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Relational Markov Random Fields are a general and flexible framework for reasoning about the joint distribution over attributes of a large number of interacting entities. The main computational difficulty in learning such models is…

Artificial Intelligence · Computer Science 2012-06-26 Ariel Jaimovich , Ofer Meshi , Nir Friedman

In the framework of continuous time symmetric stochastic differential games in open loop strategies, we introduce a generalization of mean field game solution, called coarse correlated solution. This can be seen as the analogue of a coarse…

Probability · Mathematics 2024-12-20 Luciano Campi , Federico Cannerozzi , Markus Fischer

Designing suitable reward functions for numerous interacting intelligent agents is challenging in real-world applications. Inverse reinforcement learning (IRL) in mean field games (MFGs) offers a practical framework to infer reward…

Machine Learning · Computer Science 2025-09-05 Yang Chen , Xiao Lin , Bo Yan , Libo Zhang , Jiamou Liu , Neset Özkan Tan , Michael Witbrock

Behavioral diversity, expert imitation, fairness, safety goals and others give rise to preferences in sequential decision making domains that do not decompose additively across time. We introduce the class of convex Markov games that allow…

Computer Science and Game Theory · Computer Science 2025-06-17 Ian Gemp , Andreas Haupt , Luke Marris , Siqi Liu , Georgios Piliouras

We propose a simple yet rich model to extend the notions of Nash equilibria and correlated equilibria of strategic games to the quantum setting, in which we then study the relations between classical and quantum equilibria. Unlike the…

Quantum Physics · Physics 2015-03-17 Shengyu Zhang

In this book, we present a curated collection of existing results on inverse problems for Mean Field Games (MFGs), a cutting-edge and rapidly evolving field of research. Our aim is to provide fresh insights, novel perspectives, and a…

Analysis of PDEs · Mathematics 2025-03-20 Hongyu Liu , Catharine W. K. Lo , Shen Zhang

In Case-Based Reasoning, when the similarity assumption does not hold, the retrieval of a set of cases structurally similar to the query does not guarantee to get a reusable or revisable solution. Knowledge about the adaptability of…

Artificial Intelligence · Computer Science 2019-05-30 Luigi Portinale

The NP-complete mutual-visibility (MV) problem currently lacks empirical analysis on its practical behaviour despite theoretical studies. This paper addresses this gap by implementing and evaluating three distinct algorithms -- a direct…

Computational Geometry · Computer Science 2025-09-30 Vanja Stojanović , Bor Pangeršič

We propose two algorithms for the solution of the optimal control of ergodic McKean-Vlasov dynamics. Both algorithms are based on approximations of the theoretical solutions by neural networks, the latter being characterized by their…

Optimization and Control · Mathematics 2021-03-30 René Carmona , Mathieu Laurière

Efficiently learning equilibria with large state and action spaces in general-sum Markov games while overcoming the curse of multi-agency is a challenging problem. Recent works have attempted to solve this problem by employing independent…

Machine Learning · Computer Science 2024-03-21 Junyi Fan , Yuxuan Han , Jialin Zeng , Jian-Feng Cai , Yang Wang , Yang Xiang , Jiheng Zhang

Deploying reinforcement learning (RL) systems requires robustness to uncertainty and model misspecification, yet prior robust RL methods typically only study noise introduced independently across time. However, practical sources of…

This work presents a novel policy iteration algorithm to tackle nonzero-sum stochastic impulse games arising naturally in many applications. Despite the obvious impact of solving such problems, there are no suitable numerical methods…

Optimization and Control · Mathematics 2020-06-29 René Aïd , Francisco Bernal , Mohamed Mnif , Diego Zabaljauregui , Jorge P. Zubelli

An important research thread in algorithmic game theory studies the design of efficient truthful mechanisms that approximate the optimal social welfare. A fundamental question is whether an \alpha-approximation algorithm translates into an…

Computer Science and Game Theory · Computer Science 2015-05-13 Chandra Chekuri , Iftah Gamzu

An abundance of recent impossibility results establish that regret minimization in Markov games with adversarial opponents is both statistically and computationally intractable. Nevertheless, none of these results preclude the possibility…

Machine Learning · Computer Science 2025-06-17 Liad Erez , Tal Lancewicki , Uri Sherman , Tomer Koren , Yishay Mansour

Mean field games (MFGs) offer a powerful framework for modeling large-scale multi-agent systems. This paper addresses MFGs formulated in continuous time with discrete state spaces, where agents' dynamics are governed by continuous-time…

Computer Science and Game Theory · Computer Science 2026-02-27 Yannick Eich , Christian Fabian , Kai Cui , Heinz Koeppl

Inference and learning of graphical models are both well-studied problems in statistics and machine learning that have found many applications in science and engineering. However, exact inference is intractable in general graphical models,…

Machine Learning · Statistics 2010-11-16 Jason K. Johnson , Praneeth Netrapalli , Michael Chertkov

In decision-dependent games, multiple players optimize their decisions under a data distribution that shifts with their joint actions, creating complex dynamics in applications like market pricing. A practical consequence of these dynamics…

Computer Science and Game Theory · Computer Science 2025-09-04 Guangzheng Zhong , Yang Liu , Jiming Liu

We analyze variational inference for highly symmetric graphical models such as those arising from first-order probabilistic models. We first show that for these graphical models, the tree-reweighted variational objective lends itself to a…

Artificial Intelligence · Computer Science 2014-06-23 Hung Hai Bui , Tuyen N. Huynh , David Sontag

Aggregative games have many industrial applications, and computing an equilibrium in those games is challenging when the number of players is large. In the framework of atomic aggregative games with coupling constraints, we show that…

Computer Science and Game Theory · Computer Science 2020-03-27 Paulin Jacquot , Cheng Wan , Olivier Beaude , Nadia Oudjane

We consider the problem of computing mixed Nash equilibria of two-player zero-sum games with continuous sets of pure strategies and with first-order access to the payoff function. This problem arises for example in game-theory-inspired…

Optimization and Control · Mathematics 2025-09-04 Guillaume Wang , Lénaïc Chizat