitive markets, auto-bidding auctions, and fair division, as well as to obtain new PPAD-membership results for problems in these domains.

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arXiv2023

On the complexity of Pareto-optimal and envy-free lotteries

We study the classic problem of dividing a collection of indivisible resources in a fair and efficient manner among a set of agents having varied preferences. Pareto optimality is a standard notion of economic efficiency, which states that it should be impossible to find an allocation that improves some agent's utility without reducing any other's. On the other hand, a fundamental notion of fairness in resource allocation settings is that of envy-freeness, which renders an allocation to be fair if every agent (weakly) prefers her own bundle over that of any other agent's bundle. Unfortunately, an envy-free allocation may not exist if we wish to divide a collection of indivisible items. Introducing randomness is a typical way of circumventing the non-existence of solutions, and therefore, allocation lotteries, i.e., distributions over allocations have been explored while relaxing the notion of fairness to ex-ante envy freeness. We consider a general fair division setting with $n$ agents and a family of admissible $n$-partitions of an underlying set of items. Every agent is endowed with partition-based utilities, which specify her cardinal utility for each bundle of items in every admissible partition. In such fair division instances, Cole and Tao (2021) have proved that an ex-ante envy-free and Pareto-optimal allocation lottery is always guaranteed to exist. We strengthen their result while examining the computational complexity of the above total problem and establish its membership in the complexity class PPAD. Furthermore, for instances with a constant number of agents, we develop a polynomial-time algorithm to find an ex-ante envy-free and Pareto-optimal allocation lottery. On the negative side, we prove that maximizing social welfare over ex-ante envy-free and Pareto-optimal allocation lotteries is NP-hard.

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arXiv2023

FIXP-membership via Convex Optimization: Games, Cakes, and Markets

We introduce a new technique for proving membership of problems in FIXP - the class capturing the complexity of computing a fixed-point of an algebraic circuit. Our technique constructs a "pseudogate" which can be used as a black box when building FIXP circuits. This pseudogate, which we term the "OPT-gate", can solve most convex optimization problems. Using the OPT-gate, we prove new FIXP-membership results, and we generalize and simplify several known results from the literature on fair division, game theory and competitive markets. In particular, we prove complexity results for two classic problems: computing a market equilibrium in the Arrow-Debreu model with general concave utilities is in FIXP, and computing an envy-free division of a cake with very general valuations is FIXP-complete. We further showcase the wide applicability of our technique, by using it to obtain simplified proofs and extensions of known FIXP-membership results for equilibrium computation for various types of strategic games, as well as the pseudomarket mechanism of Hylland and Zeckhauser.

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arXiv2022

Computational Complexity of Multi-Player Evolutionarily Stable Strategies

In this paper we study the computational complexity of computing an evolutionary stable strategy (ESS) in multi-player symmetric games. For two-player games, deciding existence of an ESS is complete for Σ 2 , the second level of the polynomial time hierarchy. We show that deciding existence of an ESS of a multi-player game is closely connected to the second level of the real polynomial time hierarchy. Namely, we show that the problem is hard for a complexity class we denote as \exists D . \forall R and is a member of \exists\forall R, where the former class restrict the latter by having the existentially quantified variables be Boolean rather then real-valued. As a special case of our results it follows that deciding whether a given strategy is an ESS is complete for \forall R. A concept strongly related to ESS is that of a locally superior strategy (LSS). We extend our results about ESS and show that deciding existence of an LSS of a multiplayer game is likewise hard for \exists D \forall R and a member of \exists\forall R, and as a special case that deciding whether a given strategy is an LSS is complete for \forall R.

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arXiv2021

Computational Complexity of Computing a Quasi-Proper Equilibrium

We study the computational complexity of computing or approximating a quasi-proper equilibrium for a given finite extensive form game of perfect recall. We show that the task of computing a symbolic quasi-proper equilibrium is $\mathrm{PPAD}$-complete for two-player games. For the case of zero-sum games we obtain a polynomial time algorithm based on Linear Programming. For general $n$-player games we show that computing an approximation of a quasi-proper equilibrium is $\mathrm{FIXP}_a$-complete.

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arXiv2021

Strong Approximate Consensus Halving and the Borsuk-Ulam Theorem

In the consensus halving problem we are given n agents with valuations over the interval $[0,1]$. The goal is to divide the interval into at most $n+1$ pieces (by placing at most n cuts), which may be combined to give a partition of $[0,1]$ into two sets valued equally by all agents. The existence of a solution may be established by the Borsuk-Ulam theorem. We consider the task of computing an approximation of an exact solution of the consensus halving problem, where the valuations are given by distribution functions computed by algebraic circuits. Here approximation refers to computing a point that $\varepsilon$-close to an exact solution, also called strong approximation. We show that this task is polynomial time equivalent to computing an approximation to an exact solution of the Borsuk-Ulam search problem defined by a continuous function that is computed by an algebraic circuit. The Borsuk-Ulam search problem is the defining problem of the complexity class BU. We introduce a new complexity class BBU to also capture an alternative formulation of the Borsuk-Ulam theorem from a computational point of view. We investigate their relationship and prove several structural results for these classes as well as for the complexity class FIXP.

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arXiv2020

Existential Theory of the Reals Completeness of Stationary Nash Equilibria in Perfect Information Stochastic Games

We show that the problem of deciding whether in a multi-player perfect information recursive game (i.e. a stochastic game with terminal rewards) there exists a stationary Nash equilibrium ensuring each player a certain payoff is Existential Theory of the Reals complete. Our result holds for acyclic games, where a Nash equilibrium may be computed efficiently by backward induction, and even for deterministic acyclic games with non-negative terminal rewards. We further extend our results to the existence of Nash equilibria where a single player is surely winning. Combining our result with known gadget games without any stationary Nash equilibrium, we obtain that for cyclic games, just deciding existence of any stationary Nash equilibrium is Existential Theory of the Reals complete. This holds for reach-a-set games, stay-in-a-set games, and for deterministic recursive games.

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arXiv2020

On the Computational Complexity of Decision Problems about Multi-Player Nash Equilibria

We study the computational complexity of decision problems about Nash equilibria in $m$-player games. Several such problems have recently been shown to be computationally equivalent to the decision problem for the existential theory of the reals, or stated in terms of complexity classes, $\exists\mathbb{R}$-complete, when $m\geq 3$. We show that, unless they turn into trivial problems, they are $\exists\mathbb{R}$-hard even for 3-player zero-sum games. We also obtain new results about several other decision problems. We show that when $m\geq 3$ the problems of deciding if a game has a Pareto optimal Nash equilibrium or deciding if a game has a strong Nash equilibrium are $\exists\mathbb{R}$-complete. The latter result rectifies a previous claim of NP-completeness in the literature. We show that deciding if a game has an irrational valued Nash equilibrium is $\exists\mathbb{R}$-hard, answering a question of Bilò and Mavronicolas, and address also the computational complexity of deciding if a game has a rational valued Nash equilibrium. These results also hold for 3-player zero-sum games. Our proof methodology applies to corresponding decision problems about symmetric Nash equilibria in symmetric games as well, and in particular our new results carry over to the symmetric setting. Finally we show that deciding whether a symmetric $m$-player games has a non-symmetric Nash equilibrium is $\exists\mathbb{R}$-complete when $m\geq 3$, answering a question of Garg, Mehta, Vazirani, and Yazdanbod.

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arXiv2019

A Stay-in-a-Set Game without a Stationary Equilibrium

We give an example of a finite-state two-player turn-based stochastic game with safety objectives for both players which has no stationary Nash equilibrium. This answers an open question of Secchi and Sudderth.

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arXiv2017

Low Rank Approximation of Binary Matrices: Column Subset Selection and Generalizations

Low rank matrix approximation is an important tool in machine learning. Given a data matrix, low rank approximation helps to find factors, patterns and provides concise representations for the data. Research on low rank approximation usually focus on real matrices. However, in many applications data are binary (categorical) rather than continuous. This leads to the problem of low rank approximation of binary matrix. Here we are given a $d \times n$ binary matrix $A$ and a small integer $k$. The goal is to find two binary matrices $U$ and $V$ of sizes $d \times k$ and $k \times n$ respectively, so that the Frobenius norm of $A - U V$ is minimized. There are two models of this problem, depending on the definition of the dot product of binary vectors: The $\mathrm{GF}(2)$ model and the Boolean semiring model. Unlike low rank approximation of real matrix which can be efficiently solved by Singular Value Decomposition, approximation of binary matrix is $NP$-hard even for $k=1$. In this paper, we consider the problem of Column Subset Selection (CSS), in which one low rank matrix must be formed by $k$ columns of the data matrix. We characterize the approximation ratio of CSS for binary matrices. For $GF(2)$ model, we show the approximation ratio of CSS is bounded by $\frac{k}{2}+1+\frac{k}{2(2^k-1)}$ and this bound is asymptotically tight. For Boolean model, it turns out that CSS is no longer sufficient to obtain a bound. We then develop a Generalized CSS (GCSS) procedure in which the columns of one low rank matrix are generated from Boolean formulas operating bitwise on columns of the data matrix. We show the approximation ratio of GCSS is bounded by $2^{k-1}+1$, and the exponential dependency on $k$ is inherent.

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arXiv2016

Truthful Facility Assignment with Resource Augmentation: An Exact Analysis of Serial Dictatorship

We study the truthful facility assignment problem, where a set of agents with private most-preferred points on a metric space are assigned to facilities that lie on the metric space, under capacity constraints on the facilities. The goal is to produce such an assignment that minimizes the social cost, i.e., the total distance between the most-preferred points of the agents and their corresponding facilities in the assignment, under the constraint of truthfulness, which ensures that agents do not misreport their most-preferred points. We propose a resource augmentation framework, where a truthful mechanism is evaluated by its worst-case performance on an instance with enhanced facility capacities against the optimal mechanism on the same instance with the original capacities. We study a very well-known mechanism, Serial Dictatorship, and provide an exact analysis of its performance. Although Serial Dictatorship is a purely combinatorial mechanism, our analysis uses linear programming; a linear program expresses its greedy nature as well as the structure of the input, and finds the input instance that enforces the mechanism have its worst-case performance. Bounding the objective of the linear program using duality arguments allows us to compute tight bounds on the approximation ratio. Among other results, we prove that Serial Dictatorship has approximation ratio $g/(g-2)$ when the capacities are multiplied by any integer $g \geq 3$. Our results suggest that even a limited augmentation of the resources can have wondrous effects on the performance of the mechanism and in particular, the approximation ratio goes to 1 as the augmentation factor becomes large. We complement our results with bounds on the approximation ratio of Random Serial Dictatorship, the randomized version of Serial Dictatorship, when there is no resource augmentation.

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arXiv2016

Computation of Stackelberg Equilibria of Finite Sequential Games

The Stackelberg equilibrium solution concept describes optimal strategies to commit to: Player 1 (termed the leader) publicly commits to a strategy and Player 2 (termed the follower) plays a best response to this strategy (ties are broken in favor of the leader). We study Stackelberg equilibria in finite sequential games (or extensive-form games) and provide new exact algorithms, approximate algorithms, and hardness results for several classes of these sequential games.

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arXiv2016

The Big Match in Small Space

In this paper we study how to play (stochastic) games optimally using little space. We focus on repeated games with absorbing states, a type of two-player, zero-sum concurrent mean-payoff games. The prototypical example of these games is the well known Big Match of Gillete (1957). These games may not allow optimal strategies but they always have ε-optimal strategies. In this paper we design ε-optimal strategies for Player 1 in these games that use only O(log log T ) space. Furthermore, we construct strategies for Player 1 that use space s(T), for an arbitrary small unbounded non-decreasing function s, and which guarantee an ε-optimal value for Player 1 in the limit superior sense. The previously known strategies use space Ω(logT) and it was known that no strategy can use constant space if it is ε-optimal even in the limit superior sense. We also give a complementary lower bound. Furthermore, we also show that no Markov strategy, even extended with finite memory, can ensure value greater than 0 in the Big Match, answering a question posed by Abraham Neyman.

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arXiv2015

Strategy Complexity of Concurrent Stochastic Games with Safety and Reachability Objectives

We consider finite-state concurrent stochastic games, played by k>=2 players for an infinite number of rounds, where in every round, each player simultaneously and independently of the other players chooses an action, whereafter the successor state is determined by a probability distribution given by the current state and the chosen actions. We consider reachability objectives that given a target set of states require that some state in the target is visited, and the dual safety objectives that given a target set require that only states in the target set are visited. We are interested in the complexity of stationary strategies measured by their patience, which is defined as the inverse of the smallest nonzero probability employed. Our main results are as follows: We show that in two-player zero-sum concurrent stochastic games (with reachability objective for one player and the complementary safety objective for the other player): (i) the optimal bound on the patience of optimal and epsilon-optimal strategies, for both players is doubly exponential; and (ii) even in games with a single nonabsorbing state exponential (in the number of actions) patience is necessary. In general we study the class of non-zero-sum games admitting stationary epsilon-Nash equilibria. We show that if there is at least one player with reachability objective, then doubly-exponential patience may be needed for epsilon-Nash equilibrium strategies, whereas in contrast if all players have safety objectives, the optimal bound on patience for epsilon-Nash equilibrium strategies is only exponential.

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