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Suppose an online platform wants to compare a treatment and control policy, e.g., two different matching algorithms in a ridesharing system, or two different inventory management algorithms in an online retail site. Standard randomized…

Methodology · Statistics 2022-12-27 Peter Glynn , Ramesh Johari , Mohammad Rasouli

In this paper, we present exploitability descent, a new algorithm to compute approximate equilibria in two-player zero-sum extensive-form games with imperfect information, by direct policy optimization against worst-case opponents. We prove…

Artificial Intelligence · Computer Science 2020-06-15 Edward Lockhart , Marc Lanctot , Julien Pérolat , Jean-Baptiste Lespiau , Dustin Morrill , Finbarr Timbers , Karl Tuyls

Designing socially optimal policies in multi-agent environments is a fundamental challenge in both economics and artificial intelligence. This paper studies a general framework for learning Stackelberg equilibria in dynamic and uncertain…

Systems and Control · Electrical Eng. & Systems 2025-09-23 Jun He , Andrew L. Liu , Yihsu Chen

A large number of applications such as querying sensor networks, and analyzing protein-protein interaction (PPI) networks, rely on mining uncertain graph and hypergraph databases. In this work we study the following problem: given an…

Data Structures and Algorithms · Computer Science 2018-01-11 Charalampos E. Tsourakakis , Shreyas Sekar , Johnson Lam , Liu Yang

In everyday life, we frequently make coarse-grained judgments. When we say that Olivia and Noah excel in mathematics, we disregard the specific differences in their mathematical abilities. Similarly, when we claim that a particular…

Theoretical Economics · Economics 2025-04-04 Takashi Izumo

We consider a class of mean field games in which the agents interact through both their states and controls, and we focus on situations in which a generic agent tries to adjust her speed (control) to an average speed (the average is made in…

Analysis of PDEs · Mathematics 2020-03-10 Y Achdou , Z Kobeissi

We consider the problem of approximating the reachability probabilities in Markov decision processes (MDP) with uncountable (continuous) state and action spaces. While there are algorithms that, for special classes of such MDP, provide a…

Systems and Control · Electrical Eng. & Systems 2022-07-13 Kush Grover , Jan Křetínský , Tobias Meggendorfer , Maximilian Weininger

Mean Field Control Games (MFCGs) provide a powerful theoretical framework for analyzing systems of infinitely many interacting agents, blending elements from Mean Field Games (MFGs) and Mean Field Control (MFC). However, solving the coupled…

Machine Learning · Computer Science 2025-01-03 Nianli Peng , Yilin Wang

We study constrained general-sum stochastic games with unknown Markovian dynamics. A distributed constrained no-regret Q-learning scheme (CNRQ) is presented to guarantee convergence to the set of stationary correlated equilibria of the…

Computer Science and Game Theory · Computer Science 2016-06-16 Vesal Hakami , Mehdi Dehghan

Variational inequalities (VIs) encompass many fundamental problems in diverse areas ranging from engineering to economics and machine learning. However, their considerable expressivity comes at the cost of computational intractability. In…

Computer Science and Game Theory · Computer Science 2025-03-03 Brian Hu Zhang , Ioannis Anagnostides , Emanuel Tewolde , Ratip Emin Berker , Gabriele Farina , Vincent Conitzer , Tuomas Sandholm

This paper investigates value function approximation in the context of zero-sum Markov games, which can be viewed as a generalization of the Markov decision process (MDP) framework to the two-agent case. We generalize error bounds from MDPs…

Artificial Intelligence · Computer Science 2013-01-07 Michail Lagoudakis , Ron Parr

In nature and society problems arise when different interests are difficult to reconcile, which are modeled in game theory. While most applications assume uncorrelated games, a more detailed modeling is necessary to consider the…

Physics and Society · Physics 2019-08-21 A. D. Correia , H. T. C. Stoof

We extend the optimin notion of Ismail (2025) from mixed strategy profiles to correlated distributions. A correlated distribution is evaluated by the worst expected payoff each player can receive when opponents may either obey their private…

Theoretical Economics · Economics 2026-05-20 Mehmet Mars Seven

We construct an approximate public-signal correlated equilibrium for a nonzero-sum differential game in the class of stochastic strategies with memory. The construction is based on a solution of an auxiliary nonzero-sum continuous-time…

Optimization and Control · Mathematics 2018-11-22 Yurii Averboukh

Markov decision processes are useful models of concurrency optimisation problems, but are often intractable for exhaustive verification methods. Recent work has introduced lightweight approximative techniques that sample directly from…

Logic in Computer Science · Computer Science 2015-03-24 Axel Legay , Sean Sedwards , Louis-Marie Traonouez

We consider a class of two-player dynamic stochastic nonzero-sum games where the state transition and observation equations are linear, and the primitive random variables are Gaussian. Each controller acquires possibly different dynamic…

Systems and Control · Computer Science 2014-01-21 Abhishek Gupta , Ashutosh Nayyar , Cedric Langbort , Tamer Basar

We investigate different ways of generating approximate solutions to the pairwise Markov random field (MRF) selection problem. We focus mainly on the inverse Ising problem, but discuss also the somewhat related inverse Gaussian problem…

Disordered Systems and Neural Networks · Physics 2013-02-04 Cyril Furtlehner , Yufei Han , Jean-Marc Lasgouttes , Victorin Martin

Mean Field Games (MFGs) have been introduced to efficiently approximate games with very large populations of strategic agents. Recently, the question of learning equilibria in MFGs has gained momentum, particularly using model-free…

To verify the robustness of a program or protocol, it is common in the computer science community to rely on the theoretical framework of game theory. In particular, if one seeks to enforce a desired property, or specification, despite an…

Computer Science and Game Theory · Computer Science 2026-05-20 Léonard Brice

In this paper we develop a novel approach to the convergence of Best-Response Dynamics for the family of interference games. Interference games represent the fundamental resource allocation conflict between users of the radio spectrum. In…

Computer Science and Game Theory · Computer Science 2018-11-20 Ilai Bistritz , Amir Leshem