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We propose a generalization of Quantal Response Equilibrium (QRE) built on a simple premise: some actions are more focal than others. In our model, which we call the Focal Quantal Response Equilibrium (Focal QRE), each player plays a…
Regret minimization has proved to be a versatile tool for tree-form sequential decision making and extensive-form games. In large two-player zero-sum imperfect-information games, modern extensions of counterfactual regret minimization (CFR)…
This paper addresses the problem of learning an equilibrium efficiently in general-sum Markov games through decentralized multi-agent reinforcement learning. Given the fundamental difficulty of calculating a Nash equilibrium (NE), we…
Despite the many recent practical and theoretical breakthroughs in computational game theory, equilibrium finding in extensive-form team games remains a significant challenge. While NP-hard in the worst case, there are provably efficient…
Non-cooperative dynamic game theory provides a principled approach to modeling sequential decision-making among multiple noncommunicative agents. A key focus has been on finding Nash equilibria in two-agent zero-sum dynamic games under…
We formulate and study a general time-varying multi-agent system where players repeatedly compete under incomplete information. Our work is motivated by scenarios commonly observed in online advertising and retail marketplaces, where agents…
We consider finite-horizon and infinite-horizon versions of a dynamic game with $N$ selfish players who observe their types privately and take actions that are publicly observed. Players' types evolve as conditionally independent Markov…
Non-ergodic convergence of learning dynamics in games is widely studied recently because of its importance in both theory and practice. Recent work (Cai et al., 2024) showed that a broad class of learning dynamics, including Optimistic…
Infinitely repeated games can support cooperative outcomes that are not equilibria in the one-shot game. The idea is to make sure that any gains from deviating will be offset by retaliation in future rounds. However, this model of…
To establish last-iterate convergence for Counterfactual Regret Minimization (CFR) algorithms in learning a Nash equilibrium (NE) of extensive-form games (EFGs), recent studies reformulate learning an NE of the original EFG as learning the…
This paper presents a new framework for analyzing and designing no-regret algorithms for dynamic (possibly adversarial) systems. The proposed framework generalizes the popular online convex optimization framework and extends it to its…
In this article we evaluate the statistical evidence that a population of students learn about the sub-game perfect Nash equilibrium of the centipede game via repeated play of the game. This is done by formulating a model in which a…
The behaviour of multi-agent learning in competitive settings is often considered under the restrictive assumption of a zero-sum game. Only under this strict requirement is the behaviour of learning well understood; beyond this, learning…
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…
In competitive multi-player interactions, simultaneous optimality is a key requirement for establishing strategic equilibria. This property is explicit when the game-theoretic equilibrium is the simultaneously optimal solution of coupled…
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…
Extensive-form games (EFGs) are a common model of multi-agent interactions with imperfect information. State-of-the-art algorithms for solving these games typically perform full walks of the game tree that can prove prohibitively slow in…
We introduce a new solution concept for bounded rational agents in finite normal-form general-sum games called Generalized Quantal Response Equilibrium (GQRE) which generalizes Quantal Response Equilibrium~\citep{mckelvey1995quantal}. In…
Learning and equilibrium computation in games are fundamental problems across computer science and economics, with applications ranging from politics to machine learning. Much of the work in this area revolves around a simple algorithm…
Publishers who publish their content on the web act strategically, in a behavior that can be modeled within the online learning framework. Regret, a central concept in machine learning, serves as a canonical measure for assessing the…