@inproceedings{21281,
  abstract     = {A strategy profile in a multi-player game is a Nash equilibrium if no player can unilaterally deviate to achieve a strictly better payoff. A profile is an ε-Nash equilibrium if no player can gain more than ε by unilaterally deviating from their strategy. In this work, we use ε-Nash equilibria to approximate the computation of Nash equilibria. Specifically, we focus on turn-based, multiplayer stochastic games played on graphs, where players are restricted to stationary strategies - strategies that use randomness but not memory.
The problem of deciding the constrained existence of stationary Nash equilibria - where each player’s payoff must lie within a given interval - is known to be ∃ℝ-complete in such a setting (Hansen and Sølvsten, 2020). We extend this line of work to stationary ε-Nash equilibria and present an algorithm that solves the following promise problem: given a game with a Nash equilibrium satisfying the constraints, compute an ε-Nash equilibrium that ε-satisfies those same constraints - satisfies the constraints up to an ε additive error. Our algorithm runs in FNP^NP time.
To achieve this, we first show that if a constrained Nash equilibrium exists, then one exists where the non-zero probabilities are at least an inverse of a double-exponential in the input. We further prove that such a strategy can be encoded using floating-point representations, as in the work of Frederiksen and Miltersen (2013), which finally gives us our FNP^NP algorithm. 
We further show that the decision version of the promise problem is NP-hard. Finally, we show a partial tightness result by proving a lower bound for such techniques: if a constrained Nash equilibrium exists, then there must be one where the probabilities in the strategies are double-exponentially small.},
  author       = {Asadi, Ali and Brice, Leonard and Chatterjee, Krishnendu and Thejaswini, K. S.},
  booktitle    = {45th Annual Conference on Foundations of Software Technology and Theoretical Computer Science},
  isbn         = {9783959774062},
  location     = {Pilani, India},
  pages        = {9:1--9:17},
  publisher    = {Schloss Dagstuhl - Leibniz-Zentrum für Informatik},
  title        = {{ε-stationary Nash equilibria in multi-player stochastic graph games}},
  doi          = {10.4230/lipics.fsttcs.2025.9},
  volume       = {360},
  year         = {2025},
}

