Related papers: A fixed-point policy-iteration-type algorithm for …
This paper deals with N-person nonzero-sum discrete-time Markov games under a probability criterion, in which the transition probabilities and reward functions are allowed to vary with time. Differing from the existing works on the expected…
Simple stochastic games are turn-based 2.5-player zero-sum graph games with a reachability objective. The problem is to compute the winning probability as well as the optimal strategies of both players. In this paper, we compare the three…
We consider a finite-horizon, zero-sum game in which both players control a stochastic differential equation by invoking impulses. We derive a control randomization formulation of the game and use the existence of a value for the randomized…
We study a nonzero-sum stochastic differential game with both players adopting impulse controls, on a finite time horizon. The objective of each player is to maximize her total expected discounted profits. The resolution methodology relies…
Simple stochastic games are turn-based 2.5-player zero-sum graph games with a reachability objective. The problem is to compute the winning probability as well as the optimal strategies of both players. In this paper, we compare the three…
We study policy optimization algorithms for computing correlated equilibria in multi-player general-sum Markov Games. Previous results achieve $O(T^{-1/2})$ convergence rate to a correlated equilibrium and an accelerated $O(T^{-3/4})$…
We consider the problem of computing mixed Nash equilibria of two-player zero-sum games with continuous sets of pure strategies and with first-order access to the payoff function. This problem arises for example in game-theory-inspired…
Game-theoretic concepts have been extensively studied in economics to provide insight into competitive behaviour and strategic decision making. As computing systems increasingly involve concurrently acting autonomous agents, game-theoretic…
Several notions of game enjoy a Nash-like notion of equilibrium without guarantee of existence. There are different ways of weakening a definition of Nash-like equilibrium in order to guarantee the existence of a weakened equilibrium.…
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…
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…
We introduce two algorithms based on a policy iteration method to numerically solve time-dependent Mean Field Game systems of partial differential equations with non-separable Hamiltonians. We prove the convergence of such algorithms in…
This paper focuses on a kind of linear quadratic non-zero sum differential game driven by backward stochastic differential equation with asymmetric information, which is a natural continuation of Wang and Yu [IEEE TAC (2010) 55: 1742-1747,…
Coordination games have been of interest to game theorists, economists, and ecologists for many years to study such problems as the emergence of local conventions and the evolution of cooperative behavior. Approaches for understanding the…
In this paper we establish a new connection between a class of 2-player nonzero-sum games of optimal stopping and certain $2$-player nonzero-sum games of singular control. We show that whenever a Nash equilibrium in the game of stopping is…
This paper aims to reduce the communication and computation costs of the Nash equilibrium seeking strategy for the $N$-coalition noncooperative games proposed in [1]. The objective is achieved in two manners: 1. An interference graph is…
We introduce a contractive abstract dynamic programming framework and related policy iteration algorithms, specifically designed for sequential zero-sum games and minimax problems with a general structure. Aside from greater generality, the…
We study zero-sum stochastic differential games with player dynamics governed by a nondegenerate controlled diffusion process. Under the assumption of uniform stability, we establish the existence of a solution to the Isaac's equation for…
This paper presents new families of algorithms for the repeated play of two-agent (near) zero-sum games and two-agent zero-sum stochastic games. For example, the family includes fictitious play and its variants as members. Commonly, the…
The policy iteration method is a classical algorithm for solving optimal control problems. In this paper, we introduce a policy iteration method for Mean Field Games systems, and we study the convergence of this procedure to a solution of…