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In this work, we propose, for the first time, a reinforcement learning framework specifically designed for zero-sum linear-quadratic stochastic differential games. This approach offers a generalized solution for scenarios in which accurate…
The efficiency of a game is typically quantified by the price of anarchy (PoA), defined as the worst ratio of the objective function value of an equilibrium --- solution of the game --- and that of an optimal outcome. Given the tremendous…
We consider two-player games played on weighted directed graphs with mean-payoff and total-payoff objectives, two classical quantitative objectives. While for single-dimensional games the complexity and memory bounds for both objectives…
In this paper, we resolve the computational complexity of a number of outstanding open problems with practical applications. Here is the list of problems we show to be PPAD-complete, along with the domains of practical significance:…
We study the problem of solving discounted, two player, turn based, stochastic games (2TBSGs). Jurdzinski and Savani showed that 2TBSGs with deterministic transitions can be reduced to solving $P$-matrix linear complementarity problems…
Positive linear programs (LP), also known as packing and covering linear programs, are an important class of problems that bridges computer science, operations research, and optimization. Despite the consistent efforts on this problem, all…
Matrix games constitute a fundamental problem of game theory and describe a situation of two players with completely conflicting interests. We show how methods from statistical mechanics can be used to investigate the statistical properties…
The complexity of computing equilibrium refinements has been at the forefront of algorithmic game theory research, but it has remained open in the seminal class of potential games; we close this fundamental gap in this paper. We first show…
Optimization under uncertainty is a fundamental problem in learning and decision-making, particularly in multi-agent systems. Previously, Feldman, Kalai, and Tennenholtz [2010] demonstrated the ability to efficiently compete in repeated…
This paper investigates repeated win-lose coordination games (WLC-games). We analyse which protocols are optimal for these games, covering both the worst case and average case scenarios, i,e., optimizing the guaranteed and expected…
We study two-player multi-weighted reachability games played on a finite directed graph, where an agent, called P1, has several quantitative reachability objectives that he wants to optimize against an antagonistic environment, called P2.…
Admissibility has been studied for games of infinite duration with Boolean objectives. We extend here this study to games of infinite duration with quantitative objectives. First, we show that, un- der the assumption that optimal worst-case…
Solving feedback Stackelberg games with nonlinear dynamics and coupled constraints, a common scenario in practice, presents significant challenges. This work introduces an efficient method for computing approximate local feedback…
We describe two nonconventional algorithms for linear regression, called GAME and CLASH. The salient characteristics of these approaches is that they exploit the convex $\ell_1$-ball and non-convex $\ell_0$-sparsity constraints jointly in…
Concurrent multi-player mean-payoff games are important models for systems of agents with individual, non-dichotomous preferences. Whilst these games have been extensively studied in terms of their equilibria in non-cooperative settings,…
Using methods from the statistical mechanics of disordered systems we analyze the properties of bimatrix games with random payoffs in the limit where the number of pure strategies of each player tends to infinity. We analytically calculate…
In high-stakes engineering applications, optimization algorithms must come with provable worst-case guarantees over a mathematically defined class of problems. Designing for the worst case, however, inevitably sacrifices performance on the…
We study stochastic two-player turn-based games in which the objective of one player is to ensure several infinite-horizon total reward objectives, while the other player attempts to spoil at least one of the objectives. The games have…
We continue the investigation of parameterized extensions of Linear Temporal Logic (LTL) that retain the attractive algorithmic properties of LTL: a polynomial space model checking algorithm and a doubly-exponential time algorithm for…
In this paper, we study nonzero-sum separable games, which are continuous games whose payoffs take a sum-of-products form. Included in this subclass are all finite games and polynomial games. We investigate the structure of equilibria in…