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The distributed computation of equilibria and optima has seen growing interest in a broad collection of networked problems. We consider the computation of equilibria of convex stochastic Nash games characterized by a possibly nonconvex…

Optimization and Control · Mathematics 2019-08-05 Jinlong Lei , Uday V. Shanbhag

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…

Machine Learning · Computer Science 2025-01-10 Natalia Zhang , Xinqi Wang , Qiwen Cui , Runlong Zhou , Sham M. Kakade , Simon S. Du

Creating strong agents for games with more than two players is a major open problem in AI. Common approaches are based on approximating game-theoretic solution concepts such as Nash equilibrium, which have strong theoretical guarantees in…

Computer Science and Game Theory · Computer Science 2018-11-07 Sam Ganzfried , Austin Nowak , Joannier Pinales

This paper considers the problem of inverse reinforcement learning in zero-sum stochastic games when expert demonstrations are known to be not optimal. Compared to previous works that decouple agents in the game by assuming optimality in…

Machine Learning · Statistics 2018-06-07 Xingyu Wang , Diego Klabjan

This paper investigates the equilibrium convergence properties of a proposed algorithm for potential games with continuous strategy spaces in the presence of feedback delays, a main challenge in multi-agent systems that compromises the…

Optimization and Control · Mathematics 2023-03-20 Yuanhanqing Huang , Jianghai Hu

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

To achieve an optimal outcome in many situations, agents need to choose distinct actions from one another. This is the case notably in many resource allocation problems, where a single resource can only be used by one agent at a time. How…

Computer Science and Game Theory · Computer Science 2014-02-05 Ludek Cigler , Boi Faltings

In this work, we consider the problem of autonomous racing with multiple agents where agents must interact closely and influence each other to compete. We model interactions among agents through a game-theoretical framework and propose an…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Yixuan Jia , Maulik Bhatt , Negar Mehr

We propose fully-distributed algorithms for Nash equilibrium seeking in aggregative games over networks. We first consider the case where local constraints are present and we design an algorithm combining, for each agent, (i) the projected…

Systems and Control · Electrical Eng. & Systems 2024-04-04 Guido Carnevale , Filippo Fabiani , Filiberto Fele , Kostas Margellos , Giuseppe Notarstefano

We study the problem of computing an approximate Nash equilibrium of continuous-action game without access to gradients. Such game access is common in reinforcement learning settings, where the environment is typically treated as a black…

Computer Science and Game Theory · Computer Science 2023-08-30 Carlos Martin , Tuomas Sandholm

In this paper, we present a method for finding approximate Nash equilibria in a broad class of reachability games. These games are often used to formulate both collision avoidance and goal satisfaction. Our method is computationally…

Systems and Control · Electrical Eng. & Systems 2021-03-23 David Fridovich-Keil , Claire J. Tomlin

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…

Computer Science and Game Theory · Computer Science 2021-06-02 Sam Ganzfried

The Nash equilibrium is an important benchmark for behaviour in systems of strategic autonomous agents. Polymatrix games are a succinct and expressive representation of multiplayer games that model pairwise interactions between players. The…

Computer Science and Game Theory · Computer Science 2016-03-17 Argyrios Deligkas , John Fearnley , Tobenna Peter Igwe , Rahul Savani

We prove that finding an $\epsilon$-approximate Nash equilibrium is PPAD-complete for constant $\epsilon$ and a particularly simple class of games: polymatrix, degree 3 graphical games, in which each player has only two actions. As…

Computer Science and Game Theory · Computer Science 2016-09-14 Aviad Rubinstein

We investigate a portfolio selection problem involving multi competitive agents, each exhibiting mean-variance preferences. Unlike classical models, each agent's utility is determined by their relative wealth compared to the average wealth…

Optimization and Control · Mathematics 2025-11-10 Guojiang Shao , Zuo Quan Xu , Qi Zhang

We consider generalized Nash equilibrium problems (GNEPs) with linear coupling constraints affected by both local (i.e., agent-wise) and global (i.e., shared resources) disturbances taking values in polyhedral uncertainty sets. By making…

Systems and Control · Electrical Eng. & Systems 2023-04-07 Marta Fochesato , Filippo Fabiani , John Lygeros

In this article we consider a special class of Nash equilibrium problems that cannot be reduced to a single player control problem. Problems of this type can be solved by a semi-smooth Newton method. Applying results from the established…

Optimization and Control · Mathematics 2018-11-09 Veronika Karl , Frank Pörner

Game theory finds nowadays a broad range of applications in engineering and machine learning. However, in a derivative-free, expensive black-box context, very few algorithmic solutions are available to find game equilibria. Here, we propose…

Machine Learning · Statistics 2018-02-28 Victor Picheny , Mickael Binois , Abderrahmane Habbal

In this note, we investigate the robustness of Nash equilibria (NE) in multi-player aggregative games with coupling constraints. There are many algorithms for computing an NE of an aggregative game given a known aggregator. When the…

Computer Science and Game Theory · Computer Science 2024-03-19 Guanpu Chen , Gehui Xu , Fengxiang He , Dacheng Tao , Thomas Parisini , Karl Henrik Johansson

In this article, we consider generalized Nash games where the associated constraint map is not necessarily self. The classical Nash equilibrium may not exist for such games and therefore we introduce the notion of best approximate solution…

Optimization and Control · Mathematics 2022-04-05 Asrifa Sultana , Shivani Valecha