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Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…
The theory of mean field games aims at studying deterministic or stochastic differential games (Nash equilibria) as the number of agents tends to infinity. Since very few mean field games have explicit or semi-explicit solutions, numerical…
We study Markov potential games under the infinite horizon average reward criterion. Most previous studies have been for discounted rewards. We prove that both algorithms based on independent policy gradient and independent natural policy…
The partial alignment and conflict of autonomous agents lead to mixed-motive scenarios in many real-world applications. However, agents may fail to cooperate in practice even when cooperation yields a better outcome. One well known reason…
This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action. By active control, a player can bring its state to a resetting point. All players are…
We obtain global, non-asymptotic convergence guarantees for independent learning algorithms in competitive reinforcement learning settings with two agents (i.e., zero-sum stochastic games). We consider an episodic setting where in each…
We propose a stochastic first-order algorithm to learn the rationality parameters of simultaneous and non-cooperative potential games, i.e., the parameters of the agents' optimization problems. Our technique combines (i.) an active-set step…
We propose a novel framework for exploring weak and $L_2$ generalization errors of algorithms through the lens of differential calculus on the space of probability measures. Specifically, we consider the KL-regularized empirical risk…
Regression is typically treated as a curve-fitting process where the goal is to fit a prediction function to data. With the help of conditional generative adversarial networks, we propose to solve this age-old problem in a different way; we…
We consider a class of deterministic mean field games, where the state associated with each player evolves according to an ODE which is linear w.r.t. the control. Existence, uniqueness, and stability of solutions are studied from the point…
While reinforcement learning methods have delivered remarkable results in a number of settings, generalization, i.e., the ability to produce policies that generalize in a reliable and systematic way, has remained a challenge. The problem of…
The Distributional Alignment Game framework provides a powerful variational perspective on Answer-Level Fine-Tuning (ALFT). However, standard algorithms for these games rely on estimating logarithmic rewards from small batches, introducing…
The paper is concerned with distributed learning in large-scale games. The well-known fictitious play (FP) algorithm is addressed, which, despite theoretical convergence results, might be impractical to implement in large-scale settings due…
Game theory is the standard tool used to model strategic interactions in evolutionary biology and social science. Traditional game theory studies the equilibria of simple games. But is traditional game theory applicable if the game is…
As a pivotal component to attaining generalizable solutions in human intelligence, reasoning provides great potential for reinforcement learning (RL) agents' generalization towards varied goals by summarizing part-to-whole arguments and…
This paper presents a Gaussian Process (GP) framework, a non-parametric technique widely acknowledged for regression and classification tasks, to address inverse problems in mean field games (MFGs). By leveraging GPs, we aim to recover…
A fundamental challenge in multiagent reinforcement learning is to learn beneficial behaviors in a shared environment with other simultaneously learning agents. In particular, each agent perceives the environment as effectively…
To model complex real-world systems, such as traders in stock markets, or the dissemination of contagious diseases, graphon mean-field games (GMFG) have been proposed to model many agents. Despite the empirical success, our understanding of…
Combinatorial Game Theory is a branch of mathematics and theoretical computer science that studies sequential 2-player games with perfect information. Normal play is the convention where a player who cannot move loses. Here, we generalize…
Fictitious play with reinforcement learning is a general and effective framework for zero-sum games. However, using the current deep neural network models, the implementation of fictitious play faces crucial challenges. Neural network model…