Related papers: Recursive Markov Process for Iterated Games with M…

I give a simple analysis of the game that I previously published in Scientific American which shows the paradoxical behavior whereby two losing games randomly combine to form a winning game. The game, modeled on a random walk, requires only…

We study the expected accumulated reward for a discrete-time Markov reward model with absorbing states. The rewards are impulse rewards, where a reward $\rho_{ij}$ is accumulated when transitioning from state $i$ to state $j$. We derive an…

We consider turn-based stochastic two-player games with a combination of a parity condition that must hold surely, that is in all possible outcomes, and of a parity condition that must hold almost-surely, that is with probability 1. The…

In this paper we model basketball plays as episodes from team-specific non-stationary Markov decision processes (MDPs) with shot clock dependent transition probabilities. Bayesian hierarchical models are employed in the modeling and…

We study the problem of finding equilibrium strategies in multi-agent games with incomplete payoff information, where the payoff matrices are only known to the players up to some bounded uncertainty sets. In such games, an ex-post…

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…

Game theory serves as a powerful tool for distributed optimization in multi-agent systems in different applications. In this paper we consider multi-agent systems that can be modeled by means of potential games whose potential function…

We consider the problem of two-player zero-sum games. This problem is formulated as a min-max Markov game in the literature. The solution of this game, which is the min-max payoff, starting from a given state is called the min-max value of…

Two-player stochastic games are games with two 2 players and a randomised entity called "nature". A natural question to ask in this framework is the existence of strategies that ensure that an event happens with probability 1 (almost-sure…

In many multi-player interactions, players incur strictly positive costs each time they execute actions e.g. 'menu costs' or transaction costs in financial systems. Since acting at each available opportunity would accumulate prohibitively…

Value functions are used in sports applications to determine the optimal action players should employ. However, most literature implicitly assumes that the player can perform the prescribed action with known and fixed probability of…

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,…

Stochastic games generalize Markov decision processes (MDPs) to a multiagent setting by allowing the state transitions to depend jointly on all player actions, and having rewards determined by multiplayer matrix games at each state. We…

We present tournament results and several powerful strategies for the Iterated Prisoner's Dilemma created using reinforcement learning techniques (evolutionary and particle swarm algorithms). These strategies are trained to perform well…

The Prisoner's Dilemma game has a long history stretching across the social, biological, and physical sciences. In 2012, Press and Dyson developed a method for analyzing the mapping of the 8-dimensional strategy profile onto the…

We develop a probabilistic approach to continuous-time finite state mean field games. Based on an alternative description of continuous-time Markov chain by means of semimartingale and the weak formulation of stochastic optimal control, our…

We explore a class of stochastic multiplayer games where each player in the game aims to optimize its objective under uncertainty and adheres to some expectation constraints. The study employs an offline learning paradigm, leveraging a…

We consider a computing system where a master processor assigns tasks for execution to worker processors through the Internet. We model the workers decision of whether to comply (compute the task) or not (return a bogus result to save the…

We examine the problem of the existence of optimal deterministic stationary strategiesintwo-players antagonistic (zero-sum) perfect information stochastic games with finitely many states and actions.We show that the existenceof such…

Model-based algorithms -- algorithms that explore the environment through building and utilizing an estimated model -- are widely used in reinforcement learning practice and theoretically shown to achieve optimal sample efficiency for…