Related papers: Policy Invariance under Reward Transformations for…
An ideal strategy in zero-sum games should not only grant the player an average reward no less than the value of Nash equilibrium, but also exploit the (adaptive) opponents when they are suboptimal. While most existing works in Markov games…
Learning in games provides a powerful framework to design control policies for self-interested agents that may be coupled through their dynamics, costs, or constraints. We consider the case where the dynamics of the coupled system can be…
We consider a stochastic tournament game in which each player is rewarded based on her rank in terms of the completion time of her own task and is subject to cost of effort. When players are homogeneous and the rewards are purely rank…
We study the complexity of computing stationary Nash equilibrium (NE) in n-player infinite-horizon general-sum stochastic games. We focus on the problem of computing NE in such stochastic games when each player is restricted to choosing a…
Successful algorithms have been developed for computing Nash equilibrium in a variety of finite game classes. However, solving continuous games -- in which the pure strategy space is (potentially uncountably) infinite -- is far more…
We study nonzero-sum stochastic differential games with risk-sensitive ergodic cost criterion. Under certain conditions, using multi-parameter eigenvalue approach, we establish the existence of a Nash equilibrium in the space of stationary…
We consider a symmetric two-player contest, in which the choice set of effort is constrained. We apply a fundamental property of the payoff function to show that, under standard assumptions, there exists a unique Nash equilibrium in pure…
Nearly all simulation-based games have environment parameters that affect incentives in the interaction but are not explicitly incorporated into the game model. To understand the impact of these parameters on strategic incentives, typical…
We consider strongly monotone games with convex separable coupling constraints, played by dynamical agents, in a partial-decision information scenario. We start by designing continuous-time fully distributed feedback controllers, based on…
In finite games mixed Nash equilibria always exist, but pure equilibria may fail to exist. To assess the relevance of this nonexistence, we consider games where the payoffs are drawn at random. In particular, we focus on games where a large…
Constrained Markov games offer a formal mathematical framework for modeling multi-agent reinforcement learning problems where the behavior of the agents is subject to constraints. In this work, we focus on the recently introduced class of…
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…
In this paper, we study a distributed continuous-time design for aggregative games with coupled constraints in order to seek the generalized Nash equilibrium by a group of agents via simple local information exchange. To solve the problem,…
We introduce a new class of population games that we call monotropic; these are games characterized by the presence of a unique globally neutrally stable Nash equilibrium. Monotropic games generalize strictly concave potential games and…
We suggest a novel stochastic-approximation algorithm to compute a symmetric Nash-equilibrium strategy in a general queueing game with a finite action space. The algorithm involves a single simulation of the queueing process with dynamic…
We study pure-strategy Nash equilibria in multi-player concurrent deterministic games, for a variety of preference relations. We provide a novel construction, called the suspect game, which transforms a multi-player concurrent game into a…
We study decentralized learning in two-player zero-sum discounted Markov games where the goal is to design a policy optimization algorithm for either agent satisfying two properties. First, the player does not need to know the policy of the…
We present a framework for computing approximate mixed-strategy Nash equilibria of continuous-action games. It is a modification of the traditional double oracle algorithm, extended to multiple players and continuous action spaces. Unlike…
This study investigates differential games with motion-payoff uncertainty in continuous-time settings. We propose a framework where players update their beliefs about uncertain parameters using continuous Bayesian updating. Theoretical…
Real populations are seldom found at the Nash equilibrium strategy. The present work focuses on how population size can be a relevant evolutionary force diverting the population from its expected Nash equilibrium. We introduce the concept…