Related papers: Generalized conditional gradient and learning in p…

Learning in games provides a powerful framework to design control policies for self-interested agents that may be coupled through their dynamics, costs, or constraints. We consider the case where the dynamics of the coupled system can be…

In this paper, we introduce discrete-time linear mean-field games subject to an infinite-horizon discounted-cost optimality criterion. The state space of a generic agent is a compact Borel space. At every time, each agent is randomly…

Learning in a multi-agent system is challenging because agents are simultaneously learning and the environment is not stationary, undermining convergence guarantees. To address this challenge, this paper presents a new gradient-based…

In this paper we study a class of matrix-valued linear-quadratic mean-field-type games for both the risk-neutral, risk-sensitive and robust cases. Non-cooperation, full cooperation and adversarial between teams are treated. We provide a…

Learning in games refers to scenarios where multiple players interact in a shared environment, each aiming to minimize their regret. An equilibrium can be computed at a fast rate of $O(1/T)$ when all players follow the optimistic…

We consider the problem of sequentially making decisions that are rewarded by "successes" and "failures" which can be predicted through an unknown relationship that depends on a partially controllable vector of attributes for each instance.…

We investigate reinforcement learning in the Game Of Hidden Rules (GOHR) environment, a complex puzzle in which an agent must infer and execute hidden rules to clear a 6$\times$6 board by placing game pieces into buckets. We explore two…

We provide an approach for learning deep neural net representations of models described via conditional moment restrictions. Conditional moment restrictions are widely used, as they are the language by which social scientists describe the…

We study the problem of convergence to a stationary point in zero-sum games. We propose competitive gradient optimization (CGO ), a gradient-based method that incorporates the interactions between the two players in zero-sum games for…

In this paper, we consider a learning problem among non-cooperative agents interacting in a time-varying system. Specifically, we focus on repeated linear quadratic network games, in which the network of interactions changes with time and…

Multi-agent reinforcement learning, despite its popularity and empirical success, faces significant scalability challenges in large-population dynamic games. Graphon mean field games (GMFGs) offer a principled framework for approximating…

We develop a flexible stochastic approximation framework for analyzing the long-run behavior of learning in games (both continuous and finite). The proposed analysis template incorporates a wide array of popular learning algorithms,…

This letter studies multi-agent reinforcement learning in partially observable Markov potential games. Solving this problem is challenging due to partial observability, decentralized information, and the curse of dimensionality. First, to…

This paper introduces a novel framework for modeling interacting humans in a multi-stage game. This "iterated semi network-form game" framework has the following desirable characteristics: (1) Bounded rational players, (2) strategic players…

Finite-state mean-field games (MFGs) arise as limits of large interacting particle systems and are governed by an MFG system, a coupled forward-backward differential equation consisting of a forward Kolmogorov-Fokker-Planck (KFP) equation…

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…

Fictitious play (FP) is a canonical game-theoretic learning algorithm which has been deployed extensively in decentralized control scenarios. However standard treatments of FP, and of many other game-theoretic models, assume rather…

We propose and investigate a general class of discrete time and finite state space mean field game (MFG) problems with potential structure. Our model incorporates interactions through a congestion term and a price variable. It also allows…

A multi-agent system operates in an uncertain environment about which agents have different and time varying beliefs that, as time progresses, converge to a common belief. A global utility function that depends on the realized state of the…

In computational reinforcement learning, a growing body of work seeks to construct an agent's perception of the world through predictions of future sensations; predictions about environment observations are used as additional input features…