Related papers: Entropy-Regularized Stochastic Games
We study the problem of finding the Nash equilibrium in a two-player zero-sum Markov game. Due to its formulation as a minimax optimization program, a natural approach to solve the problem is to perform gradient descent/ascent with respect…
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…
This paper studies a type of rank-based mean field game in which competing agents strategically switch among multiple effort regimes. We propose an entropy regularized auxiliary problem where the switching decisions are randomized to the…
Recent extensions to dynamic games of the well-known fictitious play learning procedure in static games were proved to globally converge to stationary Nash equilibria in two important classes of dynamic games (zero-sum and…
Stochastic games are an important class of problems that generalize Markov decision processes to game theoretic scenarios. We consider finite state two-player zero-sum stochastic games over an infinite time horizon with discounted rewards.…
In competitive multi-player interactions, simultaneous optimality is a key requirement for establishing strategic equilibria. This property is explicit when the game-theoretic equilibrium is the simultaneously optimal solution of coupled…
We investigate a class of reinforcement learning dynamics where players adjust their strategies based on their actions' cumulative payoffs over time - specifically, by playing mixed strategies that maximize their expected cumulative payoff…
This paper investigates the problem of computing the equilibrium of competitive games, which is often modeled as a constrained saddle-point optimization problem with probability simplex constraints. Despite recent efforts in understanding…
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…
Through a stochastic control theoretic approach, we analyze reputation games where a strategic long-lived player acts in a sequential repeated game against a collection of short-lived players. The key assumption in our model is that the…
We consider a nonzero-sum N-player Markov game on an abstract measurable state space with compact metric action spaces. The payoff functions are bounded Carath\'eodory functions and the transitions of the system are assumed to have a…
We suggest a new algorithm for two-person zero-sum undiscounted stochastic games focusing on stationary strategies. Given a positive real $\epsilon$, let us call a stochastic game $\epsilon$-ergodic, if its values from any two initial…
Stochastic games are a classical model in game theory in which two opponents interact and the environment changes in response to the players' behavior. The central solution concepts for these games are the discounted values and the value,…
In this paper, we consider a large class of constrained non-cooperative stochastic Markov games with countable state spaces and discounted cost criteria. In one-player case, i.e., constrained discounted Markov decision models, it is…
We study optimal behavior of energy producers under a CO_2 emission abatement program. We focus on a two-player discrete-time model where each producer is sequentially optimizing her emission and production schedules. The game-theoretic…
We examine the problem of the existence of optimal deterministic stationary strategiesintwo-players antagonistic (zero-sum) perfect information stochastic games with finitely many states and actions.We show that the existenceof such…
We explore the use of policy approximations to reduce the computational cost of learning Nash equilibria in zero-sum stochastic games. We propose a new Q-learning type algorithm that uses a sequence of entropy-regularized soft policies to…
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…
This paper considers the discounted criterion of nonzero-sum decentralized stochastic games with prospect players. The state and action spaces are finite. The state transition probability is nonstationary. Each player independently controls…
A strategy profile in a multi-player game is a Nash equilibrium if no player can unilaterally deviate to achieve a strictly better payoff. A profile is an $\epsilon$-Nash equilibrium if no player can gain more than $\epsilon$ by…