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No-regret self-play learning dynamics have become one of the premier ways to solve large-scale games in practice. Accelerating their convergence via improving the regret of the players over the naive $O(\sqrt{T})$ bound after $T$ rounds has…

Machine Learning · Computer Science 2025-02-26 Shinji Ito , Haipeng Luo , Taira Tsuchiya , Yue Wu

Solving feedback Stackelberg games with nonlinear dynamics and coupled constraints, a common scenario in practice, presents significant challenges. This work introduces an efficient method for computing approximate local feedback…

Optimization and Control · Mathematics 2025-04-03 Jingqi Li , Somayeh Sojoudi , Claire Tomlin , David Fridovich-Keil

In this paper, we introduce a generalization of the standard Stackelberg Games (SGs) framework: Calibrated Stackelberg Games (CSGs). In CSGs, a principal repeatedly interacts with an agent who (contrary to standard SGs) does not have direct…

Computer Science and Game Theory · Computer Science 2023-06-07 Nika Haghtalab , Chara Podimata , Kunhe Yang

We study multi-agent reinforcement learning (MARL) for the general-sum Markov Games (MGs) under the general function approximation. In order to find the minimum assumption for sample-efficient learning, we introduce a novel complexity…

Machine Learning · Computer Science 2023-10-11 Nuoya Xiong , Zhihan Liu , Zhaoran Wang , Zhuoran Yang

Adversarial deep learning is to train robust DNNs against adversarial attacks, which is one of the major research focuses of deep learning. Game theory has been used to answer some of the basic questions about adversarial deep learning such…

Machine Learning · Computer Science 2022-07-19 Xiao-Shan Gao , Shuang Liu , Lijia Yu

Existing methods for learning Stackelberg equilibria typically assume that the followers' (variational, generalized) Nash equilibrium is unique. However, in the presence of multiple equilibria, without a selection convention, the problem…

Optimization and Control · Mathematics 2026-04-30 Silvia Cianchi , Anibal Sanjab , Sergio Grammatico

This paper proposes and studies a class of discrete-time finite-time-horizon Stackelberg mean-field games, with one leader and an infinite number of identical and indistinguishable followers. In this game, the objective of the leader is to…

Optimization and Control · Mathematics 2022-10-11 Xin Guo , Anran Hu , Jiacheng Zhang

We investigate the set of Nash equilibrium payoffs for two person differential games. The main result of the paper is the characterization of the set of Nash equilibrium payoffs in the terms of nonsmooth analysis. Also we obtain the…

Optimization and Control · Mathematics 2015-03-17 Yurii Averboukh

We study reinforcement learning (RL) for learning a Quantal Stackelberg Equilibrium (QSE) in an episodic Markov game with a leader-follower structure. In specific, at the outset of the game, the leader announces her policy to the follower…

Machine Learning · Computer Science 2023-07-27 Siyu Chen , Mengdi Wang , Zhuoran Yang

In Stackelberg v/s Stackelberg games a collection of leaders compete in a Nash game constrained by the equilibrium conditions of another Nash game amongst the followers. The resulting equilibrium problems are plagued by the nonuniqueness of…

Optimization and Control · Mathematics 2016-11-18 Ankur A. Kulkarni , Uday V. Shanbhag

We propose a new variant of the strategic classification problem: a principal reveals a classifier, and $n$ agents report their (possibly manipulated) features to be classified. Motivated by real-world applications, our model crucially…

Computer Science and Game Theory · Computer Science 2025-02-28 Safwan Hossain , Evi Micha , Yiling Chen , Ariel Procaccia

In many real-world applications, multiple agents seek to learn how to perform highly related yet slightly different tasks in an online bandit learning protocol. We formulate this problem as the $\epsilon$-multi-player multi-armed bandit…

Machine Learning · Computer Science 2021-07-21 Zhi Wang , Chicheng Zhang , Manish Kumar Singh , Laurel D. Riek , Kamalika Chaudhuri

Towards characterizing the optimization landscape of games, this paper analyzes the stability of gradient-based dynamics near fixed points of two-player continuous games. We introduce the quadratic numerical range as a method to…

Computer Science and Game Theory · Computer Science 2021-01-15 Benjamin J. Chasnov , Daniel Calderone , Behçet Açıkmeşe , Samuel A. Burden , Lillian J. Ratliff

We examine the long-run behavior of multi-agent online learning in games that evolve over time. Specifically, we focus on a wide class of policies based on mirror descent, and we show that the induced sequence of play (a) converges to Nash…

Computer Science and Game Theory · Computer Science 2022-08-11 Benoit Duvocelle , Panayotis Mertikopoulos , Mathias Staudigl , Dries Vermeulen

This paper presents a general mean-field game (GMFG) framework for simultaneous learning and decision-making in stochastic games with a large population. It first establishes the existence of a unique Nash Equilibrium to this GMFG, and…

Machine Learning · Computer Science 2023-01-05 Xin Guo , Anran Hu , Renyuan Xu , Junzi Zhang

Learning in multi-player games can model a large variety of practical scenarios, where each player seeks to optimize its own local objective function, which at the same time relies on the actions taken by others. Motivated by the frequent…

Optimization and Control · Mathematics 2023-09-08 Yuanhanqing Huang , Jianghai Hu

This paper studies a variant of two-player zero-sum matrix games, where, at each timestep, the row player selects row $i$, the column player selects column $j$, and the row player receives a noisy reward with expected value $A_{i,j}$, along…

Machine Learning · Computer Science 2025-05-27 Arnab Maiti , Kevin Jamieson , Lillian J. Ratliff

We investigate learning the equilibria in non-stationary multi-agent systems and address the challenges that differentiate multi-agent learning from single-agent learning. Specifically, we focus on games with bandit feedback, where testing…

Machine Learning · Computer Science 2024-05-06 Haozhe Jiang , Qiwen Cui , Zhihan Xiong , Maryam Fazel , Simon S. Du

We consider the problem of simultaneous learning in stochastic games with many players in the finite-horizon setting. While the typical target solution for a stochastic game is a Nash equilibrium, this is intractable with many players. We…

Computer Science and Game Theory · Computer Science 2022-10-27 William Brown

We study Nash equilibria learning of a general-sum stochastic game with an unknown transition probability density function. Agents take actions at the current environment state and their joint action influences the transition of the…

Systems and Control · Electrical Eng. & Systems 2022-10-19 Yan Chen , Tao Li
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