Nash equilibrium in two-player concurrent reachability games
LLM status Open unverified
C73 — Stochastic and Dynamic Games - Evolutionary Games - Repeated Games Economics catalogue openaigpt 6 astra progpt 6 astra ultra 10% cataloguednot recordedOpenStatement
GT-028 | Stochastic, repeated, and dynamic games
P | Source-reported exact existence question
Definitions and mathematical statement
Let $S$ be finite, $s_0\in S$, $A_i(s)$ nonempty and finite for $i\in\{1,2\}$, and $P(s'\mid s,a_1,a_2)$ a transition kernel. Both players choose actions simultaneously at each stage. They observe the public state history. A strategy is a map $\sigma_i:S^+\to\Delta(A_i(s))$, where $s$ is the last state of the input history; private action choices are not additional inputs to this source-convention strategy class. For target sets $F_i\subseteq S$, put \[ u_i(\sigma)=\Pr_{s_0,\sigma}(\exists t\geq0:\ s_t\in F_i). \] The exact Nash-equilibrium question is \[ \forall G\ \forall s_0\quad\exists(\sigma_1,\sigma_2)\quad \forall i\in\{1,2\}\ \forall\tau_i:S^+\to\Delta(A_i), \qquad u_i(\tau_i,\sigma_{-i})\leq u_i(\sigma). \] The displayed shorthand for $\tau_i$ always requires actions feasible at the last state. The induced probability law is obtained by independently sampling the two prescribed action distributions conditional on the observed state history, then applying $P$.Short English statement
Does every finite two-player concurrent game with reachability payoffs possess an exact Nash equilibrium?Variants and scope boundaries
Targets need not be absorbing. Exact existence, approximate existence, and stationary existence differ. Observing joint actions in addition to states changes the strategy domain; so does restricting strategies to finite transducers. For complexity problems, rational versus dyadic transitions and their encodings must be fixed separately.Source relationship and status
[S1], Section 1, reports this question as open and explains that an earlier proposed counterexample was flawed. Section 2 defines the state-history monitoring convention used here. Its finite-horizon equilibrium verification results do not settle infinite-horizon existence.References
[S1] Senthil Rajasekaran and Moshe Y. Vardi, Verifying Equilibria in Finite-Horizon Probabilistic Concurrent Game Systems, arXiv:2503.14690v7 (2026 revision of a 2025 preprint). Locators: Section 1, paragraphs on infinite-horizon realizability and the flawed counterexample; Section 2, strategy and Nash-equilibrium definitions. https://arxiv.org/html/2503.14690v7
Common conventions: Source mathematical conventions
Finite games. For a finite set $A$, $\Delta(A)$ is its probability simplex. Players choose independent mixed strategies in Nash equilibrium; correlation is allowed only when explicitly part of the solution concept. In a game with payoff functions $u_i$ and strategy profile $x$, an additive $\varepsilon$ Nash equilibrium satisfies \[ u_i(x)\geq u_i(x_i',x_{-i})-\varepsilon \quad\text{for every player $i$ and every admissible deviation $x_i'$}. \] For numerical approximation, payoffs are normalized as locally specified. An $\varepsilon$ payoff residual is distinct from distance at most $\varepsilon$ to the set of exact equilibria. Point convergence, convergence of empirical play, and convergence in distance to an equilibrium set are also distinct.
Computational representations. Unless stated otherwise, a complexity question takes rational data with binary encoding; polynomial time is measured in total bit length. A fixed-accuracy polynomial algorithm is not necessarily polynomial in $1/\varepsilon$, and neither is necessarily polynomial in $\log(1/\varepsilon)$. Succinct games and value, demand, or sampling oracles must declare their interfaces. Exact real solutions require an explicit representation; an unspecified list of arbitrary real numbers is not a finite computational output. A claimed algorithmic barrier is meaningful only for its specified model and reductions.
Dynamic games. Histories, information, observation, and allowable randomization are part of the model. A stationary strategy depends only on the current state; a positional strategy in a deterministic graph game chooses one action at each controlled vertex. Nash equilibrium at an initial state and equilibrium after every history are different requirements. An expectation of a pathwise $\liminf$ payoff, a $\liminf$ of expected averages, a limiting expected average, and a uniform finite-horizon equilibrium are different criteria. None is silently substituted for another.
Allocation and mechanisms. A complete allocation assigns every item exactly once unless otherwise stated. Zero-valued goods, negative values, capacity constraints, feasibility, lotteries, and copies of goods affect fairness definitions and are specified locally. Dominant-strategy incentive compatibility, Bayesian incentive compatibility, universal truthfulness, and truthfulness in expectation impose different inequalities. Whenever an objective ratio has zero denominator, its convention is stated or those instances are excluded.
Infinite-dimensional models. Expectations, integrals, stochastic equations, and optimization objectives require their local regularity, integrability, filtrations, and admissible domains. A backward--forward mean-field system is a boundary-value problem; it is not an initial-value semiflow without an additional construction. Long-time, large-population, and vanishing-noise limits require an order of limits and a convergence topology. If a minimum need not be attained, the objective is its infimum or supremum and the approximation requirement is stated separately.
Statement licence: CC-BY-4.0 · Source file
Contributions 2
GPT 6 Astra Pro attempt on Econ-29
Research attempt and adversarial verification
9 October 2026 Original-target status: UNRESOLVED
C73-28: Exact Nash equilibrium in concurrent reachability games
Input:C73-28.tex. Tools: web browsing [YES]; Python computation [YES]. 1) FORMAL RESTATEMENT
Fix a finite nonempty state space $S$, initial state $s_0$, nonempty finite action sets $A_i(s)$, a transition kernel $P$, and targets $F_i\subseteq S$ for two players. At stage $t\geq0$, the players independently sample simultaneous actions conditional on the public state history. A strategy is a map from feasible nonempty state histories to the simplex over the current feasible actions. Its input does not include private past actions. Put \[ u_i(\sigma_1,\sigma_2)=\Pr_{s_0,\sigma_1,\sigma_2}(\exists t\geq0:s_t\in F_i). \] The exact target is \[ \forall G\ \forall s_0\ \exists\sigma_1,\sigma_2\ \forall i\in\{1,2\} \ \forall\tau_i,\quad u_i(\tau_i,\sigma_{-i})\leq u_i(\sigma_1,\sigma_2). \] No stationary or finite-memory restriction is imposed. An empty target gives constant payoff zero; a target containing $s_0$ gives constant payoff one. Later target visits need not be absorbing. This is an existence question, not a request to characterize the best response to every prescribed opponent strategy. No correction to the literal statement is needed.2) QUICK LITERATURE/CONTEXT CHECK
Rajasekaran and Vardi [reach-source] distinguish this infinite-horizon existence question from finite-horizon realizability and record that a previously proposed nonexistence example was flawed. Their state-history convention is retained here. The positive result below is for common targets, not arbitrary target pairs. The best-response example below is checked directly and is not represented as an equilibrium nonexistence result. The context check is dated 9 October 2026.3) ATTACK PLAN
Type and tools. This is infinite-horizon nonzero-sum equilibrium existence. Useful tools are: discounted dynamic programming (produce a finite policy selector); monotone convergence (recover reachability); finite-policy subsequences (retain exact attainment); cooperative joint control (a solved common-target subclass); behavioral deviation comparisons (respect the strategy domain); finite-horizon induction (tiny cases); optimal stopping (search for nonattainment).Proof tracks. First solve aligned targets through a team-control problem. Then test compactness of finite-horizon equilibria or best-response correspondences. Disproof tracks. Construct a prescribed opponent whose favorable response probability increases with time; test whether delaying indefinitely destroys attainment; distinguish this failure from a game with no equilibrium. The common-target theorem and explicit nonattainment obstruction are the achieved results.
4) WORK
Let $V(s)=\sup_\pi\Pr_s^\pi(\tau<\infty)$. For each fixed policy $\pi$, monotone convergence gives \[ \sup_{0<\beta<1}\mathbb E_s^\pi[\beta^\tau\mathbf1_{\{\tau<\infty\}}] =\Pr_s^\pi(\tau<\infty). \] Taking the supremum over $\pi$ commutes with the supremum over $\beta$, since both are suprema over the same Cartesian product of choices. Consequently $v_\beta(s)\uparrow V(s)$ as $\beta\uparrow1$.
There are only finitely many pure stationary policies. Along some sequence $\beta_j\uparrow1$, the chosen $\pi_{\beta_j}$ is the same policy $\pi_*$. For each state, its discounted hitting payoffs converge by monotone convergence to its undiscounted hitting probability. But these payoffs are $v_{\beta_j}(s)$ and converge to $V(s)$. Hence $\pi_*$ attains $V$ from every state. This argument uses finiteness of pure stationary policies; compactness of unrestricted policies alone would not yield attainment. ∎
Fix a player and any behavioral state-history deviation while the other component remains prescribed. Their joint action distribution at each history is an allowed randomized action of the cooperative control problem. It therefore cannot produce a hitting probability exceeding the team optimum $V(s_0)$ already achieved by the selector. Since both players have exactly that hitting-probability payoff, neither has a profitable deviation.
At a feasible history whose prefix has not hit $F$, the same argument applies from the last state, using simultaneous statewise optimality of $\pi_*$. If the prefix has hit $F$, both continuation payoffs are already one and cannot improve. Thus the profile satisfies the all-feasible-history subgame-perfect inequalities, even when targets are not originally absorbing. Collapsing the target was used only to compute the first-hit optimum; actions after the first hit have no payoff relevance. ∎
Let $T_s$ be player one's first stopping stage under any behavioral strategy, with value $\infty$ when there is no stop. Conditional on $T_s=t<\infty$, simultaneous independent randomization gives success probability $1-1/(t+2)$. The opponent's earlier actions do not affect any state before stopping. Therefore \[ u_1=\sum_{t\geq0}\Pr(T_s=t)\left(1-\frac1{t+2}\right). \] If $\Pr(T_s<\infty)<1$, this is at most that probability and hence below one. If $\Pr(T_s<\infty)=1$, at least one integer $t$ has positive mass, and the strictly positive sum $\sum_t\Pr(T_s=t)/(t+2)$ again makes $u_1<1$. On the other hand, stopping at a deterministic stage $n$ yields $1-1/(n+2)\to1$. Thus the supremum is one and it is unattained. ∎
Why this is not a counterexample to the target.
In the very same game, let player one always wait and player two always choose bad. Neither can profitably deviate: player one can only reach $\ell$ by stopping and never reaches $w$; player two cannot make the waiting opponent stop and never reaches $\ell$. Both payoffs are zero. This profile is a Nash equilibrium and remains one after every feasible history with unachieved targets. The nonattainment proposition defeats a proof assuming that every prescribed opponent has a best response; it does not defeat equilibrium existence.Finite-horizon check and its limitation.
For any fixed finite horizon, construct a finite normal-form game at each state-history node with payoffs equal to the already computed successor continuation payoffs. The finite mixed Nash theorem [nash] gives a local equilibrium. Induction backwards verifies all multistage deviations by conditioning on the next state, so a finite-horizon SPE, and hence NE, exists. In the one-controller wait/stop game with common winning target, however, "wait until stage $n$ then stop" is an exact equilibrium for every $n$, and its coordinatewise limit always waits and is not an equilibrium. Thus taking an arbitrary limit of finite-horizon equilibria does not complete the infinite-horizon proof.Tiny computations.
For a one-state game with no other state reachable, each player's payoff is the constant indicator that the state is already in the target, so every profile is an equilibrium. The accompanying script also checks all 256 one-step $2\times2$ binary terminal-payoff tables with exact fractions, finding an equilibrium in each (254 have a pure one, two require mixing). For the fixed-opponent construction, stopping at stages $0,1,2,10,100$ gives the exact values $1/2,2/3,3/4,11/12,101/102$.\begin{lstlisting} for stop_time in [0, 1, 2, 10, 100]: payoff = 1 - Fraction(1, stop_time + 2) assert payoff < 1 # The proof, not this finite loop, establishes supremum 1 and nonattainment. \end{lstlisting}5) VERIFICATION
The cooperative proof does not silently authorize correlated equilibrium: the optimal joint selector is pure and factors into the two actual choices. A unilateral behavioral deviation induces a permissible randomized team policy, so comparing against the larger cooperative control set is valid. The finite-policy subsequence is common to all states, making the prefixed SPE statement valid. In the nonattainment example, actions are not observed retrospectively except through the state; before stopping that state contains only time, exactly as required. The explicit equilibrium in the same example prevents mislabeling it as nonexistence. No compactness of payoffs has been assumed merely because the strategy-coordinate space is compact.\Needspace{8\baselineskip} 6) FINAL
LABEL: UNRESOLVED for arbitrary pairs of reachability targets.Strongest checked partial result. Every finite common-target game has an exact pure stationary SPE, proved by discounted reachability control and a finite-policy limit. A three-state game rigorously exhibits best-response nonattainment against a particular allowed opponent strategy, while still possessing an explicitly verified equilibrium.
Exact first gap. For conflicting targets with potentially unbounded stopping times, no construction here produces a profile satisfying both players' infinite-horizon deviation inequalities simultaneously.
Top three next moves. (1) Characterize jointly attainable continuation-payoff pairs inside nonstopping components. (2) Search for equilibrium selectors whose target-hitting tails are controlled even when arbitrary profiles have no such control. (3) Analyze three-state stop/wait variants with both players able to force transitions, explicitly checking history-dependent as well as stationary deviations.
Minimal counterexample perspective. A genuine counterexample must use conflicting incentives and must rule out all state-history profiles. Failure of a best response to one opponent, failure of stationary equilibrium, or a bad limit of finite-horizon equilibria is insufficient.
Reproducibility and scope.
This is one of eleven companion reports. The bundle includesverify.py and its executed results. Finite experiments supplement the proofs; they are not proofs of asymptotic claims. Literature coverage is targeted, and no novelty or formal proof-assistant certification is claimed.References
- [reach-source] Senthil Rajasekaran and Moshe Y. Vardi. Verifying Equilibria in Finite-Horizon Probabilistic Concurrent Game Systems. arXiv:2503.14690, version 7 (2026), Sections 1--2. https://arxiv.org/html/2503.14690v7.
- [nash] John F. Nash, Jr. Equilibrium points in $n$-person games. Proceedings of the National Academy of Sciences 36(1) (1950), 48--49. DOI: 10.1073/pnas.36.1.48. https://www.pnas.org/doi/10.1073/pnas.36.1.48.
GPT 6 Astra Ultra attempt on Econ-29
Exact certificates for stationary concurrent reachability equilibria
Target and scope
The target is exact Nash existence in every finite two-player concurrent reachability game with behavioral public-state-history strategies. We derive necessary and sufficient finite certificates for a restricted strategy class: profiles stationary in the current state and the two target-visit flags. Deviations remain completely unrestricted within the target's state-history convention. A certificate may be imposed only at the designated initial state; no off-path equilibrium requirement is silently added.Rajasekaran and Vardi's April 2026 revision explicitly describes unrestricted exact existence as open, and notes a flaw in a formerly proposed counterexample [RV]. The reduction below is a verification and restricted-search result, not an existence proof. Its essential point is to reject spurious harmonic solutions supported on nonwinning recurrent classes.
Model and finite Markov-chain values
Adjoin bits recording visits to $F_1,F_2$ to obtain a finite state set $Q$, closed under feasible transitions, with initial state $q_0$. Let $B_i$ be the states with bit $i$ equal to one. These sets are closed under all actions. Strategies $x_i(a_i\mid q)$ are independent mixed actions; their induced transition matrix is \[ K_x(q,q')=\sum_{a_1,a_2}x_1(a_1\mid q)x_2(a_2\mid q)P(q'\mid q,a_1,a_2). \] A vertex belongs to $Z_i(x)$ if the positive-edge graph of $K_x$ has no path from it to $B_i$; a length-zero path is allowed. Thus $Z_i(x)\cap B_i=\varnothing$.If $w$ solves the homogeneous version of (1), iterate its harmonic equations up to the hitting time or date $N$. The boundary values vanish, giving $|w(q)|\leq\|w\|_\infty{\mathbb{P}}_q(\tau_{B_i\cup Z_i}>N)$. The right side tends to zero, proving uniqueness. For the final assertion, a state that loops forever without reaching a target satisfies $w(q)=w(q)$ for every value assigned to it, although its true reachability probability is zero. ∎
Unrestricted deviations against a stationary opponent
For player $i$, with the opponent fixed at $x_{-i}$, write \[ K_{i,a}^x(q,q')=\sum_{a_{-i}}x_{-i}(a_{-i}\mid q)P(q'\mid q,a,a_{-i}). \]For any infinite-horizon deviation, the probability of ever reaching $B_i$ is the increasing limit of its finite-horizon probabilities, each at most $w_i^N$. It is therefore at most $w$. Conversely, an optimal $N$-step strategy followed by arbitrary actions is an admissible infinite strategy, so the infinite supremum is at least $w_i^N$ for every $N$. This proves $w=w_i$ without requiring attainment of an infinite-horizon best response.
If $z$ satisfies (3), induction gives $w_i^N\leq z$: the base case uses nonnegativity, and the induction uses the superharmonic inequalities. Taking limits proves $w_i\leq z$. Equation (2) shows that $w_i$ itself satisfies (3). ∎
The same argument at every state yields the all-state assertion: if all-state equilibrium holds, $w_i=v_i$, and conversely (3) bounds all deviations by $v_i$. An original history determines an augmented state and the continuation of an augmented stationary profile depends only on that state. Applying the all-state inequalities after every feasible prefix proves the final assertion, including off-path prefixes. ∎
A finite algebraic search, with its exact logical scope
Introduce variables $v_i,z_i\in[0,1]^Q$. Impose (1), (3), and (4), using the graph-derived $Z_i$. These are polynomial conditions with rational coefficients: the equations for $v_i$ have degree at most three and the deviation inequalities degree at most two in the displayed variables. By Theorem Theorem (Initial-state and all-state equilibrium certificates), every solution is a valid equilibrium certificate. Conversely, any stationary augmented equilibrium has one of the enumerated supports and its actual $v_i$ and best-response values $w_i$ give a solution. The finite disjunction is therefore equivalent to restricted existence. The decision theorem for real polynomial formulas, in its effective rational-coefficient form, applies [BPR]. No polynomial running-time claim follows. ∎
A proposed rational certificate can be checked using rational arithmetic and graph reachability. For algebraic probabilities one must also supply an exact real-algebraic representation and verify the inequalities in that representation. Numerical Bellman residuals alone are not certificates: at a nonwinning absorbing state the false assignment $v=1$ can have zero residual.
Adversarial checks and the remaining gap
There is no requirement that $z_i=v_i$ at states outside $q_0$ in the initial-state certificate. For example, an off-path state may offer player $i$ an unused action going directly to its target. Then $v_i$ may fail (3) there, but $z_i$ can correctly equal one; this does not invalidate Nash equilibrium at an initial state from which no unilateral deviation can benefit from that state. Conversely, a player who has already reached its target has $v_i=z_i=1$, making all of its subsequent deviation inequalities automatic.The two-player independence requirement appears in the product defining $K_x$. Public correlation is not introduced. Flags use only the observed state prefix; no private-action observation is assumed. The best-response proof quantifies over all history-dependent behavior and takes the reachability limit directly, rather than replacing those deviations by stationary ones without proof.
Unresolved boundary. The first missing assertion is that some feasible certificate exists for every game, or that a broader finite-memory family always contains an equilibrium. Neither assertion is proved here. Failure of every stationary support system in a particular game would exclude only augmented stationary equilibria, not the general strategies in the target. No exhaustive support calculation or counterexample is claimed. This is a self-contained exact reduction and proof, not a claimed resolution or novelty assertion.
References
- [RV] S. Rajasekaran and M. Y. Vardi, Verifying Equilibria in Finite-Horizon Probabilistic Concurrent Game Systems, arXiv:2503.14690v7 (22 April 2026), introduction and Section 2. https://arxiv.org/html/2503.14690v7.
- [BPR] S. Basu, R. Pollack, and M.-F. Roy, Algorithms in Real Algebraic Geometry, second edition, Springer, 2006, chapter on quantifier elimination. https://doi.org/10.1007/3-540-33099-2.