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We propose a deep neural network-based algorithm to identify the Markovian Nash equilibrium of general large $N$-player stochastic differential games. Following the idea of fictitious play, we recast the $N$-player game into $N$ decoupled…

The problem of detecting replay attack to the linear stochastic system with Kalman filer state estimator and LQG controller is addressed. To this end, a dynamic attack detector method is proposed which is coupled with the dynamics of the…

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…

This paper is concerned with the linear/nonlinear Kalman-like filtering problem under binary sensors. Since innovation represents new information in the sensor measurement and serves to correct the prediction for the Kalman-like filter…

Establishing the existence of Nash equilibria for partially observed stochastic dynamic games is known to be quite challenging, with the difficulties stemming from the noisy nature of the measurements available to individual players…

This work considers two-player zero-sum semi-Markov games with incomplete information on one side and perfect observation. At the beginning, the system selects a game type according to a given probability distribution and informs to Player…

For linear time-invariant systems with uncertain parameters belonging to a finite set, we present a purely deterministic approach to multiple-model estimation and propose an algorithm based on the minimax criterion using constrained…

We describe an algorithm for computing best response strategies in a class of two-player infinite games of incomplete information, defined by payoffs piecewise linear in agents' types and actions, conditional on linear comparisons of…

In zero-sum games, the optimal strategy is well-defined by the Nash equilibrium. However, it is overly conservative when playing against suboptimal opponents and it can not exploit their weaknesses. Limited look-ahead game solving in…

Many robotic sensor estimation problems can characterized in terms of nonlinear measurement systems. These systems are contaminated with noise and may be underdetermined from a single observation. In order to get reliable estimation…

In this paper, we focus on sensor placement in linear dynamic estimation, where the objective is to place a small number of sensors in a system of interdependent states so to design an estimator with a desired estimation performance. In…

This paper considers the problem of detector tuning against false data injection attacks. In particular, we consider an adversary injecting false sensor data to maximize the state deviation of the plant, referred to as impact, whilst being…

Secure equilibrium is a refinement of Nash equilibrium, which provides some security to the players against deviations when a player changes his strategy to another best response strategy. The concept of secure equilibrium is specifically…

This paper studies a system security problem in the context of observability based on a two-person noncooperative infinitely repeated game. Both the attacker and the defender have means to modify the dimension of the unobservable subspace,…

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…

This paper makes progress towards learning Nash equilibria in two-player zero-sum Markov games from offline data. Specifically, consider a $\gamma$-discounted infinite-horizon Markov game with $S$ states, where the max-player has $A$…

Rating systems play a vital role in the exponential growth of service-oriented markets. As highly rated online services usually receive substantial revenue in the markets, malicious sellers seek to boost their service evaluation by…

Stochastic games have become a prevalent framework for studying long-term multi-agent interactions, especially in the context of multi-agent reinforcement learning. In this work, we comprehensively investigate the concept of constant-memory…

In this paper, we consider two-player zero-sum matrix and stochastic games and develop learning dynamics that are payoff-based, convergent, rational, and symmetric between the two players. Specifically, the learning dynamics for matrix…

In an inverse game problem, one needs to infer the cost function of the players in a game such that a desired joint strategy is a Nash equilibrium. We study the inverse game problem for a class of multiplayer matrix games, where the cost…