Theorem 6.1, proof — a weighted potential yields a pure Nash equilibrium
ProvedPriceOfStability.WeightedPotential.nash_of_weighted_potentialnash-equilibriump2o-batch-pfp2bp2o-gran-per-chapterp2o-plan-paperp2o-v1potential-gameprice-of-stabilityweighted-game
Let be a weighted cost-sharing game with positive weights in which every player has at least one feasible strategy. Suppose a real function on profiles satisfies, for every profile , every player and every ,
Then has a pure Nash equilibrium.
This is the step of the proof of Theorem 6.1 that turns the weighted potential into the existence of an equilibrium.
Formalization Note Only positivity of the weights is assumed (the paper's implies it) and no restriction on strategy spaces. Nonempty strategy sets are the implicit condition that a profile exists.
Preamble
import Mathlib import Definitions.Def_PriceOfStability_WeightedPotential_Model
Formal statement
namespace PriceOfStability.WeightedPotential
variable {ι E : Type*} [Fintype ι] [DecidableEq ι] [Fintype E] [DecidableEq E]
/-- Anshelevich et al., SIAM J. Comput. 38 (2008), Theorem 6.1, proof, p. 1620 (PDF p. 19):
"This means that improving moves always decrease Φ(S), thus proving the theorem."
For any weighted game with positive weights and nonempty strategy sets: if a function `Φ` on
profiles changes, under every unilateral deviation of a player `i` from a profile to a feasible
strategy, by `wᵢ` times the change of `i`'s payment, then the game has a pure Nash equilibrium.
**Formalization Note.** Only `wᵢ > 0` is needed here (the paper's standing `wᵢ ≥ 1` implies it),
and no hypothesis on strategy spaces is assumed: this is the step of the proof that turns the
weighted potential into an equilibrium. Nonemptiness of every strategy set is the implicit
hypothesis that a profile exists at all. -/
theorem nash_of_weighted_potential (G : WeightedGame ι E) (hw : ∀ i, 0 < G.weight i)
(hne : ∀ i, (G.strategies i).Nonempty) (Φ : (ι → Finset E) → ℝ)
(hΦ : ∀ S, IsProfile G S → ∀ i, ∀ T ∈ G.strategies i,
Φ (Function.update S i T) - Φ S
= G.weight i * (payment G (Function.update S i T) i - payment G S i)) :
∃ S, IsNash G S := by sorry
end PriceOfStability.WeightedPotential
Source
Anshelevich et al., The Price of Stability for Network Design with Fair Cost Allocation, SIAM J. Comput. 38 (2008), DOI 10.1137/070680096, p. 1620 (PDF p. 19), Theorem 6.1, proof
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.