Related papers: Aspiration-based Perturbed Learning Automata

We consider payoff-based learning of a generalized Nash equilibrium (GNE) in multi-agent systems. Our focus is on games with jointly convex constraints of a linear structure and strongly monotone pseudo-gradients. We present a convergent…

The game-theoretic risk management framework put forth in the precursor work "Towards a Theory of Games with Payoffs that are Probability-Distributions" (arXiv:1506.07368 [q-fin.EC]) is herein extended by algorithmic details on how to…

In this paper, we study the problem of learning the set of pure strategy Nash equilibria and the exact structure of a continuous-action graphical game with quadratic payoffs by observing a small set of perturbed equilibria. A…

One of the proposed solutions to the equilibrium selection problem for agents learning in repeated games is obtained via the notion of stochastic stability. Learning algorithms are perturbed so that the Markov chain underlying the learning…

We consider two classes of constrained finite state-action stochastic games. First, we consider a two player nonzero sum single controller constrained stochastic game with both average and discounted cost criterion. We consider the same…

We study the existence of mixed-strategy equilibria in concurrent games played on graphs. While existence is guaranteed with safety objectives for each player, Nash equilibria need not exist when players are given arbitrary terminal-reward…

In this paper, we investigate a distributed learning scheme for a broad class of stochastic optimization problems and games that arise in signal processing and wireless communications. The proposed algorithm relies on the method of matrix…

Distributed Nash equilibrium (NE) seeking problem for multi-coalition games has attracted increasing attention in recent years, but the research mainly focuses on the case without agreement demand within coalitions. This paper considers a…

We consider a subclass of $n$-player stochastic games, in which players have their own internal state/action spaces while they are coupled through their payoff functions. It is assumed that players' internal chains are driven by independent…

We discuss similarities and differences between systems of interacting players maximizing their individual payoffs and particles minimizing their interaction energy. Long-run behavior of stochastic dynamics of spatial games with multiple…

This paper aims to accommodate games in which the players' dynamics are subject to un-modeled and disturbance terms. The un-modeled and disturbance terms are regarded as extended states for which observers are designed to estimate them.…

We study two-player zero-sum stochastic games, and propose a form of independent learning dynamics called Doubly Smoothed Best-Response dynamics, which integrates a discrete and doubly smoothed variant of the best-response dynamics into…

We study stochastic effects on the lagging anchor dynamics, a reinforcement learning algorithm used to learn successful strategies in iterated games, which is known to converge to Nash points in the absence of noise. The dynamics is…

We consider multi-agent decision making where each agent's cost function depends on all agents' strategies. We propose a distributed algorithm to learn a Nash equilibrium, whereby each agent uses only obtained values of her cost function at…

We study the computational complexity of Nash equilibria in concurrent games with limit-average objectives. In particular, we prove that the existence of a Nash equilibrium in randomised strategies is undecidable, while the existence of a…

We propose a multi-agent distributed reinforcement learning algorithm that balances between potentially conflicting short-term reward and sparse, delayed long-term reward, and learns with partial information in a dynamic environment. We…

We study a repeated game with payoff externalities and observable actions where two players receive information over time about an underlying payoff-relevant state, and strategically coordinate their actions. Players learn about the true…

We initiate the study of Preference-Based Multi-Agent Reinforcement Learning (PbMARL), exploring both theoretical foundations and empirical validations. We define the task as identifying the Nash equilibrium from a preference-only offline…

We develop a flexible stochastic approximation framework for analyzing the long-run behavior of learning in games (both continuous and finite). The proposed analysis template incorporates a wide array of popular learning algorithms,…

In this paper, we formulate an evolutionary multiple access channel game with continuous-variable actions and coupled rate constraints. We characterize Nash equilibria of the game and show that the pure Nash equilibria are Pareto optimal…