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Stochastic games are a convenient formalism for modelling systems that comprise rational agents competing or collaborating within uncertain environments. Probabilistic model checking techniques for this class of models allow us to formally…

Logic in Computer Science · Computer Science 2022-11-14 Marta Kwiatkowska , Gethin Norman , David Parker , Gabriel Santos

The use of game theoretic methods for control in multiagent systems has been an important topic in recent research. Valid utility games in particular have been used to model real-world problems; such games have the convenient property that…

Computer Science and Game Theory · Computer Science 2022-09-16 David Grimsman , Philip N. Brown , Jason R. Marden

In this paper a distribution-free methodology is presented for providing robustness guarantees for Nash equilibria (NE) of multi-agent games. Leveraging recent a posteriori developments of the so called scenario approach (Campi et al.,…

Optimization and Control · Mathematics 2020-03-26 George Pantazis , Filiberto Fele , Kostas Margellos

A natural goal in multiagent learning besides finding equilibria is to learn rationalizable behavior, where players learn to avoid iteratively dominated actions. However, even in the basic setting of multiplayer general-sum games, existing…

Machine Learning · Computer Science 2022-10-21 Yuanhao Wang , Dingwen Kong , Yu Bai , Chi Jin

Pure exploration (aka active testing) is the fundamental task of sequentially gathering information to answer a query about a stochastic environment. Good algorithms make few mistakes and take few samples. Lower bounds (for multi-armed…

Machine Learning · Statistics 2019-06-26 Rémy Degenne , Wouter M. Koolen , Pierre Ménard

Consider a strongly monotone game where the players' utility functions include a reward function and a linear term for each dimension, with coefficients that are controlled by the manager. Gradient play converges to a unique Nash…

Multiagent Systems · Computer Science 2026-02-25 Siddharth Chandak , Ilai Bistritz , Nicholas Bambos

We consider a 3-player game in the normal form, in which each player has two actions. We assume that the game is symmetric and repeated infinitely many times. At each stage players make their choices knowing only the average payoffs from…

Optimization and Control · Mathematics 2018-05-16 Tadeusz Kufel , Sławomir Plaskacz , Joanna Zwierzchowska

We study two natural problems about rational behaviors in multiplayer non-zero-sum sequential infinite duration games played on graphs: checking problems, that consist in deciding whether a strategy profile, defined by a Mealy machine, is…

Computer Science and Game Theory · Computer Science 2023-07-17 Léonard Brice , Jean-François Raskin , Marie van den Bogaard

We propose a stochastic first-order algorithm to learn the rationality parameters of simultaneous and non-cooperative potential games, i.e., the parameters of the agents' optimization problems. Our technique combines (i.) an active-set step…

Optimization and Control · Mathematics 2023-07-31 Stefan Clarke , Gabriele Dragotto , Jaime Fernández Fisac , Bartolomeo Stellato

We introduce a new hypothesis testing-based learning dynamics in which players update their strategies by combining hypothesis testing with utility-driven exploration. In this dynamics, each player forms beliefs about opponents' strategies…

Computer Science and Game Theory · Computer Science 2025-08-01 Ruifan Yang , Manxi Wu

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…

Optimization and Control · Mathematics 2016-02-10 Panayotis Mertikopoulos , William H. Sandholm

Reinforcement-based learning dynamics may exhibit several limitations when applied in a distributed setup. In (repeatedly-played) multi-player/action strategic-form games, and when each player applies an independent copy of the learning…

Computer Science and Game Theory · Computer Science 2025-11-25 Georgios C. Chasparis

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

We consider distributed learning problem in games with an unknown cost-relevant parameter, and aim to find the Nash equilibrium while learning the true parameter. Inspired by the social learning literature, we propose a distributed…

Optimization and Control · Mathematics 2023-03-14 Shijie Huang , Jinlong Lei , Yiguang Hong

Self-play is a technique for machine learning in multi-agent systems where a learning algorithm learns by interacting with copies of itself. Self-play is useful for generating large quantities of data for learning, but has the drawback that…

Computer Science and Game Theory · Computer Science 2023-11-30 Revan MacQueen , James R. Wright

Learning and equilibrium computation in games are fundamental problems across computer science and economics, with applications ranging from politics to machine learning. Much of the work in this area revolves around a simple algorithm…

Computer Science and Game Theory · Computer Science 2022-07-19 Daniel Beaglehole , Max Hopkins , Daniel Kane , Sihan Liu , Shachar Lovett

This paper develops a unified framework for testing monotonicity of Bayesian Nash equilibrium strategies in unobserved types in games of incomplete information. We show that, under symmetric independent private types, monotonicity of…

Econometrics · Economics 2026-04-09 Yu-Chin Hsu , Tong Li , Chu-An Liu , Hidenori Takahashi

We consider turn-based stochastic two-player games with a combination of a parity condition that must hold surely, that is in all possible outcomes, and of a parity condition that must hold almost-surely, that is with probability 1. The…

Computer Science and Game Theory · Computer Science 2026-01-08 Laurent Doyen , Shibashis Guha

Strategic interactions between a group of individuals or organisations can be modelled as games played on networks, where a player's payoff depends not only on their actions but also on those of their neighbours. Inferring the network…

Machine Learning · Computer Science 2022-08-19 Emanuele Rossi , Federico Monti , Yan Leng , Michael M. Bronstein , Xiaowen Dong

Game theory relies heavily on the availability of cardinal utility functions, but in fields such as matching markets, only ordinal preferences are typically elicited. The literature focuses on mechanisms with simple dominant strategies, but…

Computer Science and Game Theory · Computer Science 2024-08-22 Fabian R. Pieroth , Martin Bichler