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We address the generalized Nash equilibrium seeking problem in a partial-decision information scenario, where each agent can only exchange information with some neighbors, although its cost function possibly depends on the strategies of all…
Nash equilibrium has long been a desired solution concept in multi-player games, especially for those on continuous strategy spaces, which have attracted a rapidly growing amount of interests due to advances in research applications such as…
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…
This letter studies multi-agent reinforcement learning in partially observable Markov potential games. Solving this problem is challenging due to partial observability, decentralized information, and the curse of dimensionality. First, to…
Nash equilibrium is a central concept in game theory. Several Nash solvers exist, yet none scale to normal-form games with many actions and many players, especially those with payoff tensors too big to be stored in memory. In this work, we…
Policy gradient methods enjoy strong practical performance in numerous tasks in reinforcement learning. Their theoretical understanding in multiagent settings, however, remains limited, especially beyond two-player competitive and potential…
Decoding how rational agents should behave in shared systems remains a critical challenge within theoretical computer science, artificial intelligence and economics studies. Central to this challenge is the task of computing the solution…
We present a fully-distributed algorithm for Nash equilibrium seeking in aggregative games over networks. The proposed scheme endows each agent with a gradient-based scheme equipped with a tracking mechanism to locally reconstruct the…
Zero-sum games arise in a wide variety of problems, including robust optimization and adversarial learning. However, algorithms deployed for finding a local Nash equilibrium in these games often converge to non-Nash stationary points. This…
In this paper, we investigate the impact of introducing relative entropy regularization on the Nash Equilibria (NE) of General-Sum $N$-agent games, revealing the fact that the NE of such games conform to linear Gaussian policies. Moreover,…
We propose a reinforcement learning algorithm for stationary mean-field games, where the goal is to learn a pair of mean-field state and stationary policy that constitutes the Nash equilibrium. When viewing the mean-field state and the…
Multi-agent reinforcement learning, despite its popularity and empirical success, faces significant scalability challenges in large-population dynamic games. Graphon mean field games (GMFGs) offer a principled framework for approximating…
Synthesis of finite-state controllers from high-level specifications in multi-agent systems can be reduced to solving multi-player concurrent games over finite graphs. The complexity of solving such games with qualitative objectives for…
We study the problem of computing an approximate Nash equilibrium of a game whose strategy space is continuous without access to gradients of the utility function. Such games arise, for example, when players' strategies are represented by…
Learning in a multi-agent system is challenging because agents are simultaneously learning and the environment is not stationary, undermining convergence guarantees. To address this challenge, this paper presents a new gradient-based…
Softmax policy gradient is a popular algorithm for policy optimization in single-agent reinforcement learning, particularly since projection is not needed for each gradient update. However, in multi-agent systems, the lack of central…
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 consider two classes of constrained finite state-action stochastic games. First, we consider a two player nonzero sum single controller constrained stochastic game with both average and discounted cost criterion. We consider the same…
Policy gradient and actor-critic algorithms form the basis of many commonly used training techniques in deep reinforcement learning. Using these algorithms in multiagent environments poses problems such as nonstationarity and instability.…
As quantum processors advance, the emergence of large-scale decentralized systems involving interacting quantum-enabled agents is on the horizon. Recent research efforts have explored quantum versions of Nash and correlated equilibria as…