Related papers: Provably Efficient Policy Optimization for Two-Pla…

Markov games model interactions among multiple players in a stochastic, dynamic environment. Each player in a Markov game maximizes its expected total discounted reward, which depends upon the policies of the other players. We formulate a…

There has been substantial progress on finding game-theoretic equilibria. Most of that work has focused on games with finite, discrete action spaces. However, many games involving space, time, money, and other fine-grained quantities have…

Despite the great empirical success of deep reinforcement learning, its theoretical foundation is less well understood. In this work, we make the first attempt to theoretically understand the deep Q-network (DQN) algorithm (Mnih et al.,…

Synthesizing near-optimal mixed strategies for zero-sum differential games (ZSDGs) has been a longstanding challenge. Existing research mainly focuses on characterizing the theoretical value function, while the practical design of…

Probabilistic timed automata are a suitable formalism to model systems with real-time, nondeterministic and probabilistic behaviour. We study two-player zero-sum games on such automata where the objective of the game is specified as the…

We study a two-player discounted zero-sum stochastic game model for dynamic operational planning in military campaigns. At each stage, the players manage multiple commanders who order military actions on objectives that have an open line of…

Dynamic games arise when multiple agents with differing objectives choose control inputs to a dynamic system. Dynamic games model a wide variety of applications in economics, defense, and energy systems. However, compared to single-agent…

We investigate zero-sum turn-based two-player stochastic games in which the objective of one player is to maximize the amount of rewards obtained during a play, while the other aims at minimizing it. We focus on games in which the minimizer…

We consider finite horizon Markov decision processes under performance measures that involve both the mean and the variance of the cumulative reward. We show that either randomized or history-based policies can improve performance. We prove…

Exploration remains a key challenge in deep reinforcement learning (RL). Optimism in the face of uncertainty is a well-known heuristic with theoretical guarantees in the tabular setting, but how best to translate the principle to deep…

We propose a framework to compute approximate Nash equilibria in integer programming games with nonlinear payoffs, i.e., simultaneous and non-cooperative games where each player solves a parametrized mixed-integer nonlinear program. We…

A large body of research is currently investigating on the connection between machine learning and game theory. In this work, game theory notions are injected into a preference learning framework. Specifically, a preference learning problem…

Stochastic games are often used to model reactive processes. We consider the problem of synthesizing an optimal almost-sure winning strategy in a two-player (namely a system and its environment) turn-based stochastic game with both a…

We investigate the increasingly important and common game-solving setting where we do not have an explicit description of the game but only oracle access to it through gameplay, such as in financial or military simulations and computer…

Recent advances in deep reinforcement learning (RL) have led to considerable progress in many 2-player zero-sum games, such as Go, Poker and Starcraft. The purely adversarial nature of such games allows for conceptually simple and…

We study techniques to incentivize self-interested agents to form socially desirable solutions in scenarios where they benefit from mutual coordination. Towards this end, we consider coordination games where agents have different intrinsic…

Many efficient algorithms have been designed to recover Nash equilibria of various classes of finite games. Special classes of continuous games with infinite strategy spaces, such as polynomial games, can be solved by semidefinite…

In this paper, We propose a general Riemannian proximal optimization algorithm with guaranteed convergence to solve Markov decision process (MDP) problems. To model policy functions in MDP, we employ Gaussian mixture model (GMM) and…

We consider an autonomous navigation problem, whereby a traveler aims at traversing an environment in which an adversary tries to set an ambush. A two players zero sum game is introduced. Players' strategies are computed as random path…

Since its introduction a decade ago, \emph{relative entropy policy search} (REPS) has demonstrated successful policy learning on a number of simulated and real-world robotic domains, not to mention providing algorithmic components used by…