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Artificial intelligence algorithms are increasingly used by firms to set prices. Previous research shows that they can exhibit collusive behaviour, but how quickly they can do so has so far remained an open question. I show that a modern…

General Economics · Economics 2026-04-20 Kevin Michael Frick

Learning from a partner who collects higher payoff is a frequently used working hypothesis in evolutionary game theory. One of the alternative dynamical rules is when the focal player prefers to follow the strategy choice of the majority in…

Physics and Society · Physics 2018-09-14 Attila Szolnoki , Xiaojie Chen

Reinforcement learning algorithms describe how an agent can learn an optimal action policy in a sequential decision process, through repeated experience. In a given environment, the agent policy provides him some running and terminal…

Theoretical Economics · Economics 2020-03-24 Arthur Charpentier , Romuald Elie , Carl Remlinger

Machine learning is often used in competitive scenarios: Participants learn and fit static models, and those models compete in a shared platform. The common assumption is that in order to win a competition one has to have the best…

Machine Learning · Computer Science 2018-03-14 Amin Khajehnejad , Shima Hajimirza

This paper considers convex games involving multiple agents that aim to minimize their own cost functions using locally available information. A common assumption in the study of such games is that the agents are symmetric, meaning that…

Optimization and Control · Mathematics 2025-09-25 Zifan Wang , Xinlei Yi , Yi Shen , Michael M. Zavlanos , Karl H. Johansson

Maneuvering in dense traffic is a challenging task for autonomous vehicles because it requires reasoning about the stochastic behaviors of many other participants. In addition, the agent must achieve the maneuver within a limited time and…

Artificial Intelligence · Computer Science 2020-05-26 Maxime Bouton , Alireza Nakhaei , David Isele , Kikuo Fujimura , Mykel J. Kochenderfer

Safety is essential for reinforcement learning (RL) applied in real-world situations. Chance constraints are suitable to represent the safety requirements in stochastic systems. Previous chance-constrained RL methods usually have a low…

Machine Learning · Computer Science 2021-03-17 Baiyu Peng , Yao Mu , Yang Guan , Shengbo Eben Li , Yuming Yin , Jianyu Chen

Model-based reinforcement learning is a promising learning strategy for practical robotic applications due to its improved data-efficiency versus model-free counterparts. However, current state-of-the-art model-based methods rely on shaped…

Machine Learning · Computer Science 2023-08-10 Robert McCarthy , Qiang Wang , Stephen J. Redmond

We study techniques to incentivize self-interested agents to form socially desirable solutions in scenarios where they benefit from mutual coordination. Towards this end, we consider coordination games where agents have different intrinsic…

Computer Science and Game Theory · Computer Science 2014-04-21 Elliot Anshelevich , Shreyas Sekar

The concept of the value-gradient is introduced and developed in the context of reinforcement learning. It is shown that by learning the value-gradients exploration or stochastic behaviour is no longer needed to find locally optimal…

Neural and Evolutionary Computing · Computer Science 2008-03-26 Michael Fairbank

We motivate and propose a new model for non-cooperative Markov game which considers the interactions of risk-aware players. This model characterizes the time-consistent dynamic "risk" from both stochastic state transitions (inherent to the…

Computer Science and Game Theory · Computer Science 2019-11-22 Wenjie Huang , Pham Viet Hai , William B. Haskell

Humans have an impressive ability to solve complex coordination problems in a fully distributed manner. This ability, if learned as a set of distributed multirobot coordination strategies, can enable programming large groups of robots to…

Robotics · Computer Science 2016-04-21 Arash Tavakoli , Haig Nalbandian , Nora Ayanian

We derive the rate of convergence to the strongly variationally stable Nash equilibrium in a convex game, for a zeroth-order learning algorithm. Though we do not assume strong monotonicity of the game, our rates for the one-point feedback…

Optimization and Control · Mathematics 2024-03-12 Tatiana Tatarenko , Maryam Kamgarpour

This paper examines the convergence of no-regret learning in games with continuous action sets. For concreteness, we focus on learning via "dual averaging", a widely used class of no-regret learning schemes where players take small steps…

Optimization and Control · Mathematics 2018-01-17 Panayotis Mertikopoulos , Zhengyuan Zhou

Machine learning relies on the assumption that unseen test instances of a classification problem follow the same distribution as observed training data. However, this principle can break down when machine learning is used to make important…

Machine Learning · Computer Science 2015-11-24 Moritz Hardt , Nimrod Megiddo , Christos Papadimitriou , Mary Wootters

Reinforcement learning and classical planning are typically seen as two distinct problems, with differing formulations necessitating different solutions. Yet, when humans are given a task, regardless of the way it is specified, they can…

Machine Learning · Computer Science 2026-02-10 Gabriel Stella

In this note, we consider repeated play of a finite game using learning rules whose period-by-period behavior probabilities or empirical distributions converge to some notion of equilibria of the stage game. Our primary focus is on…

Computer Science and Game Theory · Computer Science 2013-10-22 M. Sadegh Talebi

We propose a multi-agent distributed reinforcement learning algorithm that balances between potentially conflicting short-term reward and sparse, delayed long-term reward, and learns with partial information in a dynamic environment. We…

Machine Learning · Computer Science 2022-04-06 Jing Tan , Ramin Khalili , Holger Karl

Model-based reinforcement learning is an appealing framework for creating agents that learn, plan, and act in sequential environments. Model-based algorithms typically involve learning a transition model that takes a state and an action and…

Machine Learning · Computer Science 2019-06-03 Kavosh Asadi , Dipendra Misra , Seungchan Kim , Michel L. Littman

We study paycheck optimization, which examines how to allocate income in order to achieve several competing financial goals. For paycheck optimization, a quantitative methodology is missing, due to a lack of a suitable problem formulation.…

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