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One key in real-life Nash equilibrium applications is to calibrate players' cost functions. To leverage the approximation ability of neural networks, we proposed a general framework for optimizing and learning Nash equilibrium using neural…

Computer Science and Game Theory · Computer Science 2024-09-04 Di Zhang , Wei Gu , Qing Jin

We study a multi-agent decision problem in large population games. Agents from multiple populations select strategies for repeated interactions with one another. At each stage of these interactions, agents use their decision-making model to…

Systems and Control · Electrical Eng. & Systems 2024-12-31 Shinkyu Park , Naomi Ehrich Leonard

We consider learning Nash equilibria in two-player zero-sum Markov Games with nonlinear function approximation, where the action-value function is approximated by a function in a Reproducing Kernel Hilbert Space (RKHS). The key challenge is…

Machine Learning · Computer Science 2022-08-11 Chris Junchi Li , Dongruo Zhou , Quanquan Gu , Michael I. Jordan

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…

Computer Science and Game Theory · Computer Science 2025-04-10 Xinjie Liu , Jingqi Li , Filippos Fotiadis , Mustafa O. Karabag , Jesse Milzman , David Fridovich-Keil , Ufuk Topcu

Reinforcement learning from human feedback (RLHF) has demonstrated remarkable effectiveness in aligning large language models (LLMs) with human preferences. Many existing alignment approaches rely on the Bradley-Terry (BT) model assumption,…

Machine Learning · Computer Science 2025-02-25 Yuheng Zhang , Dian Yu , Tao Ge , Linfeng Song , Zhichen Zeng , Haitao Mi , Nan Jiang , Dong Yu

We propose the first model-free algorithm that achieves low regret performance for decentralized learning in two-player zero-sum tabular stochastic games with infinite-horizon average-reward objective. In decentralized learning, the…

Machine Learning · Computer Science 2023-01-16 Romain Cravic , Nicolas Gast , Bruno Gaujal

Prediction is a well-studied machine learning task, and prediction algorithms are core ingredients in online products and services. Despite their centrality in the competition between online companies who offer prediction-based products,…

Computer Science and Game Theory · Computer Science 2019-05-08 Omer Ben-Porat , Moshe Tennenholtz

We consider multi-agent decision making, where each agent optimizes its cost function subject to constraints. Agents' actions belong to a compact convex Euclidean space and the agents' cost functions are coupled. We propose a distributed…

Optimization and Control · Mathematics 2016-12-01 Tatiana Tatarenko , Maryam Kamgarpour

The mirror descent algorithm is known to be effective in situations where it is beneficial to adapt the mirror map to the underlying geometry of the optimization model. However, the effect of mirror maps on the geometry of distributed…

Optimization and Control · Mathematics 2024-03-13 Anastasia Borovykh , Nikolas Kantas , Panos Parpas , Grigorios A. Pavliotis

Despite the non-convexity of most modern machine learning parameterizations, Lagrangian duality has become a popular tool for addressing constrained learning problems. We revisit Augmented Lagrangian methods, which aim to mitigate the…

Machine Learning · Computer Science 2025-10-30 Ignacio Boero , Ignacio Hounie , Alejandro Ribeiro

We study decentralized policy learning in Markov games where we control a single agent to play with nonstationary and possibly adversarial opponents. Our goal is to develop a no-regret online learning algorithm that (i) takes actions based…

Machine Learning · Computer Science 2022-06-06 Wenhao Zhan , Jason D. Lee , Zhuoran Yang

In this paper, we present a novel consensus-based zeroth-order algorithm tailored for non-convex multiplayer games. The proposed method leverages a metaheuristic approach using concepts from swarm intelligence to reliably identify global…

Dynamical Systems · Mathematics 2024-07-30 Enis Chenchene , Hui Huang , Jinniao Qiu

Many alignment methods, including reinforcement learning from human feedback (RLHF), rely on the Bradley-Terry reward assumption, which is not always sufficient to capture the full range and complexity of general human preferences. We…

Machine Learning · Computer Science 2025-10-15 Yixin Liu , Argyris Oikonomou , Weiqiang Zheng , Yang Cai , Arman Cohan

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…

Systems and Control · Electrical Eng. & Systems 2025-05-28 Guido Carnevale , Filippo Fabiani , Filiberto Fele , Kostas Margellos , Giuseppe Notarstefano

Nash equilibrium is perhaps the best-known solution concept in game theory. Such a solution assigns a strategy to each player which offers no incentive to unilaterally deviate. While a Nash equilibrium is guaranteed to always exist, the…

Computer Science and Game Theory · Computer Science 2025-04-29 David Sychrovský , Christopher Solinas , Revan MacQueen , Kevin Wang , James R. Wright , Nathan R. Sturtevant , Michael Bowling

Learning and computation of equilibria are central problems in game theory, theory of computation, and artificial intelligence. In this work, we introduce proximal regret, a new notion of regret based on proximal operators that lies…

Computer Science and Game Theory · Computer Science 2025-11-06 Yang Cai , Constantinos Daskalakis , Haipeng Luo , Chen-Yu Wei , Weiqiang Zheng

Finding Nash equilibria in two-player zero-sum continuous games is a central problem in machine learning, e.g. for training both GANs and robust models. The existence of pure Nash equilibria requires strong conditions which are not…

Machine Learning · Computer Science 2021-05-07 Carles Domingo-Enrich , Samy Jelassi , Arthur Mensch , Grant Rotskoff , Joan Bruna

In this paper, we examine the Nash equilibrium convergence properties of no-regret learning in general N-player games. For concreteness, we focus on the archetypal follow the regularized leader (FTRL) family of algorithms, and we consider…

Computer Science and Game Theory · Computer Science 2021-02-05 Angeliki Giannou , Emmanouil-Vasileios Vlatakis-Gkaragkounis , Panayotis Mertikopoulos

In this paper, a multi-cluster game with high-order players is investigated. Different from the well-known multi-cluster games, the dynamics of players are taken into account in our problem. Due to the high-order dynamics of players,…

Systems and Control · Electrical Eng. & Systems 2021-06-28 Zhenhua Deng , Yangyang Liu

We study a class of distributionally robust games where agents are allowed to heterogeneously choose their risk aversion with respect to distributional shifts of the uncertainty. In our formulation, heterogeneous Wasserstein ball…

Optimization and Control · Mathematics 2025-12-08 Zifan Wang , Georgios Pantazis , Sergio Grammatico , Michael M. Zavlanos , Karl H. Johansson
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