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We study the performance of the gradient play algorithm for stochastic games (SGs), where each agent tries to maximize its own total discounted reward by making decisions independently based on current state information which is shared…

Machine Learning · Computer Science 2023-12-08 Runyu Zhang , Zhaolin Ren , Na Li

Distributed Nash equilibrium (NE) seeking problem for multi-coalition games has attracted increasing attention in recent years, but the research mainly focuses on the case without agreement demand within coalitions. This paper considers a…

Optimization and Control · Mathematics 2021-12-10 Jialing Zhou , Yuezu Lv , Guanghui Wen , Jinhu Lv , Dezhi Zheng

We consider the coalition formation games with an additional component, `noisy preferences'. Moreover, such noisy preferences are available only for a sample of coalitions. We propose a multiplicative noise model and obtain the prediction…

Computer Science and Game Theory · Computer Science 2023-01-25 Prashant Trivedi , Nandyala Hemachandra

We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…

Optimization and Control · Mathematics 2018-10-16 Tatiana Tatarenko , Maryam Kamgarpour

A major challenge in multi-agent systems is that the system complexity grows dramatically with the number of agents as well as the size of their action spaces, which is typical in real world scenarios such as autonomous vehicles, robotic…

Optimization and Control · Mathematics 2022-08-31 Shicong Cen , Fan Chen , Yuejie Chi

We consider the problem of learning stable matchings with unknown preferences in a decentralized and uncoordinated manner, where "decentralized" means that players make decisions individually without the influence of a central platform, and…

Computer Science and Game Theory · Computer Science 2024-08-16 S. Rasoul Etesami , R. Srikant

We study relationships between different relaxed notions of core stability in hedonic games, which are a class of coalition formation games. Our unified approach applies to a newly introduced family of hedonic games, called $\alpha$-hedonic…

Computer Science and Game Theory · Computer Science 2024-12-10 Tom Demeulemeester , Jannik Peters

We consider the problem of simultaneous learning in stochastic games with many players in the finite-horizon setting. While the typical target solution for a stochastic game is a Nash equilibrium, this is intractable with many players. We…

Computer Science and Game Theory · Computer Science 2022-10-27 William Brown

Main approaches for learning Bayesian networks can be classified as constraint-based, score-based or hybrid methods. Although high-dimensional consistency results are available for constraint-based methods like the PC algorithm, such…

Statistics Theory · Mathematics 2018-02-06 Preetam Nandy , Alain Hauser , Marloes H. Maathuis

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.…

Computer Science and Game Theory · Computer Science 2007-12-11 Stéphane Le Roux

We consider a class of Wasserstein distributionally robust Nash equilibrium problems, where agents construct heterogeneous data-driven Wasserstein ambiguity sets using private samples and radii, in line with their individual risk-averse…

Optimization and Control · Mathematics 2025-07-18 Georgios Pantazis , Reza Rahimi Baghbadorani , Sergio Grammatico

Coalition formation is concerned with the question of how to partition a set of agents into disjoint coalitions according to their preferences. Deviating from most of the previous work, we consider an online variant of the problem, where…

Computer Science and Game Theory · Computer Science 2025-03-11 Martin Bullinger , René Romen

The concept of an evolutionarily stable strategy (ESS), introduced by Smith and Price, is a refinement of Nash equilibrium in 2-player symmetric games in order to explain counter-intuitive natural phenomena, whose existence is not…

Computational Complexity · Computer Science 2017-01-30 Themistoklis Melissourgos , Paul Spirakis

In evolutionary game theory, it is customary to be partial to the dynamical models possessing fixed points so that they may be understood as the attainment of evolutionary stability, and hence, Nash equilibrium. Any show of periodic or…

Populations and Evolution · Quantitative Biology 2021-02-23 Archan Mukhopadhyay , Sagar Chakraborty

We propose interdependent defense (IDD) games, a computational game-theoretic framework to study aspects of the interdependence of risk and security in multi-agent systems under deliberate external attacks. Our model builds upon…

Computer Science and Game Theory · Computer Science 2012-10-19 Hau Chan , Michael Ceyko , Luis E. Ortiz

Stochastic games generalize Markov decision processes (MDPs) to a multiagent setting by allowing the state transitions to depend jointly on all player actions, and having rewards determined by multiplayer matrix games at each state. We…

Computer Science and Game Theory · Computer Science 2013-01-18 Michael Kearns , Yishay Mansour , Satinder Singh

Hamilton-Jacobi-Isaacs (HJI) PDEs are the governing equations for the two-player general-sum games. Unlike Reinforcement Learning (RL) methods, which are data-intensive methods for learning value function, learning HJ PDEs provide a…

Multiagent Systems · Computer Science 2023-11-06 Mukesh Ghimire , Lei Zhang , Wenlong Zhang , Yi Ren , Zhe Xu

We consider the problem of computing a mixed-strategy generalized Nash equilibrium (MS-GNE) for a class of games where each agent has both continuous and integer decision variables. Specifically, we propose a novel Bregman…

Optimization and Control · Mathematics 2022-06-14 Wicak Ananduta , Sergio Grammatico

We study the formation of stable outcomes via simple dynamics in cardinal hedonic games, where the utilities of agents change over time depending on the history of the coalition formation process. Specifically, we analyze situations where…

Computer Science and Game Theory · Computer Science 2022-12-01 Niclas Boehmer , Martin Bullinger , Anna Maria Kerkmann

Real-world games, which concern imperfect information, multiple players, and simultaneous moves, are less frequently discussed in the existing literature of game theory. While reinforcement learning (RL) provides a general framework to…

Computer Science and Game Theory · Computer Science 2023-06-02 Runyu Lu , Yuanheng Zhu , Dongbin Zhao