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Fictitious play (FP) is a canonical game-theoretic learning algorithm which has been deployed extensively in decentralized control scenarios. However standard treatments of FP, and of many other game-theoretic models, assume rather…

Optimization and Control · Mathematics 2016-09-29 Brian Swenson , Soummya Kar , João Xavier , David S. Leslie

In this paper we experiment with a 2-player strategy board game where playing models are evolved using reinforcement learning and neural networks. The models are evolved to speed up automatic game development based on human involvement at…

Artificial Intelligence · Computer Science 2007-05-23 Dimitris Kalles

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…

In the last decade, deep learning has achieved great success in machine learning tasks where the input data is represented with different levels of abstractions. Driven by the recent research in reinforcement learning using deep neural…

Machine Learning · Computer Science 2022-05-18 Dejan Markovikj

Reinforcement Learning algorithms are primarily focused on learning a policy that maximizes expected return. As a result, the learned policy can exploit one or few reward sources. However, in many natural situations, it is desirable to…

Machine Learning · Computer Science 2026-03-31 Sagalpreet Singh , Rishi Saket , Aravindan Raghuveer

We consider a game-theoretic model of information retrieval with strategic authors. We examine two different utility schemes: authors who aim at maximizing exposure and authors who want to maximize active selection of their content (i.e.…

Computer Science and Game Theory · Computer Science 2019-02-21 Omer Ben-Porat , Itay Rosenberg , Moshe Tennenholtz

We study the quality of outcomes in repeated games when the population of players is dynamically changing and participants use learning algorithms to adapt to the changing environment. Game theory classically considers Nash equilibria of…

Computer Science and Game Theory · Computer Science 2020-05-25 Thodoris Lykouris , Vasilis Syrgkanis , Eva Tardos

We consider concurrent games played on graphs. At every round of the game, each player simultaneously and independently selects a move; the moves jointly determine the transition to a successor state. Two basic objectives are the safety…

Computer Science and Game Theory · Computer Science 2008-12-18 Krishnendu Chatterjee , Luca de Alfaro , Thomas A. Henzinger

Understanding the convergence landscape of multi-agent learning is a fundamental problem of great practical relevance in many applications of artificial intelligence and machine learning. While it is known that learning dynamics converge to…

Computer Science and Game Theory · Computer Science 2025-03-21 Martin Bichler , Davide Legacci , Panayotis Mertikopoulos , Matthias Oberlechner , Bary Pradelski

We consider the multi-agent reinforcement learning setting with imperfect information in which each agent is trying to maximize its own utility. The reward function depends on the hidden state (or goal) of both agents, so the agents must…

Artificial Intelligence · Computer Science 2018-03-28 Roberta Raileanu , Emily Denton , Arthur Szlam , Rob Fergus

Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

General Finance · Quantitative Finance 2024-02-19 Sherly Alfonso-Sánchez , Jesús Solano , Alejandro Correa-Bahnsen , Kristina P. Sendova , Cristián Bravo

We consider online no-regret learning in unknown games with bandit feedback, where each player can only observe its reward at each time -- determined by all players' current joint action -- rather than its gradient. We focus on the class of…

Machine Learning · Computer Science 2024-04-01 Wenjia Ba , Tianyi Lin , Jiawei Zhang , Zhengyuan Zhou

A recent body of experimental literature has studied empirical game-theoretical analysis, in which we have partial knowledge of a game, consisting of observations of a subset of the pure-strategy profiles and their associated payoffs to…

Computer Science and Game Theory · Computer Science 2014-02-13 John Fearnley , Martin Gairing , Paul Goldberg , Rahul Savani

An ideal strategy in zero-sum games should not only grant the player an average reward no less than the value of Nash equilibrium, but also exploit the (adaptive) opponents when they are suboptimal. While most existing works in Markov games…

Machine Learning · Computer Science 2022-06-15 Qinghua Liu , Yuanhao Wang , Chi Jin

Learning in games has been widely used to solve many cooperative multi-agent problems such as coverage control, consensus, self-reconfiguration or vehicle-target assignment. One standard approach in this domain is to formulate the problem…

Systems and Control · Electrical Eng. & Systems 2022-09-07 Abbasali Koochakzadeh , Yasin Yazıcıoğlu

The behaviour of multi-agent learning in competitive settings is often considered under the restrictive assumption of a zero-sum game. Only under this strict requirement is the behaviour of learning well understood; beyond this, learning…

Computer Science and Game Theory · Computer Science 2023-07-27 Aamal Hussain , Francesco Belardinelli , Georgios Piliouras

In this work, we study the problem of finding Pareto optimal policies in multi-agent reinforcement learning problems with cooperative reward structures. We show that any algorithm where each agent only optimizes their reward is subject to…

Machine Learning · Computer Science 2024-10-28 Bang Giang Le , Viet Cuong Ta

Adversarial self-play in two-player games has delivered impressive results when used with reinforcement learning algorithms that combine deep neural networks and tree search. Algorithms like AlphaZero and Expert Iteration learn tabula-rasa,…

We present a method for finding optimal hedging policies for arbitrary initial portfolios and market states. We develop a novel actor-critic algorithm for solving general risk-averse stochastic control problems and use it to learn hedging…

Computational Finance · Quantitative Finance 2022-07-18 Phillip Murray , Ben Wood , Hans Buehler , Magnus Wiese , Mikko S. Pakkanen

The designs of many large-scale systems today, from traffic routing environments to smart grids, rely on game-theoretic equilibrium concepts. However, as the size of an $N$-player game typically grows exponentially with $N$, standard game…

Computer Science and Game Theory · Computer Science 2022-08-23 Paul Muller , Romuald Elie , Mark Rowland , Mathieu Lauriere , Julien Perolat , Sarah Perrin , Matthieu Geist , Georgios Piliouras , Olivier Pietquin , Karl Tuyls
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