English
Related papers

Related papers: Multi-agent Bayesian Learning with Adaptive Strate…

200 papers

Classical Bayesian persuasion assumes that senders fully understand how receivers form beliefs and make decisions--an assumption that rarely holds when receivers possess private information or exhibit non-Bayesian behavior. In this paper,…

Systems and Control · Electrical Eng. & Systems 2025-11-11 Heeseung Bang , Andreas A. Malikopoulos

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

Under non-exponential discounting, we develop a dynamic theory for stopping problems in continuous time. Our framework covers discount functions that induce decreasing impatience. Due to the inherent time inconsistency, we look for…

Optimization and Control · Mathematics 2017-03-13 Yu-Jui Huang , Adrien Nguyen-Huu

This paper will examine a model with many agents, each of whom has a different belief about the dynamics of a risky asset. The agents are Bayesian and so learn about the asset over time. All agents are assumed to have a finite (but random)…

General Finance · Quantitative Finance 2009-07-29 A. A. Brown , L. C. G. Rogers

We derive a class of macroscopic differential equations that describe collective adaptation, starting from a discrete-time stochastic microscopic model. The behavior of each agent is a dynamic balance between adaptation that locally…

Adaptation and Self-Organizing Systems · Physics 2024-05-15 Yuzuru Sato , Eizo Akiyama , James P. Crutchfield

We study Markov decision problems where the agent does not know the transition probability function mapping current states and actions to future states. The agent has a prior belief over a set of possible transition functions and updates…

Economics · Quantitative Finance 2018-01-04 Ignacio Esponda , Demian Pouzo

Evolutionary game theory assumes that players replicate a highly scored player's strategy through genetic inheritance. However, when learning occurs culturally, it is often difficult to recognize someone's strategy just by observing the…

Populations and Evolution · Quantitative Biology 2021-07-01 Minjae Kim , Jung-Kyoo Choi , Seung Ki Baek

We consider a repeatedly played generalized Nash equilibrium game. This induces a multi-agent online learning problem with joint constraints. An important challenge in this setting is that the feasible set for each agent depends on the…

Machine Learning · Computer Science 2024-10-04 Sarah Sachs , Hedi Hadiji , Tim van Erven , Mathias Staudigl

Zero-determinant strategies are memory-one strategies in repeated games which unilaterally enforce linear relations between expected payoffs of players. Recently, the concept of zero-determinant strategies was extended to the class of…

Optimization and Control · Mathematics 2022-09-07 Masahiko Ueda

We formulate and analyze a general class of stochastic dynamic games with asymmetric information arising in dynamic systems. In such games, multiple strategic agents control the system dynamics and have different information about the…

Computer Science and Game Theory · Computer Science 2015-10-26 Yi Ouyang , Hamidreza Tavafoghi , Demosthenis Teneketzis

The convergence properties of learning dynamics in repeated auctions is a timely and important question, with numerous applications in, e.g., online advertising markets. This work focuses on repeated first-price auctions where bidders with…

Computer Science and Game Theory · Computer Science 2025-08-21 Xiaotie Deng , Xinyan Hu , Tao Lin , Weiqiang Zheng

We analyse the computational complexity of finding Nash equilibria in stochastic multiplayer games with $\omega$-regular objectives. While the existence of an equilibrium whose payoff falls into a certain interval may be undecidable, we…

Computer Science and Game Theory · Computer Science 2010-06-24 Michael Ummels , Dominik Wojtczak

We consider the multi-sender persuasion problem: multiple players with informational advantage signal to convince a single self-interested actor to take certain actions. This problem generalizes the seminal Bayesian Persuasion framework and…

Artificial Intelligence · Computer Science 2024-06-21 Safwan Hossain , Tonghan Wang , Tao Lin , Yiling Chen , David C. Parkes , Haifeng Xu

We provide a game-theoretic analysis of consensus, assuming that processes are controlled by rational agents and may fail by crashing. We consider agents that \emph{care only about consensus}: that is, (a) an agent's utility depends only on…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-05-21 Joseph Y. Halpern , Xavier Vilaca

Many machine learning algorithms rely on iterative updates of uncertainty representations, ranging from variational inference and expectation-maximization, to reinforcement learning, continual learning, and multi-agent learning. In the…

Machine Learning · Computer Science 2026-02-05 Michele Caprio , Siu Lun Chau , Krikamol Muandet

Federated learning is a distributed learning paradigm where multiple agents, each only with access to local data, jointly learn a global model. There has recently been an explosion of research aiming not only to improve the accuracy rates…

Computer Science and Game Theory · Computer Science 2021-06-18 Kate Donahue , Jon Kleinberg

Motivated by the recent applications of game-theoretical learning techniques to the design of distributed control systems, we study a class of control problems that can be formulated as potential games with continuous action sets, and we…

Optimization and Control · Mathematics 2014-12-03 Steven Perkins , Panayotis Mertikopoulos , David S. Leslie

This paper presents a multi-agent reinforcement learning algorithm to represent strategic bidding behavior in freight transport markets. Using this algorithm, we investigate whether feasible market equilibriums arise without any central…

Machine Learning · Computer Science 2021-02-19 Wouter van Heeswijk

While multi-agent reinforcement learning (MARL) has produced numerous algorithms that converge to Nash or related equilibria, such equilibria are often non-unique and can exhibit widely varying efficiency. This raises a fundamental…

Computer Science and Game Theory · Computer Science 2026-01-29 Runyu Zhang , Gioele Zardini , Asuman Ozdaglar , Jeff Shamma , Na Li

Bayesian rationality in strategic games presumes that it is possible to translate strategic uncertainty into imperfect information. Correlated equilibrium is guided by the idea that players are Bayes rational, have a common prior, and…

Computer Science and Game Theory · Computer Science 2016-02-02 Gabriel Frahm
‹ Prev 1 8 9 10 Next ›