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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…
Constructing effective algorithms to converge to Nash Equilibrium (NE) is an important problem in algorithmic game theory. Prior research generally posits that the upper bound on the convergence rate for games is $O\left(T^{-1/2}\right)$.…
This paper proposes and studies a general form of dynamic $N$-player non-cooperative games called $\alpha$-potential games, where the change of a player's value function upon her unilateral deviation from her strategy is equal to the change…
The notion of fault tolerant Nash equilibria has been introduced as a way of studying the robustness of Nash equilibria. Under this notion, a fixed number of players are allowed to exhibit faulty behavior in which they may deviate…
This work considers a stochastic Nash game in which each player solves a parameterized stochastic optimization problem. In deterministic regimes, best-response schemes have been shown to be convergent under a suitable spectral property…
We consider the problem of simultaneous learning in stochastic games with many players in the finite-horizon setting. While the typical target solution for a stochastic game is a Nash equilibrium, this is intractable with many players. 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…
The paper studies the highly prototypical Fictitious Play (FP) algorithm, as well as a broad class of learning processes based on best-response dynamics, that we refer to as FP-type algorithms. A well-known shortcoming of FP is that, while…
We study the performance of Fictitious Play, when used as a heuristic for finding an approximate Nash equilibrium of a 2-player game. We exhibit a class of 2-player games having payoffs in the range [0,1] that show that Fictitious Play…
Despite the notable successes in video games such as Atari 2600, current AI is yet to defeat human champions in the domain of real-time strategy (RTS) games. One of the reasons is that an RTS game is a multi-agent game, in which…
High fidelity simulation of large-sized complex networks can be realized on a distributed computing platform that leverages the combined resources of multiple processors or machines. In a discrete event driven simulation, the assignment of…
This paper investigates online stochastic aggregative games subject to local set constraints and time-varying coupled inequality constraints, where each player possesses a time-varying expectation-valued cost function relying on not only…
Multi-team games, prevalent in robotics and resource management, involve team members striving for a joint best response against other teams. Team-Nash equilibrium (TNE) predicts the outcomes of such coordinated interactions. However, can…
Successful algorithms have been developed for computing Nash equilibrium in a variety of finite game classes. However, solving continuous games -- in which the pure strategy space is (potentially uncountably) infinite -- is far more…
We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…
Nash equilibrium is a key concept in game theory fundamental for elucidating the equilibrium state of strategic interactions, finding applications in diverse fields such as economics, political science, and biology. However, the Nash…
In a network game, players interact over a network and the utility of each player depends on his own action and on an aggregate of his neighbours' actions. Many real world networks of interest are asymmetric and involve a large number of…
Several notions of game enjoy a Nash-like notion of equilibrium without guarantee of existence. There are different ways of weakening a definition of Nash-like equilibrium in order to guarantee the existence of a weakened equilibrium.…
Potential games and decentralised partially observable MDPs (Dec-POMDPs) are two commonly used models of multi-agent interaction, for static optimisation and sequential decisionmaking settings, respectively. In this paper we introduce…
In this paper, we deepen the analysis of continuous time Fictitious Play learning algorithm to the consideration of various finite state Mean Field Game settings (finite horizon, $\gamma$-discounted), allowing in particular for the…