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We develop a flexible stochastic approximation framework for analyzing the long-run behavior of learning in games (both continuous and finite). The proposed analysis template incorporates a wide array of popular learning algorithms,…
This paper introduces a novel payoff-based learning scheme for distributed optimization in repeatedly-played strategic-form games. Standard reinforcement-based learning exhibits several limitations with respect to their asymptotic…
We propose a new dynamics for equilibrium selection of finite player discrete strategy games. The dynamics is motivated by optimal transportation, and models individual players' myopicity, greedy and uncertainty when making decisions. The…
Motivated by applications to data networks where fast convergence is essential, we analyze the problem of learning in generic N-person games that admit a Nash equilibrium in pure strategies. Specifically, we consider a scenario where…
We use ideas from distributed computing to study dynamic environments in which computational nodes, or decision makers, follow adaptive heuristics (Hart 2005), i.e., simple and unsophisticated rules of behavior, e.g., repeatedly "best…
It is known that there are uncoupled learning heuristics leading to Nash equilibrium in all finite games. Why should players use such learning heuristics and where could they come from? We show that there is no uncoupled learning heuristic…
Understanding the evolutionary dynamics of reinforcement learning under multi-agent settings has long remained an open problem. While previous works primarily focus on 2-player games, we consider population games, which model the strategic…
We consider multi-player games played on graphs, in which the players aim at fulfilling their own (not necessarily antagonistic) objectives. In the spirit of evolutionary game theory, we suppose that the players have the right to repeatedly…
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…
Across many domains of interaction, both natural and artificial, individuals use past experience to shape future behaviors. The results of such learning processes depend on what individuals wish to maximize. A natural objective is one's own…
Controlling evolutionary game-theoretic dynamics is a problem of paramount importance for the systems and control community, with several applications spanning from social science to engineering. Here, we study a population of individuals…
Population games can be regarded as a tool to study the strategic interaction of a population of players. Although several attention has been given to such field, most of the available works have focused only on the unconstrained case. That…
We present a novel variant of fictitious play dynamics combining classical fictitious play with Q-learning for stochastic games and analyze its convergence properties in two-player zero-sum stochastic games. Our dynamics involves players…
Except for special classes of games, there is no systematic framework for analyzing the dynamical properties of multi-agent strategic interactions. Potential games are one such special but restrictive class of games that allow for tractable…
Motivated by the recent applications of game-theoretical learning techniques to the design of distributed control systems, we study a class of control problems that can be formulated as potential games with continuous action sets, and we…
We consider the problem of simultaneous learning in stochastic games with many players in the finite-horizon setting. While the typical target solution for a stochastic game is a Nash equilibrium, this is intractable with many players. We…
Long-term evolutionary processes can strongly influence common-pool resource conservation by generating new traits or behaviours that modify the feedback between population strategies and the resource state. Here we develop an…
We consider finite two-player normal form games with random payoffs. Player A's payoffs are i.i.d. from a uniform distribution. Given p in [0, 1], for any action profile, player B's payoff coincides with player A's payoff with probability p…
We study two-player zero-sum stochastic games, and propose a form of independent learning dynamics called Doubly Smoothed Best-Response dynamics, which integrates a discrete and doubly smoothed variant of the best-response dynamics into…
In this work, we study the distributed Nash equilibrium seeking problem for monotone generalized noncooperative games with set constraints and shared affine inequality constraints. A distributed regularized penalty method is proposed. The…