Lower Bounds on the Best-Case Complexity of Solving a Class of Non-cooperative Games*

This paper studies the complexity of solving the class G of all N-player non-cooperative games with continuous action spaces that admit at least one Nash equilibrium (NE). We consider a distributed Nash seeking setting where agents communicate with a set of system nodes (SNs), over noisy communication channels, to obtain the required information for updating their actions. The complexity of solving games in the class G is defined as the minimum number of iterations required to find a NE of any game in G with ε accuracy. Using information-theoretic inequalities, we derive a lower bound on the complexity of solving the game class G that depends on the Kolmogorov 2ε-capacity of the constraint set and the total capacity of the communication channels. We also derive a lower bound on the complexity of solving games in G which depends on the volume and surface area of the constraint set.