Related papers: Exponentially fast convergence to (strict) equilib…
In this paper, we consider the problem of finding a Nash equilibrium in a multi-player game over generally connected networks. This model differs from a conventional setting in that players have partial information on the actions of their…
A major goal in Algorithmic Game Theory is to justify equilibrium concepts from an algorithmic and complexity perspective. One appealing approach is to identify robust natural distributed algorithms that converge quickly to an equilibrium.…
Contemporary applications of machine learning in two-team e-sports and the superior expressivity of multi-agent generative adversarial networks raise important and overlooked theoretical questions regarding optimization in two-team games.…
We study an optimal targeting problem for super-modular games with binary actions and finitely many players. The considered problem consists in the selection of a subset of players of minimum size such that, when the actions of these…
We study a simple adaptive model in the framework of an N -player normal form game. The model consists of a repeated game where the players only know their own action space and their own payoff scored at each stage, not those of the other…
In this paper, we propose a passivity-based methodology for analysis and design of reinforcement learning in multi-agent finite games. Starting from a known exponentially-discounted reinforcement learning scheme, we show that convergence to…
We study the limiting behavior of the mixed strategies that result from optimal no-regret learning strategies in a repeated game setting where the stage game is any 2 by 2 competitive game. We consider optimal no-regret algorithms that are…
We investigate the convergence properties of the EM algorithm when applied to overspecified Gaussian mixture models -- that is, when the number of components in the fitted model exceeds that of the true underlying distribution. Focusing on…
The extensive-form game has been studied considerably in recent years. It can represent games with multiple decision points and incomplete information, and hence it is helpful in formulating games with uncertain inputs, such as poker. We…
Nash equilibrium is a popular solution concept for solving imperfect-information games in practice. However, it has a major drawback: it does not preclude suboptimal play in branches of the game tree that are not reached in equilibrium.…
The literature on game-theoretic equilibrium finding predominantly focuses on single games or their repeated play. Nevertheless, numerous real-world scenarios feature playing a game sampled from a distribution of similar, but not identical…
We consider the problem of minimizing a smooth convex function by reducing the optimization to computing the Nash equilibrium of a particular zero-sum convex-concave game. Zero-sum games can be solved using online learning dynamics, where a…
We study Stackelberg equilibria in finitely repeated games, where the leader commits to a strategy that picks actions in each round and can be adaptive to the history of play (i.e. they commit to an algorithm). In particular, we study…
This paper addresses the problem of learning an equilibrium efficiently in general-sum Markov games through decentralized multi-agent reinforcement learning. Given the fundamental difficulty of calculating a Nash equilibrium (NE), we…
We study the existence and computation of Nash equilibria in concave games where the players' admissible strategies are subject to shared coupling constraints. Under playerwise concavity of constraints, we prove existence of Nash…
Consider a 2-player normal-form game repeated over time. We introduce an adaptive learning procedure, where the players only observe their own realized payoff at each stage. We assume that agents do not know their own payoff function, and…
We present an algorithm for computing evolutionarily stable strategies (ESSs) in symmetric perfect-recall extensive-form games of imperfect information. Our main algorithm is for two-player games, and we describe how it can be extended to…
In this paper, the problem of finding a Nash equilibrium of a multi-player game is considered. The players are only aware of their own cost functions as well as the action space of all players. We develop a relatively fast algorithm within…
Evolutionarily stable strategy (ESS) is a key concept in evolutionary game theory. ESS provides an evolutionary stability criterion for biological, social and economical behaviors. In this paper, we develop a new approach to evaluate ESS in…
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…