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Certifying Concavity and Monotonicity in Games via Sum-of-Squares Hierarchies

NeurIPS 2025 · Learning theory and algorithms › Submodular and game algorithms · approach: Correlated equilibria in sequential games · 0 citations (OpenAlex)

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Shows certifying concavity/monotonicity of polynomial games over semialgebraic strategy sets is NP-hard and proposes polynomial-time-per-level SOS hierarchies (SDPs) that certify these properties, with almost all games certified at a finite level.

Problem

Efficiently verifying whether a continuous game is concave or monotone (which guarantee Nash existence, uniqueness and convergence), given polynomial utilities over compact convex basic semialgebraic strategy sets.

Approach

Certify concavity via SOS decompositions of the negative Hessian quadratic form and monotonicity via SOS decompositions of the negative symmetrized Jacobian quadratic form over the domain of strategies times the unit ball; define l-SOS-concave/monotone game classes that are dense in the concave/monotone classes and compute the closest such game via a single SDP.

Key results

Surprising findings

Limitations

Experimental setup

Metrics: maximum symmetrized Jacobian eigenvalue bound

Builds on: Putinar Positivstellensatz Rosen's monotone games

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