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Even when confronted with the same data, agents often disagree on a model of the real-world. Here, we address the question of how interacting heterogenous agents, who disagree on what model the real-world follows, optimize their trading…

Mathematical Finance · Quantitative Finance 2019-12-13 Philippe Casgrain , Sebastian Jaimungal

Similar to the role of Markov decision processes in reinforcement learning, Stochastic Games (SGs) lay the foundation for the study of multi-agent reinforcement learning (MARL) and sequential agent interactions. In this paper, we derive…

Computer Science and Game Theory · Computer Science 2023-01-12 Xiaotie Deng , Ningyuan Li , David Mguni , Jun Wang , Yaodong Yang

Strategic games admit a multi-graph representation, in which two kinds of relations, accessibility, and preferences, are used to describe how the players compare the possible outcomes. A category of games with a fixed set of players…

Category Theory · Mathematics 2025-02-19 Fernando Tohmé , Ignacio Viglizzo

To verify the robustness of a program or protocol, it is common in the computer science community to rely on the theoretical framework of game theory. In particular, if one seeks to enforce a desired property, or specification, despite an…

Computer Science and Game Theory · Computer Science 2026-05-20 Léonard Brice

In this paper, we present a model of a game among teams. Each team consists of a homogeneous population of agents. Agents within a team are cooperative while the teams compete with other teams. The dynamics and the costs are coupled through…

Computer Science and Game Theory · Computer Science 2023-10-20 Jayakumar Subramanian , Akshat Kumar , Aditya Mahajan

We tackle a fundamental problem in empirical game-theoretic analysis (EGTA), that of learning equilibria of simulation-based games. Such games cannot be described in analytical form; instead, a black-box simulator can be queried to obtain…

Computer Science and Game Theory · Computer Science 2019-06-03 Enrique Areyan Viqueira , Cyrus Cousins , Eli Upfal , Amy Greenwald

In many settings where multiple agents interact, the optimal choices for each agent depend heavily on the choices of the others. These coupled interactions are well-described by a general-sum differential game, in which players have…

Robotics · Computer Science 2020-05-07 Lasse Peters , David Fridovich-Keil , Claire J. Tomlin , Zachary N. Sunberg

In a social system, the self-interest of agents can be detrimental to the collective good, sometimes leading to social dilemmas. To resolve such a conflict, a central designer may intervene by either redesigning the system or incentivizing…

Machine Learning · Computer Science 2020-10-28 Jiayang Li , Jing Yu , Yu Marco Nie , Zhaoran Wang

The Influence Maximization (IM) problem is a well-known NP-hard combinatorial problem over graphs whose goal is to find the set of nodes in a network that spreads influence at most. Among the various methods for solving the IM problem,…

Social and Information Networks · Computer Science 2024-05-17 Stefano Genetti , Eros Ribaga , Elia Cunegatti , Quintino Francesco Lotito , Giovanni Iacca

Mobile autonomous system (MAS) becomes pervasive especially in the vehicular and robotic networks. Multiple heterogeneous MAS networks can be integrated together as a multi-layer MAS network to offer holistic services. The network…

Systems and Control · Electrical Eng. & Systems 2019-12-10 Juntao Chen , Quanyan Zhu

We present a new approach to the solution of decision problems formulated as influence diagrams. The approach converts the influence diagram into a simpler structure, the LImited Memory Influence Diagram (LIMID), where only the requisite…

Artificial Intelligence · Computer Science 2013-01-18 Dennis Nilsson , Steffen L. Lauritzen

We present novel techniques for neuro-symbolic concurrent stochastic games, a recently proposed modelling formalism to represent a set of probabilistic agents operating in a continuous-space environment using a combination of neural network…

Computer Science and Game Theory · Computer Science 2022-06-22 Rui Yan , Gabriel Santos , Xiaoming Duan , David Parker , Marta Kwiatkowska

Achieving human-AI alignment in complex multi-agent games is crucial for creating trustworthy AI agents that enhance gameplay. We propose a method to evaluate this alignment using an interpretable task-sets framework, focusing on high-level…

Artificial Intelligence · Computer Science 2024-06-21 Sugandha Sharma , Guy Davidson , Khimya Khetarpal , Anssi Kanervisto , Udit Arora , Katja Hofmann , Ida Momennejad

Conventional Mean-field games/control study the behavior of a large number of rational agents moving in the Euclidean spaces. In this work, we explore the mean-field games on Riemannian manifolds. We formulate the mean-field game Nash…

Optimization and Control · Mathematics 2023-04-26 Jiajia Yu , Rongjie Lai , Wuchen Li , Stanley Osher

For common notions of correlated equilibrium in extensive-form games, computing an optimal (e.g., welfare-maximizing) equilibrium is NP-hard. Other equilibrium notions -- communication (Forges 1986) and certification (Forges & Koessler…

Computer Science and Game Theory · Computer Science 2022-12-02 Brian Hu Zhang , Tuomas Sandholm

Mechanism design is a well-established game-theoretic paradigm for designing games to achieve desired outcomes. This paper addresses a closely related but distinct concept, equilibrium design. Unlike mechanism design, the designer's…

Computer Science and Game Theory · Computer Science 2024-08-20 Muhammad Najib , Giuseppe Perelli

The proper equilibrium, introduced by Myerson (1978), is a classic refinement of the Nash equilibrium that has been referred to as the "mother of all refinements." For normal-form games, computing a proper equilibrium is known to be…

Computer Science and Game Theory · Computer Science 2026-02-11 Brian Hu Zhang , Ioannis Anagnostides , Kiriaki Fragkia , Maria-Florina Balcan , Tuomas Sandholm

Learning by experience in Multi-Agent Systems (MAS) is a difficult and exciting task, due to the lack of stationarity of the environment, whose dynamics evolves as the population learns. In order to design scalable algorithms for systems…

Optimization and Control · Mathematics 2020-02-24 Romuald Elie , Julien Pérolat , Mathieu Laurière , Matthieu Geist , Olivier Pietquin

While Nash equilibrium has emerged as the central game-theoretic solution concept, many important games contain several Nash equilibria and we must determine how to select between them in order to create real strategic agents. Several Nash…

Computer Science and Game Theory · Computer Science 2024-04-30 Sam Ganzfried

We present a new tool for the study of multiplayer stochastic games, namely the modified game, which is a normal-form game that depends on the discount factor, the initial state, and for every player a partition of the set of states and a…

Probability · Mathematics 2017-03-14 Eilon Solan