Related papers: Learning to Coordinate Efficiently: A Model-based …
This paper studies the last-iterate convergence properties of the exponential weights algorithm with constant learning rates. We consider a repeated interaction in discrete time, where each player uses an exponential weights algorithm…
Reinforcement learning (RL) methods have been shown to be capable of learning intelligent behavior in rich domains. However, this has largely been done in simulated domains without adequate focus on the process of building the simulator. In…
Stochastic games are an important class of problems that generalize Markov decision processes to game theoretic scenarios. We consider finite state two-player zero-sum stochastic games over an infinite time horizon with discounted rewards.…
Game-based decision-making involves reasoning over both world dynamics and strategic interactions among the agents. Typically, empirical models capturing these respective aspects are learned and used separately. We investigate the potential…
We study uncoordinated matching markets with additional local constraints that capture, e.g., restricted information, visibility, or externalities in markets. Each agent is a node in a fixed matching network and strives to be matched to…
This article introduces an imitation learning method for learning maximum entropy policies that comply with constraints demonstrated by expert trajectories executing a task. The formulation of the method takes advantage of results…
Reward allocation, also known as the credit assignment problem, has been an important topic in economics, engineering, and machine learning. An important concept in reward allocation is the core, which is the set of stable allocations where…
A variety of practical problems can be modeled by the decision-making process in multi-player games where a group of self-interested players aim at optimizing their own local objectives, while the objectives depend on the actions taken by…
Machine Learning techniques have been used to teach computer programs how to play games as complicated as Chess and Go. These were achieved using powerful tools such as Neural Networks and Parallel Computing on Supercomputers. In this…
Policy gradient methods, where one searches for the policy of interest by maximizing the value functions using first-order information, become increasingly popular for sequential decision making in reinforcement learning, games, and…
The main focus of this paper is on enhancement of two types of game-theoretic learning algorithms: log-linear learning and reinforcement learning. The standard analysis of log-linear learning needs a highly structured environment, i.e.…
We study a game between liquidity provider and liquidity taker agents interacting in an over-the-counter market, for which the typical example is foreign exchange. We show how a suitable design of parameterized families of reward functions…
Despite the significant potential for various applications, stochastic games with long-run average payoffs have received limited scholarly attention, particularly concerning the development of learning algorithms for them due to the…
Coordination games describe social or economic interactions in which the adoption of a common strategy has a higher payoff. They are classically used to model the spread of conventions, behaviors, and technologies in societies. Here we…
Training robots for operation in the real world is a complex, time consuming and potentially expensive task. Despite significant success of reinforcement learning in games and simulations, research in real robot applications has not been…
We propose a new framework for imitation learning -- treating imitation as a two-player ranking-based game between a policy and a reward. In this game, the reward agent learns to satisfy pairwise performance rankings between behaviors,…
Reinforcement learning is a general method for learning in sequential settings, but it can often be difficult to specify a good reward function when the task is complex. In these cases, preference feedback or expert demonstrations can be…
We study decentralized equilibrium selection in stochastic games under severe information and communication constraints. In such settings, convergence to equilibrium alone is insufficient, as stochastic games typically admit many equilibria…
Learning how to adapt to complex and dynamic environments is one of the most important factors that contribute to our intelligence. Endowing artificial agents with this ability is not a simple task, particularly in competitive scenarios. In…
A tenet of reinforcement learning is that the agent always observes rewards. However, this is not true in many realistic settings, e.g., a human observer may not always be available to provide rewards, sensors may be limited or…