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In this paper, we address the inverse problem in the case of linear-quadratic discrete-time dynamic non-cooperative games. Given feedback laws of players that are known to be a Nash equilibrium pair for a discrete-time linear system, we…

Optimization and Control · Mathematics 2024-07-19 Emin Martirosyan , Ming Cao

In this paper, we address the inverse problem for linear-quadratic differential non-cooperative games with output-feedback. Given players' stabilizing feedback laws, the goal is to find cost function parameters that lead to a game for which…

Optimization and Control · Mathematics 2024-10-27 Emin Martirosyan , Ming Cao

In multi-agent dynamic games, the Nash equilibrium state trajectory of each agent is determined by its cost function and the information pattern of the game. However, the cost and trajectory of each agent may be unavailable to the other…

Multiagent Systems · Computer Science 2023-01-05 Jingqi Li , Chih-Yuan Chiu , Lasse Peters , Somayeh Sojoudi , Claire Tomlin , David Fridovich-Keil

In this paper, we study the problem of multiple stochastic agents interacting in a dynamic game scenario with continuous state and action spaces. We define a new notion of stochastic Nash equilibrium for boundedly rational agents, which we…

Optimization and Control · Mathematics 2021-10-05 Negar Mehr , Mingyu Wang , Mac Schwager

In an inverse game problem, one needs to infer the cost function of the players in a game such that a desired joint strategy is a Nash equilibrium. We study the inverse game problem for a class of multiplayer matrix games, where the cost…

Computer Science and Game Theory · Computer Science 2022-10-17 Yue Yu , Jonathan Salfity , David Fridovich-Keil , Ufuk Topcu

$ $This paper addresses the inverse problem for Linear-Quadratic (LQ) nonzero-sum $N$-player differential games, where the goal is to learn parameters of an unknown cost function for the game, called observed, given the demonstrated…

Optimization and Control · Mathematics 2024-10-28 Emin Martirosyan , Ming Cao

Estimating the unknown reward functions driving agents' behaviors is of central interest in inverse reinforcement learning and game theory. To tackle this problem, we develop a unified framework for reward function recovery in two-player…

Machine Learning · Computer Science 2026-05-20 Junyi Liao , Zihan Zhu , Ethan Fang , Zhuoran Yang , Vahid Tarokh

Inverse game theory is utilized to infer the cost functions of all players based on game outcomes. However, existing inverse game theory methods do not consider the learner as an active participant in the game, which could significantly…

Computer Science and Game Theory · Computer Science 2025-10-20 Jianguo Chen , Jinlong Lei , Biqiang Mu , Yiguang Hong , Hongsheng Qi

This paper considers the problem of inverse reinforcement learning in zero-sum stochastic games when expert demonstrations are known to be not optimal. Compared to previous works that decouple agents in the game by assuming optimality in…

Machine Learning · Statistics 2018-06-07 Xingyu Wang , Diego Klabjan

As demonstrated by Ratliff et al. (2014), inverse optimization can be used to recover the objective function parameters of players in multi-player Nash games. These games involve the optimization problems of multiple players in which the…

Optimization and Control · Mathematics 2021-02-25 Stephanie Allen , John P. Dickerson , Steven A. Gabriel

We study a setting in which two players play a (possibly approximate) Nash equilibrium of a bimatrix game, while a learner observes only their actions and has no knowledge of the equilibrium or the underlying game. A natural question is…

Computer Science and Game Theory · Computer Science 2026-05-27 Annalisa Barbara , Riccardo Poiani , Martino Bernasconi , Andrea Celli

We present an iterative inverse reinforcement learning algorithm to infer optimal cost functions in continuous spaces. Based on a popular maximum entropy criteria, our approach iteratively finds a weight improvement step and proposes a…

Machine Learning · Computer Science 2025-05-14 Sarmad Mehrdad , Avadesh Meduri , Ludovic Righetti

Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…

Computer Science and Game Theory · Computer Science 2022-04-08 Adhyyan Narang , Evan Faulkner , Dmitriy Drusvyatskiy , Maryam Fazel , Lillian J. Ratliff

In this paper, we study inverse game theory (resp. inverse multiagent learning) in which the goal is to find parameters of a game's payoff functions for which the expected (resp. sampled) behavior is an equilibrium. We formulate these…

Computer Science and Game Theory · Computer Science 2025-02-21 Denizalp Goktas , Amy Greenwald , Sadie Zhao , Alec Koppel , Sumitra Ganesh

Robots and autonomous systems must interact with one another and their environment to provide high-quality services to their users. Dynamic game theory provides an expressive theoretical framework for modeling scenarios involving multiple…

In this letter, we study a model-based inverse problem for infinite-horizon linear-quadratic differential games with descriptor dynamics. Given an observed feedback strategy profile, we seek to identify all cost functions that rationalize…

Optimization and Control · Mathematics 2026-05-20 Aaditya Kumar , Puduru Viswanadha Reddy

In this paper, we consider two-player zero-sum matrix and stochastic games and develop learning dynamics that are payoff-based, convergent, rational, and symmetric between the two players. Specifically, the learning dynamics for matrix…

Machine Learning · Computer Science 2024-09-06 Zaiwei Chen , Kaiqing Zhang , Eric Mazumdar , Asuman Ozdaglar , Adam Wierman

This paper aims to formulate and study the inverse problem of non-cooperative linear quadratic games: Given a profile of control strategies, find cost parameters for which this profile of control strategies is Nash. We formulate the problem…

Optimization and Control · Mathematics 2022-07-14 Yunhan Huang , Tao Zhang , Quanyan Zhu

This paper studies a class of strongly monotone games involving non-cooperative agents that optimize their own time-varying cost functions. We assume that the agents can observe other agents' historical actions and choose actions that best…

Optimization and Control · Mathematics 2023-09-04 Zifan Wang , Yi Shen , Michael M. Zavlanos , Karl H. Johansson

In this paper, we propose a passivity-based methodology for analysis and design of reinforcement learning in multi-agent finite games. Starting from a known exponentially-discounted reinforcement learning scheme, we show that convergence to…

Optimization and Control · Mathematics 2024-10-30 Bolin Gao , Lacra Pavel
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