小增益纳什:可微博弈中向纳什均衡的认证收缩方法 / Small-Gain Nash: Certified Contraction to Nash Equilibria in Differentiable Games
1️⃣ 一句话总结
这篇论文提出了一种名为“小增益纳什”的新方法,它通过设计一种特殊的加权几何度量,为那些传统梯度方法无法保证收敛的复杂博弈(即使玩家间存在强耦合),提供了一套可计算、可验证的收敛性证明和安全的步长选择方案。
Classical convergence guarantees for gradient-based learning in games require the pseudo-gradient to be (strongly) monotone in Euclidean geometry as shown by rosen(1965), a condition that often fails even in simple games with strong cross-player couplings. We introduce Small-Gain Nash (SGN), a block small-gain condition in a custom block-weighted geometry. SGN converts local curvature and cross-player Lipschitz coupling bounds into a tractable certificate of contraction. It constructs a weighted block metric in which the pseudo-gradient becomes strongly monotone on any region where these bounds hold, even when it is non-monotone in the Euclidean sense. The continuous flow is exponentially contracting in this designed geometry, and projected Euler and RK4 discretizations converge under explicit step-size bounds derived from the SGN margin and a local Lipschitz constant. Our analysis reveals a certified ``timescale band'', a non-asymptotic, metric-based certificate that plays a TTUR-like role: rather than forcing asymptotic timescale separation via vanishing, unequal step sizes, SGN identifies a finite band of relative metric weights for which a single-step-size dynamics is provably contractive. We validate the framework on quadratic games where Euclidean monotonicity analysis fails to predict convergence, but SGN successfully certifies it, and extend the construction to mirror/Fisher geometries for entropy-regularized policy gradient in Markov games. The result is an offline certification pipeline that estimates curvature, coupling, and Lipschitz parameters on compact regions, optimizes block weights to enlarge the SGN margin, and returns a structural, computable convergence certificate consisting of a metric, contraction rate, and safe step-sizes for non-monotone games.
小增益纳什:可微博弈中向纳什均衡的认证收缩方法 / Small-Gain Nash: Certified Contraction to Nash Equilibria in Differentiable Games
这篇论文提出了一种名为“小增益纳什”的新方法,它通过设计一种特殊的加权几何度量,为那些传统梯度方法无法保证收敛的复杂博弈(即使玩家间存在强耦合),提供了一套可计算、可验证的收敛性证明和安全的步长选择方案。
源自 arXiv: 2512.06791