Related papers: Double-oracle sampling method for Stackelberg Equi…
We introduce a simple extensive-form algorithm for finding equilibria of two-player, zero-sum games. The algorithm is realization equivalent to a generalized form of Fictitious Play. We compare its performance to that of a similar…
This paper examines multiplayer symmetric constant-sum games with more than two players in a competitive setting, including examples like Mahjong, Poker, and various board and video games. In contrast to two-player zero-sum games,…
We consider a distributed stochastic approximation (SA) scheme for computing an equilibrium of a stochastic Nash game. Standard SA schemes employ diminishing steplength sequences that are square summable but not summable. Such requirements…
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…
We propose a single-level numerical approach to solve Stackelberg mean field game (MFG) problems. In Stackelberg MFG, an infinite population of agents play a non-cooperative game and choose their controls to optimize their individual…
Equilibrium finding in two-player zero-sum games with perfect recall is a well-studied topic that has led to many breakthroughs in computational game theory. This paper aims to generalize such techniques to (timeable) two-player zero-sum…
Reinforcement learning has been successful both empirically and theoretically in single-agent settings, but extending these results to multi-agent reinforcement learning in general-sum Markov games remains challenging. This paper studies…
This paper considers games where the utilities for agents are the sum of a term proportional to a social utility, and another term that is an individual cost or reward. The agents are assumed to be irrational in their perception of the…
We compute equilibrium strategies in multi-stage games with continuous signal and action spaces as they are widely used in the management sciences and economics. Examples include sequential sales via auctions, multi-stage elimination…
Many important real-world settings contain multiple players interacting over an unknown duration with probabilistic state transitions, and are naturally modeled as stochastic games. Prior research on algorithms for stochastic games has…
This paper investigates a linear quadratic mean field leader-follower team problem, where the model involves one leader and a large number of weakly-coupled interactive followers. The leader and the followers cooperate to optimize the…
The increasing prevalence of multi-agent learning systems in society necessitates understanding how to learn effective and safe policies in general-sum multi-agent environments against a variety of opponents, including self-play.…
This paper analyzes a class of Stackelberg games where different actors compete for shared resources and a central authority tries to balance the demand through a pricing mechanism. Situations like this can for instance occur when fleet…
This paper resolves the open question of designing near-optimal algorithms for learning imperfect-information extensive-form games from bandit feedback. We present the first line of algorithms that require only…
In this paper, we deal with the equilibrium selection problem, which amounts to steering a population of individuals engaged in strategic game-theoretic interactions to a desired collective behavior. In the literature, this problem has been…
In this paper, we introduce a generalization of the standard Stackelberg Games (SGs) framework: Calibrated Stackelberg Games (CSGs). In CSGs, a principal repeatedly interacts with an agent who (contrary to standard SGs) does not have direct…
We consider a deterministic game with alternate moves and complete information, of which the issue is always the victory of one of the two opponents. We assume that this game is the realization of a random model enjoying some independence…
We study the problem of computing an Extensive-Form Perfect Equilibrium (EFPE) in 2-player games. This equilibrium concept refines the Nash equilibrium requiring resilience w.r.t. a specific vanishing perturbation (representing mistakes of…
This paper addresses a linear-quadratic Stackelberg mean field (MF) games and teams problem with arbitrary population sizes, where the game among the followers is further categorized into two types: non-cooperative and cooperative, and the…
In this paper, $2\times2$ zero-sum games are studied under the following assumptions: $(1)$ One of the players (the leader) commits to choose its actions by sampling a given probability measure (strategy); $(2)$ The leader announces its…