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Related papers: Multi-agent learning using Fictitious Play and Ext…

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Stochastic games are a popular framework for studying multi-agent reinforcement learning (MARL). Recent advances in MARL have focused primarily on games with finitely many states. In this work, we study multi-agent learning in stochastic…

Machine Learning · Computer Science 2024-03-28 Awni Altabaa , Bora Yongacoglu , Serdar Yüksel

We introduce a simple extensive-form algorithm for finding equilibria of two-player, zero-sum games. The algorithm is realization equivalent to a generalized form of Fictitious Play. We compare its performance to that of a similar…

Computer Science and Game Theory · Computer Science 2023-10-17 Tim P. Schulze

In multi-agent autonomous systems, deception is a fundamental concept which characterizes the exploitation of unbalanced information to mislead victims into choosing oblivious actions. This effectively alters the system's long term…

Systems and Control · Electrical Eng. & Systems 2025-08-27 Michael Tang , Miroslav Krstic , Jorge Poveda

The paper is concerned with distributed learning and optimization in large-scale settings. The well-known Fictitious Play (FP) algorithm has been shown to achieve Nash equilibrium learning in certain classes of multi-agent games. However,…

Optimization and Control · Mathematics 2015-06-16 B. Swenson , S. Kar , J. Xavier

Offline Reinforcement Learning (RL) enables policy improvement from fixed datasets without online interactions, making it highly suitable for real-world applications lacking efficient simulators. Despite its success in the single-agent…

Multiagent Systems · Computer Science 2025-10-15 Jingxiao Chen , Weiji Xie , Weinan Zhang , Yong yu , Ying Wen

Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…

Computer Science and Game Theory · Computer Science 2022-04-08 Adhyyan Narang , Evan Faulkner , Dmitriy Drusvyatskiy , Maryam Fazel , Lillian J. Ratliff

We study discrete-time mean-field Markov games with infinite numbers of agents where each agent aims to minimize its ergodic cost. We consider the setting where the agents have identical linear state transitions and quadratic cost…

Optimization and Control · Mathematics 2019-10-17 Zuyue Fu , Zhuoran Yang , Yongxin Chen , Zhaoran Wang

Much of recent success in multiagent reinforcement learning has been in two-player zero-sum games. In these games, algorithms such as fictitious self-play and minimax tree search can converge to an approximate Nash equilibrium. While…

Multiagent Systems · Computer Science 2019-12-11 Alexander Shmakov , John Lanier , Stephen McAleer , Rohan Achar , Cristina Lopes , Pierre Baldi

Computing Nash equilibrium policies is a central problem in multi-agent reinforcement learning that has received extensive attention both in theory and in practice. However, provable guarantees have been thus far either limited to fully…

In this tutorial, we provide an introduction to machine learning methods for finding Nash equilibria in games with large number of agents. These types of problems are important for the operations research community because of their…

Optimization and Control · Mathematics 2024-06-18 Gokce Dayanikli , Mathieu Lauriere

The goal of agents in multi-agent environments is to maximize total reward against the opposing agents that are encountered. Following a game-theoretic solution concept, such as Nash equilibrium, may obtain a strong performance in some…

Computer Science and Game Theory · Computer Science 2026-01-05 Sam Ganzfried

We investigate how well continuous-time fictitious play in two-player games performs in terms of average payoff, particularly compared to Nash equilibrium payoff. We show that in many games, fictitious play outperforms Nash equilibrium on…

Computer Science and Game Theory · Computer Science 2014-11-20 Georg Ostrovski , Sebastian van Strien

In this paper, we deepen the analysis of continuous time Fictitious Play learning algorithm to the consideration of various finite state Mean Field Game settings (finite horizon, $\gamma$-discounted), allowing in particular for the…

Optimization and Control · Mathematics 2020-10-27 Sarah Perrin , Julien Perolat , Mathieu Laurière , Matthieu Geist , Romuald Elie , Olivier Pietquin

This paper considers a game-theoretic framework for distributed machine learning problems over networks where the information acquisition at a node is modeled as a rational choice of a player. In the proposed game, players decide both the…

Computer Science and Game Theory · Computer Science 2022-10-28 Shutian Liu , Tao Li , Quanyan Zhu

Feedback Nash equilibrium strategies in multi-agent dynamic games require availability of all players' state information to compute control actions. However, in real-world scenarios, sensing and communication limitations between agents make…

Computer Science and Game Theory · Computer Science 2025-04-10 Xinjie Liu , Jingqi Li , Filippos Fotiadis , Mustafa O. Karabag , Jesse Milzman , David Fridovich-Keil , Ufuk Topcu

Stochastic dynamic teams and games are rich models for decentralized systems and challenging testing grounds for multi-agent learning. Previous work that guaranteed team optimality assumed stateless dynamics, or an explicit coordination…

Optimization and Control · Mathematics 2024-03-28 Bora Yongacoglu , Gürdal Arslan , Serdar Yüksel

We study offline multi-agent reinforcement learning (RL) in Markov games, where the goal is to learn an approximate equilibrium -- such as Nash equilibrium and (Coarse) Correlated Equilibrium -- from an offline dataset pre-collected from…

Machine Learning · Computer Science 2023-02-07 Yuheng Zhang , Yu Bai , Nan Jiang

This paper considers the problem of inverse reinforcement learning in zero-sum stochastic games when expert demonstrations are known to be not optimal. Compared to previous works that decouple agents in the game by assuming optimality in…

Machine Learning · Statistics 2018-06-07 Xingyu Wang , Diego Klabjan

Control of multi-agent systems via game theory is investigated. Assume a system level object is given, the utility functions for individual agents are designed to convert a multi-agent system into a potential game. First, for fixed…

Optimization and Control · Mathematics 2016-08-02 Ting Liu , Jinhuan Wang , Daizhan Cheng

Game theory has been developed by scientists as a theory of strategic interaction among players who are supposed to be perfectly rational. These strategic interactions might have been presented in an auction, a business negotiation, a chess…

Computer Science and Game Theory · Computer Science 2020-04-07 Medet Kanmaz , Elif Surer