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We propose an adaptive incentive mechanism that learns the optimal incentives in environments where players continuously update their strategies. Our mechanism updates incentives based on each player's externality, defined as the difference…

Computer Science and Game Theory · Computer Science 2025-03-04 Chinmay Maheshwari , Kshitij Kulkarni , Manxi Wu , Shankar Sastry

Deep Reinforcement Learning (DRL) algorithms are known to be data inefficient. One reason is that a DRL agent learns both the feature and the policy tabula rasa. Integrating prior knowledge into DRL algorithms is one way to improve learning…

Machine Learning · Computer Science 2019-04-05 Gabriel V. de la Cruz , Yunshu Du , Matthew E. Taylor

We investigate a portfolio selection problem involving multi competitive agents, each exhibiting mean-variance preferences. Unlike classical models, each agent's utility is determined by their relative wealth compared to the average wealth…

Optimization and Control · Mathematics 2025-11-10 Guojiang Shao , Zuo Quan Xu , Qi Zhang

Uncoordinated individuals in human society pursuing their personally optimal strategies do not always achieve the social optimum, the most beneficial state to the society as a whole. Instead, strategies form Nash equilibria which are often…

Physics and Society · Physics 2019-11-12 Hyejin Youn , Michael T. Gastner , Hawoong Jeong

Humans possess innate collaborative capacities. However, effective teamwork often remains challenging. This study delves into the feasibility of collaboration within teams of rational, self-interested agents who engage in teamwork without…

Multiagent Systems · Computer Science 2024-09-27 Alejandra López de Aberasturi Gómez , Carles Sierra , Jordi Sabater-Mir

The framework of multi-agent learning explores the dynamics of how individual agent strategies evolve in response to the evolving strategies of other agents. Of particular interest is whether or not agent strategies converge to well known…

Computer Science and Game Theory · Computer Science 2023-11-21 Sarah A. Toonsi , Jeff S. Shamma

This work develops a fully decentralized multi-agent algorithm for policy evaluation. The proposed scheme can be applied to two distinct scenarios. In the first scenario, a collection of agents have distinct datasets gathered following…

Machine Learning · Computer Science 2019-08-13 Lucas Cassano , Kun Yuan , Ali H. Sayed

We consider the interaction among agents engaging in a driving task and we model it as general-sum game. This class of games exhibits a plurality of different equilibria posing the issue of equilibrium selection. While selecting the most…

We present a new combined \textit{mean field control game} (MFCG) problem which can be interpreted as a competitive game between collaborating groups and its solution as a Nash equilibrium between groups. Players coordinate their strategies…

Optimization and Control · Mathematics 2023-02-16 Andrea Angiuli , Nils Detering , Jean-Pierre Fouque , Mathieu Lauriere , Jimin Lin

Autonomous multi-agent systems are fundamentally fragile: they struggle to solve the Hayekian Information problem (eliciting dispersed private knowledge) and the Hurwiczian Incentive problem (aligning local actions with global objectives),…

Computer Science and Game Theory · Computer Science 2025-12-25 Stefano Grassi

We study cost-sharing games in real-time scheduling systems where the activation cost of the server at any given time is a function of its load. We focus on monomial cost functions and consider both the case when the degree is less than one…

Computer Science and Game Theory · Computer Science 2019-07-16 Eirini Georgoulaki , Kostas Kollias

We introduce a framework for studying the effect of cooperation on the quality of outcomes in utility games. Our framework is a coalitional analog of the smoothness framework of non-cooperative games. Coalitional smoothness implies bounds…

Computer Science and Game Theory · Computer Science 2013-07-10 Yoram Bachrach , Vasilis Syrgkanis , Eva Tardos , Milan Vojnovic

Price of anarchy, the performance ratio, which could characterize the loss of efficiency of the distributed supply chain management compared with the integrated supply chain management is discussed by utilizing newsvendor problem in single…

General Finance · Quantitative Finance 2009-07-01 T. Shinzato , I. Kaku

Considering a class of gradient-based multi-agent learning algorithms in non-cooperative settings, we provide local convergence guarantees to a neighborhood of a stable local Nash equilibrium. In particular, we consider continuous games…

Optimization and Control · Mathematics 2024-09-23 Benjamin Chasnov , Lillian J. Ratliff , Eric Mazumdar , Samuel A. Burden

In multi-agent systems, noise reduction techniques are important for improving the overall system reliability as agents are required to rely on limited environmental information to develop cooperative and coordinated behaviors with the…

Artificial Intelligence · Computer Science 2022-05-20 Yoshinari Motokawa , Toshiharu Sugawara

Many multi-agent systems have the structure of a single coordinator providing behavioral or financial incentives to a large number of agents. Two challenges faced by the coordinator are a finite budget from which to allocate incentives, and…

Optimization and Control · Mathematics 2017-02-21 Yonatan Mintz , Anil Aswani , Philip Kaminsky , Elena Flowers , Yoshimi Fukuoka

This paper focuses on the coordination of a large population of dynamic agents with private information over multiple periods. Each agent maximizes the individual utility, while the coordinator determines the market rule to achieve group…

Systems and Control · Computer Science 2015-10-05 Sen Li , Wei Zhang

Many cooperative multi-agent problems require agents to learn individual tasks while contributing to the collective success of the group. This is a challenging task for current state-of-the-art multi-agent reinforcement algorithms that are…

Multiagent Systems · Computer Science 2020-03-25 Hassam Ullah Sheikh , Ladislau Bölöni

This paper develops tools for welfare and revenue analyses of Bayes-Nash equilibria in asymmetric auctions with single-dimensional agents. We employ these tools to derive price of anarchy results for social welfare and revenue. Our approach…

Computer Science and Game Theory · Computer Science 2019-01-17 Jason Hartline , Darrell Hoy , Sam Taggart

Much work in AI deals with the selection of proper actions in a given (known or unknown) environment. However, the way to select a proper action when facing other agents is quite unclear. Most work in AI adopts classical game-theoretic…

Computer Science and Game Theory · Computer Science 2011-06-24 M. Tennenholtz
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