Game Theory Formalization in Lean

This repository contains a formalization of fundamental theorems in game theory using the Lean proof assistant. The main goal is to prove the existence of Nash Equilibria in finite games.

Lean Version

This project currently targets:

• Lean 4.31.0
• mathlib v4.31.0

The Lean toolchain is pinned in lean-toolchain, and mathlib is pinned in lakefile.lean / lake-manifest.json.

Building

Install Lean through elan, then run:

lake update
lake build

lake update resolves the pinned dependencies. lake build checks the full formalization.

Core Concepts and Theorems

The proof of Nash's theorem relies on Brouwer's fixed-point theorem. This repository builds up the necessary mathematical framework from scratch.

Proof Strategy Blueprint

The formalization follows this dependency chain:

flowchart TD
    A["Simplex infrastructure<br/>stdSimplex, pure strategies, weighted sums"]
    B["Scarf-style combinatorics<br/>doors, rooms, colorful simplices"]
    C["Primitive-set language<br/>primitive/almost primitive sets, slack vectors"]
    D["Scarf path graph<br/>Gi paths, endpoints, path/cycle components"]
    E["Primitive path-following<br/>split replacements and ScarfAlgorithmTrace"]
    F["Approximate fixed points<br/>colorful simplex sequence"]
    G["Compactness and convergence<br/>extract a convergent subsequence"]
    H["Brouwer on one simplex<br/>continuous self-map has a fixed point"]
    I["Finite product of simplices<br/>reduce product case to one simplex"]
    J["Finite games<br/>mixed strategies as product of simplices"]
    K["Nash map<br/>continuous self-map on mixed strategies"]
    L["Mixed Nash equilibrium<br/>fixed point implies no profitable deviation"]

    A --> B
    B --> C
    B --> D
    C --> E
    D --> E
    B --> F --> G --> H --> I --> J --> K --> L

Loading

In words:

1. Define mixed strategies as points of standard simplices.
2. Prove a Scarf/Sperner-style combinatorial lemma producing colorful simplices.
3. Relate the room/door presentation to Scarf's primitive and almost-primitive sets on the enlarged set T ∪ I.
4. Formalize the path-following graph G_i, including its degree characterization and path/cycle component structure.
5. Connect primitive replacement steps to walks in G_i, yielding a complete trace from the boundary face I - i to a fully colored primitive set.
6. Use finer and finer combinatorial approximations to build approximate fixed points.
7. Use compactness to extract a convergent subsequence.
8. Use continuity to turn the limit into an actual Brouwer fixed point.
9. Lift the single-simplex fixed-point theorem to finite products of simplices.
10. Define the Nash map on mixed strategy profiles and apply the product fixed-point theorem.
11. Show that a fixed point of the Nash map satisfies the mixed Nash equilibrium condition.

Files

• Gametheory/Simplex.lean: Defines the standard simplex stdSimplex over a finite type. Includes constructors like pure, evaluation lemmas (pure_eval_eq, pure_eval_neq), and weighted-sum/typeclass instances needed later for continuity/compactness arguments.
• Gametheory/Scarf.lean: Develops the combinatorial framework culminating in Scarf. Constructs the combinatorial objects (triangulations/labelings in the formalized guise) and proves existence of a "colorful" simplex, which is used to derive fixed points.
• Gametheory/Primitive.lean: Recasts Scarf's room/door combinatorics in the paper's primitive-set language and connects that language back to the path graph G_i. Defines ExtendedGoods, associatedCell, isPrimitive, isAlmostPrimitive, slackBoundary, primitive replacement steps, split Scarf replacement steps, complete traces ScarfAlgorithmTrace, fully colored primitives, and coordinate-utility realizations. Key results include isPrimitive_iff_native, isAlmostPrimitive_iff_native, almostPrimitive_incident_primitives_boundary_or_internal, scarfAlgorithmTrace_exists, scarf_fullyColoredPrimitive_exists, and coordinatePrimitive_erase_replacement_mainLemma.
• Gametheory/ScarfPath.lean: Formalizes the path-following graph G_i used in Scarf-style proofs. Defines GiGraph, GiDegree, GiEndpoint, proves the degree characterization GiDegreeCharacterization_holds, and packages the final component statement as GiComponentStructure_holds.
• Gametheory/Brouwer.lean: From Scarf’s combinatorial lemma, proves Brouwer’s fixed-point theorem on a single simplex. Contains the main theorem Brouwer (existence of a fixed point for continuous self-maps on a simplex) and the supporting analytical lemmas (compactness, coordinate-wise continuity, convergence of constructed sequences).
• Gametheory/Brouwer_product.lean: Lifts the single-simplex result to finite products of simplices. Defines helper conversions between a big simplex and a product of simplices (BigSimplex, ProductSimplices), constructs the projection/embedding, proves continuity properties, and states the product fixed-point theorem Brouwer_Product.
• Gametheory/Nash.lean: Formalizes finite games FinGame, mixed strategies mixedS, payoffs, and mixed Nash equilibrium mixedNashEquilibrium. Builds a continuous nash_map on the product of simplices and applies Brouwer_Product to obtain existence: ExistsNashEq : ∃ σ : G.mixedS, mixedNashEquilibrium σ.
• GameTheory.lean: Umbrella file that imports Brouwer, Nash, and Simplex for convenience.

Open any of the Lean files in an editor with the Lean server running to see goals and check proofs interactively.

Notation and Key Definitions

• stdSimplex ℝ α: the standard simplex over a finite type α with real coefficients.
• ExtendedGoods T I: the enlarged set T ∪ I, represented as Sum T I, used for Scarf's slack-vector language.
• associatedCell X: the room/door cell (X ∩ T, I \ X) associated to a subset of T ∪ I.
• isPrimitive / isAlmostPrimitive: native primitive and almost-primitive sets, equivalent to the existing room/door presentation.
• slackBoundary i: the boundary almost-primitive face I - i.
• primitiveReplacementStep: the primitive-set replacement relation obtained by passing through a common almost-primitive face.
• scarfSplitReplacementStep: the split form X → Y → X' of Scarf's replacement algorithm, where Y is almost primitive.
• ScarfAlgorithmTrace: a primitive-language walk in G_i from I - i to a fully colored primitive set.
• GiGraph, GiDegree, GiEndpoint: the graph-theoretic path-following objects for a fixed color i.
• GiComponentStructure_holds: theorem stating that the components of G_i are paths or cycles, with endpoints exactly the outside door of type i and the colorful rooms.
• scarfAlgorithmTrace_exists: theorem constructing a complete primitive-language Scarf trace.
• Brouwer_Product: theorem providing a fixed point on a finite product of simplices.
• FinGame: structure for finite games (finite players and finite pure strategy sets).
• mixedS: type of mixed strategy profiles for a FinGame.
• mixedNashEquilibrium σ: predicate that σ : G.mixedS is a mixed Nash equilibrium.
• ExistsNashEq: existence theorem for mixed Nash equilibria.

References

• N. V. Ivanov, "Beyond Sperner's Lemma" (source of the Scarf → Brouwer development).
• J. F. Nash, "Non-Cooperative Games", Annals of Mathematics (1951).