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We study adaptive learning in a typical p-player game. The payoffs of the games are randomly generated and then held fixed. The strategies of the players evolve through time as the players learn. The trajectories in the strategy space…

Economics · Quantitative Finance 2018-04-09 James B. T. Sanders , J. Doyne Farmer , Tobias Galla

A seminal result in game theory is von Neumann's minmax theorem, which states that zero-sum games admit an essentially unique equilibrium solution. Classical learning results build on this theorem to show that online no-regret dynamics…

Computer Science and Game Theory · Computer Science 2021-11-08 Tanner Fiez , Ryann Sim , Stratis Skoulakis , Georgios Piliouras , Lillian Ratliff

We study the emergence of chaotic behavior of Follow-the-Regularized Leader (FoReL) dynamics in games. We focus on the effects of increasing the population size or the scale of costs in congestion games, and generalize recent results on…

Computer Science and Game Theory · Computer Science 2022-01-28 Jakub Bielawski , Thiparat Chotibut , Fryderyk Falniowski , Grzegorz Kosiorowski , Michał Misiurewicz , Georgios Piliouras

The Poincar\'{e}-Bendixson theorem is one of the most fundamental tools to capture the limit behaviors of orbits of flows. It was generalized and applied to various phenomena in dynamical systems, differential equations, foliations, group…

Dynamical Systems · Mathematics 2024-10-24 Tomoo Yokoyama

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…

Optimization and Control · Mathematics 2016-06-03 Mario Bravo , Panayotis Mertikopoulos

Game theory is the standard tool used to model strategic interactions in evolutionary biology and social science. Traditional game theory studies the equilibria of simple games. But is traditional game theory applicable if the game is…

Chaotic Dynamics · Physics 2011-09-22 Tobias Galla , J. Doyne Farmer

We consider three distinct discrete-time models of learning and evolution in games: a biological model based on intra-species selective pressure, the dynamics induced by pairwise proportional imitation, and the exponential / multiplicative…

Dynamical Systems · Mathematics 2024-02-27 Fryderyk Falniowski , Panayotis Mertikopoulos

Follow-the-regularized-leader (FTRL) algorithms have become popular in the context of games, providing easy-to-implement methods for each agent, as well as theoretical guarantees that the strategies of all agents will converge to some…

Systems and Control · Electrical Eng. & Systems 2026-03-31 Heling Zhang , Siqi Du , Roy Dong

We present a novel control-theoretic understanding of online optimization and learning in games, via the notion of passivity. Passivity is a fundamental concept in control theory, which abstracts energy conservation and dissipation in…

Machine Learning · Computer Science 2021-06-16 Yun Kuen Cheung , Georgios Piliouras

Replicator dynamics, the continuous-time analogue of Multiplicative Weights Updates, is the main dynamic in evolutionary game theory. In simple evolutionary zero-sum games, such as Rock-Paper-Scissors, replicator dynamic is periodic…

Computer Science and Game Theory · Computer Science 2019-10-04 Victor Boone , Georgios Piliouras

In this paper, we examine the convergence landscape of multi-agent learning under uncertainty. Specifically, we analyze two stochastic models of regularized learning in continuous games -- one in continuous and one in discrete time with the…

Computer Science and Game Theory · Computer Science 2025-12-10 Kyriakos Lotidis , Panayotis Mertikopoulos , Nicholas Bambos , Jose Blanchet

We study repeated games where players use an exponential learning scheme in order to adapt to an ever-changing environment. If the game's payoffs are subject to random perturbations, this scheme leads to a new stochastic version of the…

Probability · Mathematics 2010-10-22 Panayotis Mertikopoulos , Aris L. Moustakas

We study a wide class of non-convex non-concave min-max games that generalizes over standard bilinear zero-sum games. In this class, players control the inputs of a smooth function whose output is being applied to a bilinear zero-sum game.…

Optimization and Control · Mathematics 2019-10-30 Lampros Flokas , Emmanouil-Vasileios Vlatakis-Gkaragkounis , Georgios Piliouras

The existence of simple uncoupled no-regret learning dynamics that converge to correlated equilibria in normal-form games is a celebrated result in the theory of multi-agent systems. Specifically, it has been known for more than 20 years…

Computer Science and Game Theory · Computer Science 2021-05-28 Gabriele Farina , Andrea Celli , Alberto Marchesi , Nicola Gatti

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

The Poincar\'e-Bendixson theorem plays an important role in the study of the qualitative behavior of dynamical systems on the plane; it describes the structure of limit sets in such systems. We prove a version of the Poincar\'e-Bendixson…

Dynamical Systems · Mathematics 2018-01-30 William Clark , Anthony Bloch , Leonardo Colombo

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

We study learning dynamics induced by strategic agents who repeatedly play a game with an unknown payoff-relevant parameter. In this dynamics, a belief estimate of the parameter is repeatedly updated given players' strategies and realized…

Computer Science and Game Theory · Computer Science 2021-09-06 Manxi Wu , Saurabh Amin , Asuman Ozdaglar

The behaviour of multi-agent learning in many player games has been shown to display complex dynamics outside of restrictive examples such as network zero-sum games. In addition, it has been shown that convergent behaviour is less likely to…

Computer Science and Game Theory · Computer Science 2023-07-27 Aamal Hussain , Dan Leonte , Francesco Belardinelli , Georgios Piliouras

Multi-agent learning is intrinsically harder, more unstable and unpredictable than single agent optimization. For this reason, numerous specialized heuristics and techniques have been designed towards the goal of achieving convergence to…

Machine Learning · Computer Science 2023-06-05 Emmanouil-Vasileios Vlatakis-Gkaragkounis , Lampros Flokas , Georgios Piliouras
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