Related papers: On Information Asymmetry in Competitive Multi-Agen…
This paper concerns sequential hypothesis testing in competitive multi-agent systems where agents exchange potentially manipulated information. Specifically, a two-agent scenario is studied where each agent aims to correctly infer the true…
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…
Several multiagent reinforcement learning (MARL) algorithms have been proposed to optimize agents decisions. Due to the complexity of the problem, the majority of the previously developed MARL algorithms assumed agents either had some…
Repeated games consider a situation where multiple agents are motivated by their independent rewards throughout learning. In general, the dynamics of their learning become complex. Especially when their rewards compete with each other like…
We obtain global, non-asymptotic convergence guarantees for independent learning algorithms in competitive reinforcement learning settings with two agents (i.e., zero-sum stochastic games). We consider an episodic setting where in each…
This paper presents an algorithmic framework for learning robust policies in asymmetric imperfect-information games, where the joint reward could depend on the uncertain opponent type (a private information known only to the opponent itself…
We explore the use of policy approximations to reduce the computational cost of learning Nash equilibria in zero-sum stochastic games. We propose a new Q-learning type algorithm that uses a sequence of entropy-regularized soft policies to…
We study a game between two firms in which each provide a service based on machine learning. The firms are presented with the opportunity to purchase a new corpus of data, which will allow them to potentially improve the quality of their…
In this tutorial, we provide an introduction to machine learning methods for finding Nash equilibria in games with large number of agents. These types of problems are important for the operations research community because of their…
We investigate both stationary and time-varying, nonmonotone generalized Nash equilibrium problems that exhibit symmetric interactions among the agents, which are known to be potential. As may happen in practical cases, however, we envision…
In this paper, we consider a learning problem among non-cooperative agents interacting in a time-varying system. Specifically, we focus on repeated linear quadratic network games, in which the network of interactions changes with time and…
Many reality tasks such as robot coordination can be naturally modelled as multi-agent cooperative system where the rewards are sparse. This paper focuses on learning decentralized policies for such tasks using sub-optimal demonstration. To…
Correlated equilibria arise naturally when agents communicate or rely on intermediaries such as recommendation systems. We study when a given Nash equilibrium can be improved within the set of correlated equilibria for general objectives.…
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…
We develop a game-theoretic framework for predicting and steering the behavior of populations of large language models (LLMs) through Nash equilibrium (NE) analysis. To avoid the intractability of equilibrium computation in open-ended text…
We investigate multi-agent reinforcement learning for stochastic games with complex tasks, where the reward functions are non-Markovian. We utilize reward machines to incorporate high-level knowledge of complex tasks. We develop an…
This paper explores advanced topics in complex multi-agent systems building upon our previous work. We examine four fundamental challenges in Multi-Agent Reinforcement Learning (MARL): non-stationarity, partial observability, scalability…
We consider a game-theoretic setting to model the interplay between attacker and defender in the context of information flow, and to reason about their optimal strategies. In contrast with standard game theory, in our games the utility of a…
This paper addresses information design in a workhorse model of network games, where agents have linear best responses, the information designer maximizes a quadratic objective, and the payoff-relevant state follows a multivariate Gaussian…
The distribution of efficient individuals in the economy and the efforts that they will put in if they are hired, there are two important concerns for a technologically advanced firm. wants to open a new branch. The firm does not have…