Related papers: Provable Fictitious Play for General Mean-Field Ga…

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…

The standard Reinforcement Learning from Human Feedback (RLHF) framework primarily focuses on optimizing the performance of large language models using pre-collected prompts. However, collecting prompts that provide comprehensive coverage…

We study the performance of Fictitious Play, when used as a heuristic for finding an approximate Nash equilibrium of a 2-player game. We exhibit a class of 2-player games having payoffs in the range [0,1] that show that Fictitious Play…

Multiagent reinforcement learning algorithms have not been widely adopted in large scale environments with many agents as they often scale poorly with the number of agents. Using mean field theory to aggregate agents has been proposed as a…

This paper studies mean field games for multi-agent systems with control-dependent multiplicative noises. For the general systems with nonuniform agents, we obtain a set of decentralized strategies by solving an auxiliary limiting optimal…

In this paper, we present a framework for multi-agent learning in a nonstationary dynamic network environment. More specifically, we examine projected gradient play in smooth monotone repeated network games in which the agents'…

This paper addresses the problem of learning a Nash equilibrium in $\gamma$-discounted multiplayer general-sum Markov Games (MG). A key component of this model is the possibility for the players to either collaborate or team apart to…

We consider the basic problem of approximating Nash equilibria in noncooperative games. For monotone games, we design continuous time flows which converge in an averaged sense to Nash equilibria. We also study mean field equilibria, which…

The paper shows that smooth fictitious play converges to a neighborhood of a pure-strategy Nash equilibrium with probability 1 in almost all $N\times 2$ ($N$-player, two-action) potential games. The neighborhood of convergence may be made…

We study discrete-time, finite-state mean-field games (MFGs) under model uncertainty, where agents face ambiguity about the state transition probabilities. Each agent maximizes its expected payoff against the worst-case transitions within…

Nash equilibrium is one of the most influential solution concepts in game theory. With the development of computer science and artificial intelligence, there is an increasing demand on Nash equilibrium computation, especially for Internet…

Game theory is a very profound study on distributed decision-making behavior and has been extensively developed by many scholars. However, many existing works rely on certain strict assumptions such as knowing the opponent's private…

In this paper, we study a class of discrete-time mean-field games under the infinite-horizon risk-sensitive discounted-cost optimality criterion. Risk-sensitivity is introduced for each agent (player) via an exponential utility function. In…

Nash Equilibrium (NE) is the canonical solution concept of game theory, which provides an elegant tool to understand the rationalities. Though mixed strategy NE exists in any game with finite players and actions, computing NE in two- or…

We investigate convergence of decentralized fictitious play (DFP) in near-potential games, wherein agents preferences can almost be captured by a potential function. In DFP agents keep local estimates of other agents' empirical frequencies,…

We consider a mean field game describing the limit of a stochastic differential game of $N$-players whose state dynamics are subject to idiosyncratic and common noise and that can be absorbed when they hit a prescribed region of the state…

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…

We examine global non-asymptotic convergence properties of policy gradient methods for multi-agent reinforcement learning (RL) problems in Markov potential games (MPG). To learn a Nash equilibrium of an MPG in which the size of state space…

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…

We study Markov perfect equilibria in continuous-time dynamic games with finitely many symmetric players. The corresponding Nash system reduces to the Nash-Lasry-Lions equation for the common value function, also known as the master…