Related papers: On Reinforcement Learning for Turn-based Zero-sum …

We investigate a class of reinforcement learning dynamics where players adjust their strategies based on their actions' cumulative payoffs over time - specifically, by playing mixed strategies that maximize their expected cumulative payoff…

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…

Two player zero sum simultaneous action games are common in video games, financial markets, war, business competition, and many other settings. We first introduce the fundamental concepts of reinforcement learning in two player zero sum…

This paper provides theoretical bounds for empirical game theoretical analysis of complex multi-agent interactions. We provide insights in the empirical meta game showing that a Nash equilibrium of the meta-game is an approximate Nash…

This paper investigates the problem of computing the equilibrium of competitive games, which is often modeled as a constrained saddle-point optimization problem with probability simplex constraints. Despite recent efforts in understanding…

We study risk-sensitive multi-agent reinforcement learning under general-sum Markov games, where agents optimize the entropic risk measure of rewards with possibly diverse risk preferences. We show that using the regret naively adapted from…

Mean-field games have been used as a theoretical tool to obtain an approximate Nash equilibrium for symmetric and anonymous $N$-player games. However, limiting applicability, existing theoretical results assume variations of a "population…

In this work, we study potential games and Markov potential games under stochastic cost and bandit feedback. We propose a variant of the Frank-Wolfe algorithm with sufficient exploration and recursive gradient estimation, which provably…

Game theory finds nowadays a broad range of applications in engineering and machine learning. However, in a derivative-free, expensive black-box context, very few algorithmic solutions are available to find game equilibria. Here, we propose…

The combination of Monte-Carlo Tree Search (MCTS) and deep reinforcement learning is state-of-the-art in two-player perfect-information games. In this paper, we describe a search algorithm that uses a variant of MCTS which we enhanced by 1)…

This work proposes a novel set of techniques for approximating a Nash equilibrium in a finite, normal-form game. It achieves this by constructing a new reformulation as solving a parameterized system of multivariate polynomials with tunable…

We introduce a new approach for computing optimal equilibria via learning in games. It applies to extensive-form settings with any number of players, including mechanism design, information design, and solution concepts such as correlated,…

We consider the inverse problem of dynamic games, where cost function parameters are sought which explain observed behavior of interacting players. Maximum entropy inverse reinforcement learning is extended to the N-player case in order to…

Examining the behavior of multi-agent systems is vitally important to many emerging distributed applications - game theory has emerged as a powerful tool set in which to do so. The main approach of game-theoretic techniques is to model…

Many large-scale platforms and networked control systems have a centralized decision maker interacting with a massive population of agents under strict observability constraints. Motivated by such applications, we study a cooperative Markov…

A fundamental shortcoming of the concept of Nash equilibrium is its computational intractability: approximating Nash equilibria in normal-form games is PPAD-hard. In this paper, inspired by the ideas of smoothed analysis, we introduce a…

Traditional methods for computing equilibria in auctions become computationally intractable as auction complexity increases, particularly in multi-item and dynamic auctions. This paper introduces a self-play based reinforcement learning…

In the field of international security, understanding the strategic interactions between countries within a networked context is crucial. Our previous research has introduced a ``games-on-signed graphs'' framework~\cite{LiMorse2022} to…

A basic simulation-based reinforcement learning algorithm is the Monte Carlo Exploring States (MCES) method, also known as optimistic policy iteration, in which the value function is approximated by simulated returns and a greedy policy is…

We study strategic games on weighted directed graphs, where the payoff of a player is defined as the sum of the weights on the edges from players who chose the same strategy augmented by a fixed non-negative bonus for picking a given…