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Modeling the interaction between traffic agents is a key issue in designing safe and non-conservative maneuvers in autonomous driving. This problem can be challenging when multi-modality and behavioral uncertainties are engaged. Existing…

Robotics · Computer Science 2024-09-24 Zhenmin Huang , Tong Li , Shaojie Shen , Jun Ma

We introduce a notion of subgames for stochastic timing games and the related notion of subgame-perfect equilibrium in possibly mixed strategies. While a good notion of subgame-perfect equilibrium for continuous-time games is not available…

Optimization and Control · Mathematics 2018-05-23 Frank Riedel , Jan-Henrik Steg

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

We study time-inconsistent recursive stochastic control problems, i.e., for which the Bellman principle of optimality does not hold. For this class of problems classical optimal controls may fail to exist, or to be relevant in practice, and…

Optimization and Control · Mathematics 2024-03-14 Elisa Mastrogiacomo , Marco Tarsia

Leader-follower general-sum stochastic games (LF-GSSGs) model sequential decision-making under asymmetric commitment, where a leader commits to a policy and a follower best responds, yielding a strong Stackelberg equilibrium (SSE) with…

Computer Science and Game Theory · Computer Science 2025-12-08 Jilles Steeve Dibangoye , Thibaut Le Marre , Ocan Sankur , François Schwarzentruber

We present a robust framework with computational algorithms to support decision makers in sequential games. Our framework includes methods to solve games with complete information, assess the robustness of such solutions and, finally,…

Computation · Statistics 2024-02-22 Tahir Ekin , Roi Naveiro , Alberto Torres-Barrán , David Ríos-Insua

We propose a learning dynamics to model how strategic agents repeatedly play a continuous game while relying on an information platform to learn an unknown payoff-relevant parameter. In each time step, the platform updates a belief estimate…

Multiagent Systems · Computer Science 2023-11-02 Manxi Wu , Saurabh Amin , Asuman Ozdaglar

Stochastic optimal control and games have a wide range of applications, from finance and economics to social sciences, robotics, and energy management. Many real-world applications involve complex models that have driven the development of…

Optimization and Control · Mathematics 2024-03-12 Ruimeng Hu , Mathieu Laurière

Zero-sum Markov Games (MGs) has been an efficient framework for multi-agent systems and robust control, wherein a minimax problem is constructed to solve the equilibrium policies. At present, this formulation is well studied under tabular…

Machine Learning · Computer Science 2022-12-06 Yangang Ren , Yao Lyu , Wenxuan Wang , Shengbo Eben Li , Zeyang Li , Jingliang Duan

Static reduction of information structures (ISs) is a method that is commonly adopted in stochastic control, team theory, and game theory. One approach entails change of measure arguments, which has been crucial for stochastic analysis and…

Optimization and Control · Mathematics 2023-07-13 Sina Sanjari , Tamer Başar , Serdar Yüksel

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

We study the problem of computing optimal correlated equilibria (CEs) in infinite-horizon multi-player stochastic games, where correlation signals are provided over time. In this setting, optimal CEs require history-dependent policies; this…

Computer Science and Game Theory · Computer Science 2025-06-10 Jiarui Gan , Rupak Majumdar

Finding approximate equilibria for large-scale imperfect-information competitive games such as StarCraft, Dota, and CounterStrike remains computationally infeasible due to sparse rewards and challenging exploration over long horizons. In…

Machine Learning · Computer Science 2026-05-15 JB Lanier , Nathan Monette , Pierre Baldi , Roy Fox

A safe Pareto improvement (SPI) [41] is a modification of a game that leaves all players better off with certainty. SPIs are typically proven under qualitative assumptions about the way different games are played. For example, we assume…

Computer Science and Game Theory · Computer Science 2025-11-24 Nathaniel Sauerberg , Caspar Oesterheld

While recent self-training approaches have reduced reliance on human-labeled data for aligning LLMs, they still face critical limitations: (i) sensitivity to synthetic data quality, leading to instability and bias amplification in iterative…

Computation and Language · Computer Science 2026-05-12 Wu Li , Yigeng Zhou , Zesheng Shi , Yequan Wang , Min Zhang , Jing Li

Recent advancements in algorithms for sequential decision-making under imperfect information have shown remarkable success in large games such as limit- and no-limit poker. These algorithms traditionally formalize the games using the…

Computer Science and Game Theory · Computer Science 2023-12-07 Vojtěch Kovařík , David Milec , Michal Šustr , Dominik Seitz , Viliam Lisý

Self-play, where the algorithm learns by playing against itself without requiring any direct supervision, has become the new weapon in modern Reinforcement Learning (RL) for achieving superhuman performance in practice. However, the…

Machine Learning · Computer Science 2020-07-10 Yu Bai , Chi Jin

This paper studies two-player zero-sum repeated Bayesian games in which every player has a private type that is unknown to the other player, and the initial probability of the type of every player is publicly known. The types of players are…

Computer Science and Game Theory · Computer Science 2017-11-08 Lichun Li , Cedric Langbort , Jeff Shamma

We explore the use of policy approximations to reduce the computational cost of learning Nash equilibria in zero-sum stochastic games. We propose a new Q-learning type algorithm that uses a sequence of entropy-regularized soft policies to…

Machine Learning · Computer Science 2021-06-29 Yue Guan , Qifan Zhang , Panagiotis Tsiotras

This paper combines ideas from Q-learning and fictitious play to define three reinforcement learning procedures which converge to the set of stationary mixed Nash equilibria in identical interest discounted stochastic games. First, we…

Computer Science and Game Theory · Computer Science 2022-05-17 Lucas Baudin , Rida Laraki
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