Related papers: Minimax Sample Complexity for Turn-based Stochasti…

We study the distribution of strategies in a large game that models how agents choose among different double auction markets. We classify the possible mean field Nash equilibria, which include potentially segregated states where an agent…

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…

We study optimal equilibria in multi-player games. An equilibrium is optimal for a player, if her payoff is maximal. A tempting approach to solving this problem is to seek optimal Nash equilibria, the standard form of equilibria where no…

This paper studies the limits of empirical means of open-loop Nash equilibria of linear-quadratic stochastic differential games as the number of players goes to infinity, when the corresponding mean field game is of potential type and may…

We present a new approach to solving games with a countably or uncountably infinite number of players. Such games are often used to model multiagent systems with a large number of agents. The latter are frequently encountered in economics,…

We introduce a stochastic learning process called the dampened gradient approximation process. While learning models have almost exclusively focused on finite games, in this paper we design a learning process for games with continuous…

We study automated intrusion response and formulate the interaction between an attacker and a defender as an optimal stopping game where attack and defense strategies evolve through reinforcement learning and self-play. The game-theoretic…

This paper introduces a novel payoff-based learning scheme for distributed optimization in repeatedly-played strategic-form games. Standard reinforcement-based learning exhibits several limitations with respect to their asymptotic…

Standard multi-agent reinforcement learning (MARL) algorithms are vulnerable to sim-to-real gaps. To address this, distributionally robust Markov games (RMGs) have been proposed to enhance robustness in MARL by optimizing the worst-case…

Self-stabilization is an excellent approach for adding fault tolerance to a distributed multi-agent system. However, two properties of self-stabilization theory, convergence and closure, may not be satisfied if agents are selfish. To…

In this paper, we investigate Nash-regret minimization in congestion games, a class of games with benign theoretical structure and broad real-world applications. We first propose a centralized algorithm based on the optimism in the face of…

This paper introduces a consensus-based generalized multi-population aggregative game coordination approach with application to electric vehicles charging under transmission line constraints. The algorithm enables agents to seek an…

We study the sample complexity of reinforcement learning (RL) in Mean-Field Games (MFGs) with model-based function approximation that requires strategic exploration to find a Nash Equilibrium policy. We introduce the Partial Model-Based…

We develop a flexible stochastic approximation framework for analyzing the long-run behavior of learning in games (both continuous and finite). The proposed analysis template incorporates a wide array of popular learning algorithms,…

We study a long-run mean-variance team stochastic game (MV-TSG), where each agent shares a common mean-variance objective for the system and takes actions independently to maximize it. MV-TSG has two main challenges. First, the variance…

This work focuses on the entropy-regularized independent natural policy gradient (NPG) algorithm in multi-agent reinforcement learning. In this work, agents are assumed to have access to an oracle with exact policy evaluation and seek to…

This article explores the minimum approximation ratio for Nash equilibrium in bi-matrix games, focusing on the Tsaknakis and Spirakis (TS) methods. The previous SOTA, TS algorithm, achieved an approximation ratio of 0.3393, but efforts to…

We consider a class of dynamic collective choice models with social interactions, whereby a large number of non-uniform agents have to individually settle on one of multiple discrete alternative choices, with the relevance of their would-be…

Motivated by the scarcity of accurate payoff feedback in practical applications of game theory, we examine a class of learning dynamics where players adjust their choices based on past payoff observations that are subject to noise and…

We study a setting in which two players play a (possibly approximate) Nash equilibrium of a bimatrix game, while a learner observes only their actions and has no knowledge of the equilibrium or the underlying game. A natural question is…