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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

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…

Computer Science and Game Theory · Computer Science 2011-03-15 Quanyan Zhu , Hamidou Tembine , Tamer Basar

We propose a new framework of Markov $\alpha$-potential games to study Markov games. We show that any Markov game with finite-state and finite-action is a Markov $\alpha$-potential game, and establish the existence of an associated…

Computer Science and Game Theory · Computer Science 2025-04-02 Xin Guo , Xinyu Li , Chinmay Maheshwari , Shankar Sastry , Manxi Wu

Markov games model interactions among multiple players in a stochastic, dynamic environment. Each player in a Markov game maximizes its expected total discounted reward, which depends upon the policies of the other players. We formulate a…

Computer Science and Game Theory · Computer Science 2023-09-11 Shenghui Chen , Yue Yu , David Fridovich-Keil , Ufuk Topcu

We propose the concept of a Lagrangian game to solve constrained Markov games. Such games model scenarios where agents face cost constraints in addition to their individual rewards, that depend on both agent joint actions and the evolving…

Optimization and Control · Mathematics 2025-03-14 Soham Das , Santiago Paternain , Luiz F. O. Chamon , Ceyhun Eksin

We study discrete-time mean-field Markov games with infinite numbers of agents where each agent aims to minimize its ergodic cost. We consider the setting where the agents have identical linear state transitions and quadratic cost…

Optimization and Control · Mathematics 2019-10-17 Zuyue Fu , Zhuoran Yang , Yongxin Chen , Zhaoran Wang

By specifying behaviour across multiple agents, social norms are a coordination approach to resolving social dilemmas. Decentralized and wide adoption can be achieved by norms whose prescription involves interpreting stochastic signals in…

Computer Science and Game Theory · Computer Science 2026-05-20 Maximilian Puelma Touzel

Constrained Markov games offer a formal mathematical framework for modeling multi-agent reinforcement learning problems where the behavior of the agents is subject to constraints. In this work, we focus on the recently introduced class of…

Machine Learning · Computer Science 2024-02-29 Philip Jordan , Anas Barakat , Niao He

Multiagent learning settings are inherently more difficult than single-agent learning because each agent interacts with other simultaneously learning agents in a shared environment. An effective approach in multiagent reinforcement learning…

Computer Science and Game Theory · Computer Science 2022-10-31 Dong-Ki Kim , Matthew Riemer , Miao Liu , Jakob N. Foerster , Gerald Tesauro , Jonathan P. How

A central problem in the theory of multi-agent reinforcement learning (MARL) is to understand what structural conditions and algorithmic principles lead to sample-efficient learning guarantees, and how these considerations change as we move…

Machine Learning · Computer Science 2023-05-02 Dylan J. Foster , Dean P. Foster , Noah Golowich , Alexander Rakhlin

Various social contexts ranging from public goods provision to information collection can be depicted as games of strategic interactions, where a player's well-being depends on her own action as well as on the actions taken by her…

Physics and Society · Physics 2015-04-01 Giulio Cimini , Claudio Castellano , Angel Sánchez

We consider a class of dynamic collective choice models with social interactions, whereby a large number of non-uniform agents have to individually settle on one of multiple discrete alternative choices, with the relevance of their would-be…

Systems and Control · Computer Science 2017-08-21 Rabih Salhab , Roland P. Malhamé , Jerome Le Ny

Multi-agent reinforcement learning (MARL) lies at the heart of a plethora of applications involving the interaction of a group of agents in a shared unknown environment. A prominent framework for studying MARL is Markov games, with the goal…

Machine Learning · Computer Science 2025-02-17 Tong Yang , Bo Dai , Lin Xiao , Yuejie Chi

Model-based algorithms -- algorithms that explore the environment through building and utilizing an estimated model -- are widely used in reinforcement learning practice and theoretically shown to achieve optimal sample efficiency for…

Machine Learning · Computer Science 2021-02-09 Qinghua Liu , Tiancheng Yu , Yu Bai , Chi Jin

In this paper we present a scalable deep learning framework for finding Markovian Nash Equilibria in multi-agent stochastic games using fictitious play. The motivation is inspired by theoretical analysis of Forward Backward Stochastic…

Artificial Intelligence · Computer Science 2021-05-24 Tianrong Chen , Ziyi Wang , Ioannis Exarchos , Evangelos A. Theodorou

Feedback Nash equilibrium strategies in multi-agent dynamic games require availability of all players' state information to compute control actions. However, in real-world scenarios, sensing and communication limitations between agents make…

Computer Science and Game Theory · Computer Science 2025-04-10 Xinjie Liu , Jingqi Li , Filippos Fotiadis , Mustafa O. Karabag , Jesse Milzman , David Fridovich-Keil , Ufuk Topcu

In this paper we extend the framework of evolutionary inspection game put forward recently by the author and coworkers to a large class of conflict interactions dealing with the pressure executed by the major player (or principal) on the…

Optimization and Control · Mathematics 2022-05-03 Vassili Kolokoltsov

Network games provide a natural machinery to compactly represent strategic interactions among agents whose payoffs exhibit sparsity in their dependence on the actions of others. Besides encoding interaction sparsity, however, real networks…

Computational Engineering, Finance, and Science · Computer Science 2021-01-22 Kun Jin , Yevgeniy Vorobeychik , Mingyan Liu

We study the problem of learning a Nash equilibrium (NE) in Markov games which is a cornerstone in multi-agent reinforcement learning (MARL). In particular, we focus on infinite-horizon adversarial team Markov games (ATMGs) in which agents…

Computer Science and Game Theory · Computer Science 2024-10-10 Fivos Kalogiannis , Jingming Yan , Ioannis Panageas

Multiagent systems where agents interact among themselves and with a stochastic environment can be formalized as stochastic games. We study a subclass named Markov potential games (MPGs) that appear often in economic and engineering…

Multiagent Systems · Computer Science 2018-05-23 Sergio Valcarcel Macua , Javier Zazo , Santiago Zazo