Related papers: Deep Fictitious Play for Stochastic Differential G…

Sequential equilibrium is the conventional approach for analyzing multi-stage games of incomplete information. It relies on mutual consistency of beliefs. To relax mutual consistency, I theoretically and experimentally explore the dynamic…

We address the problem of mechanism design for two-stage repeated stochastic games -- a novel setting using which many emerging problems in next-generation electricity markets can be readily modeled. Repeated playing affords the players a…

Fictitious Play (FP) is a simple and natural dynamic for repeated play with many applications in game theory and multi-agent reinforcement learning. It was introduced by Brown (1949,1951) and its convergence properties for two-player…

Consider a two-player zero-sum stochastic game where the transition function can be embedded in a given feature space. We propose a two-player Q-learning algorithm for approximating the Nash equilibrium strategy via sampling. The algorithm…

Existing settings of decentralized learning either require players to have full information or the system to have certain special structure that may be hard to check and hinder their applicability to practical systems. To overcome this, we…

This paper proposes a new differentially private distributed Nash equilibrium seeking algorithm for aggregative games under time-varying unbalanced directed communication graphs. Random independent Laplace noises are injected into the…

In this paper, Nash equilibrium seeking among a network of players is considered. Different from many existing works on Nash equilibrium seeking in non-cooperative games, the players considered in this paper cannot directly observe the…

We suggest a novel stochastic-approximation algorithm to compute a symmetric Nash-equilibrium strategy in a general queueing game with a finite action space. The algorithm involves a single simulation of the queueing process with dynamic…

In this study, we investigate $N$-player stochastic differential games with regime switching, where the player dynamics are modulated by a finite-state Markov chain. We analyze the associated Nash system, which consists of a system of…

Nash equilibrium is one of the most influential solution concepts in game theory. With the development of computer science and artificial intelligence, there is an increasing demand on Nash equilibrium computation, especially for Internet…

We study finite-player dynamic stochastic games with heterogeneous interactions and non-Markovian linear-quadratic objective functionals. We derive the Nash equilibrium explicitly by converting the first-order conditions into a coupled…

We study a subclass of $n$-player stochastic games, namely, stochastic games with independent chains and unknown transition matrices. In this class of games, players control their own internal Markov chains whose transitions do not depend…

This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method presented in [4] to…

This paper considers a class of noncooperative games in which the feasible decision sets of all players are coupled together by a coupled inequality constraint. Adopting the variational inequality formulation of the game, we first introduce…

We introduce Cut-and-Play, a practically-efficient algorithm for computing Nash equilibria in simultaneous non-cooperative games where players decide via nonconvex and possibly unbounded optimization problems with separable payoff…

Nash equilibria provide a principled framework for modeling interactions in multi-agent decision-making and control. However, many equilibrium-seeking methods implicitly assume that each agent has access to the other agents' objectives and…

We study automated intrusion response and formulate the interaction between an attacker and a defender as an optimal stopping game where attack and defense strategies evolve through reinforcement learning and self-play. The game-theoretic…

In this work, we introduce graphical modelsfor multi-player game theory, and give powerful algorithms for computing their Nash equilibria in certain cases. An n-player game is given by an undirected graph on n nodes and a set of n local…

In this paper, a multi-cluster game with high-order players is investigated. Different from the well-known multi-cluster games, the dynamics of players are taken into account in our problem. Due to the high-order dynamics of players,…

In the theory of multi-agent systems, deception refers to the strategic manipulation of information to influence the behavior of other agents, ultimately altering the long-term dynamics of the entire system. Recently, this concept has been…