Related papers: DREAM: Deep Regret minimization with Advantage bas…
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,…
Hindsight rationality is an approach to playing general-sum games that prescribes no-regret learning dynamics for individual agents with respect to a set of deviations, and further describes jointly rational behavior among multiple agents…
Mechanism design has found considerable application to the construction of agent-interaction protocols. In the standard setting, the type (e.g., utility function) of an agent is not known by other agents, nor is it known by the mechanism…
Achieving sample efficiency in online episodic reinforcement learning (RL) requires optimally balancing exploration and exploitation. When it comes to a finite-horizon episodic Markov decision process with $S$ states, $A$ actions and…
The existence of simple, uncoupled no-regret dynamics that converge to correlated equilibria in normal-form games is a celebrated result in the theory of multi-agent systems. Specifically, it has been known for more than 20 years that when…
Consider a scenario where a player chooses an action in each round $t$ out of $T$ rounds and observes the incurred cost after a delay of $d_{t}$ rounds. The cost functions and the delay sequence are chosen by an adversary. We show that in a…
Mean Field Games (MFGs) have the ability to handle large-scale multi-agent systems, but learning Nash equilibria in MFGs remains a challenging task. In this paper, we propose a deep reinforcement learning (DRL) algorithm that achieves…
Imperfect-recall abstraction has emerged as the leading paradigm for practical large-scale equilibrium computation in incomplete-information games. However, imperfect-recall abstractions are poorly understood, and only weak…
Scale-invariance in games has recently emerged as a widely valued desirable property. Yet, almost all fast convergence guarantees in learning in games require prior knowledge of the utility scale. To address this, we develop learning…
Optimization of parameterized policies for reinforcement learning (RL) is an important and challenging problem in artificial intelligence. Among the most common approaches are algorithms based on gradient ascent of a score function…
Mechanism design is essentially reverse engineering of games and involves inducing a game among strategic agents in a way that the induced game satisfies a set of desired properties in an equilibrium of the game. Desirable properties for a…
Counterfactual Regret Minimization (CFR) and its variants developed based upon Regret Matching (RM) have been considered to be the best method to solve incomplete information extensive form games. In addition to RM and CFR, Fictitious Play…
In a Stackelberg game, a leader commits to a randomized strategy, and a follower chooses their best strategy in response. We consider an extension of a standard Stackelberg game, called a discrete-time dynamic Stackelberg game, that has an…
A satisfactory multiagent learning algorithm should, {\em at a minimum}, learn to play optimally against stationary opponents and converge to a Nash equilibrium in self-play. The algorithm that has come closest, WoLF-IGA, has been proven to…
Learning to play zero-sum games is a fundamental problem in game theory and machine learning. While significant progress has been made in minimizing external regret in the self-play settings or with full-information feedback, real-world…
We introduce, to our knowledge, the first direct second-order method for computing Nash equilibria in two-player zero-sum games. To do so, we construct a Douglas-Rachford-style splitting formulation, which we then solve with a semi-smooth…
Discounted-sum games provide a formal model for the study of reinforcement learning, where the agent is enticed to get rewards early since later rewards are discounted. When the agent interacts with the environment, she may regret her…
Successful algorithms have been developed for computing Nash equilibrium in a variety of finite game classes. However, solving continuous games -- in which the pure strategy space is (potentially uncountably) infinite -- is far more…
Maximizing influences in complex networks is a practically important but computationally challenging task for social network analysis, due to its NP- hard nature. Most current approximation or heuristic methods either require tremendous…
Learning by experience in Multi-Agent Systems (MAS) is a difficult and exciting task, due to the lack of stationarity of the environment, whose dynamics evolves as the population learns. In order to design scalable algorithms for systems…