Related papers: Learning Nash Equilibria in Monotone Games
Suppose that a set of $m$ tasks are to be shared as equally as possible amongst a set of $n$ resources. A game-theoretic mechanism to find a suitable allocation is to associate each task with a ``selfish agent'', and require each agent to…
We study the repeated congestion game, in which multiple populations of players share resources, and make, at each iteration, a decentralized decision on which resources to utilize. We investigate the following question: given a model of…
An extensive literature in economics and social science addresses contests, in which players compete to outperform each other on some measurable criterion, often referred to as a player's score, or output. Players incur costs that are an…
This paper develops a unified framework for testing monotonicity of Bayesian Nash equilibrium strategies in unobserved types in games of incomplete information. We show that, under symmetric independent private types, monotonicity of…
The control of large-scale, multi-agent systems often entails distributing decision-making across the system components. However, with advances in communication and computation technologies, we can consider new collaborative decision-making…
While multi-agent reinforcement learning (MARL) has produced numerous algorithms that converge to Nash or related equilibria, such equilibria are often non-unique and can exhibit widely varying efficiency. This raises a fundamental…
We consider a class of Wasserstein distributionally robust Nash equilibrium problems, where agents construct heterogeneous data-driven Wasserstein ambiguity sets using private samples and radii, in line with their individual risk-averse…
In cost sharing games, the existence and efficiency of pure Nash equilibria fundamentally depends on the method that is used to share the resources' costs. We consider a general class of resource allocation problems in which a set of…
This paper studies the global Nash equilibrium problem of leader-follower multi-agent dynamics, which yields consensus with a privacy information encrypted learning algorithm. With the secure hierarchical structure, the relationship between…
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…
In this paper, we aim to develop distributed continuous-time algorithms over directed graphs to seek the Nash equilibrium in a noncooperative game. Motivated by the recent consensus-based designs, we present a distributed algorithm with a…
The Nash equilibrium problem is a widely used tool to model non-cooperative games. Many solution methods have been proposed in the literature to compute solutions of Nash equilibrium problems with continuous strategy sets, but, besides some…
In stochastic Nash equilibrium problems (SNEPs), it is natural for players to be uncertain about their complex environments and have multi-dimensional unknown parameters in their models. Among various SNEPs, this paper focuses on locally…
This paper designs a distributed stochastic annealing algorithm for non-convex cooperative aggregative games, whose agents' cost functions not only depend on agents' own decision variables but also rely on the sum of agents' decision…
We consider distributed learning problem in games with an unknown cost-relevant parameter, and aim to find the Nash equilibrium while learning the true parameter. Inspired by the social learning literature, we propose a distributed…
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…
In this paper we introduce a capacity allocation game which models the problem of maximizing network utility from the perspective of distributed noncooperative agents. Motivated by the idea of self-managed networks, in the developed…
Self-play is a technique for machine learning in multi-agent systems where a learning algorithm learns by interacting with copies of itself. Self-play is useful for generating large quantities of data for learning, but has the drawback that…
We formulate a general framework for competitive gradient-based learning that encompasses a wide breadth of multi-agent learning algorithms, and analyze the limiting behavior of competitive gradient-based learning algorithms using dynamical…
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…