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We study optimal equilibria in multi-player games. An equilibrium is optimal for a player, if her payoff is maximal. A tempting approach to solving this problem is to seek optimal Nash equilibria, the standard form of equilibria where no…

Computer Science and Game Theory · Computer Science 2013-07-09 Anshul Gupta , Sven Schewe

Imitation learning algorithms can be used to learn a policy from expert demonstrations without access to a reward signal. However, most existing approaches are not applicable in multi-agent settings due to the existence of multiple (Nash)…

Machine Learning · Computer Science 2018-07-27 Jiaming Song , Hongyu Ren , Dorsa Sadigh , Stefano Ermon

Well-trained multi-agent systems can fail when deployed in real-world environments due to model mismatches between the training and deployment environments, caused by environment uncertainties including noise or adversarial attacks.…

Machine Learning · Computer Science 2026-03-03 Zain Ulabedeen Farhat , Debamita Ghosh , George K. Atia , Yue Wang

Markov games (MGs) provide a mathematical foundation for multi-agent reinforcement learning (MARL), enabling self-interested agents to learn their optimal policies while interacting with others in a shared environment. However, due to the…

Systems and Control · Electrical Eng. & Systems 2025-11-25 Huiwen Yan , Mushuang Liu

We extend the potential-based shaping method from Markov decision processes to multi-player general-sum stochastic games. We prove that the Nash equilibria in a stochastic game remains unchanged after potential-based shaping is applied to…

Computer Science and Game Theory · Computer Science 2014-01-17 Xiaosong Lu , Howard M. Schwartz , Sidney N. Givigi

Mean-field games have been used as a theoretical tool to obtain an approximate Nash equilibrium for symmetric and anonymous $N$-player games. However, limiting applicability, existing theoretical results assume variations of a "population…

Optimization and Control · Mathematics 2023-06-12 Batuhan Yardim , Semih Cayci , Matthieu Geist , Niao He

Multi-Agent Reinforcement Learning (MARL) -- where multiple agents learn to interact in a shared dynamic environment -- permeates across a wide range of critical applications. While there has been substantial progress on understanding the…

Computer Science and Game Theory · Computer Science 2022-10-05 Shicong Cen , Yuejie Chi , Simon S. Du , Lin Xiao

We consider multi-agent decision making, where each agent optimizes its cost function subject to constraints. Agents' actions belong to a compact convex Euclidean space and the agents' cost functions are coupled. We propose a distributed…

Optimization and Control · Mathematics 2016-12-01 Tatiana Tatarenko , Maryam Kamgarpour

Nash equilibria provide a principled framework for modeling interactions in multi-agent decision-making and control. However, many equilibrium-seeking methods implicitly assume that each agent has access to the other agents' objectives and…

Computer Science and Game Theory · Computer Science 2026-03-19 Mahdis Rabbani , Navid Mojahed , Shima Nazari

Optimal policies in standard MDPs can be obtained using either value iteration or policy iteration. However, in the case of zero-sum Markov games, there is no efficient policy iteration algorithm; e.g., it has been shown that one has to…

Machine Learning · Computer Science 2023-10-31 Anna Winnicki , R. Srikant

We study decentralized learning in two-player zero-sum discounted Markov games where the goal is to design a policy optimization algorithm for either agent satisfying two properties. First, the player does not need to know the policy of the…

Computer Science and Game Theory · Computer Science 2023-03-07 Zhuoqing Song , Jason D. Lee , Zhuoran Yang

The goal of agents in multi-agent environments is to maximize total reward against the opposing agents that are encountered. Following a game-theoretic solution concept, such as Nash equilibrium, may obtain a strong performance in some…

Computer Science and Game Theory · Computer Science 2026-01-05 Sam Ganzfried

We study the game modification problem, where a benevolent game designer or a malevolent adversary modifies the reward function of a zero-sum Markov game so that a target deterministic or stochastic policy profile becomes the unique Markov…

Computer Science and Game Theory · Computer Science 2024-08-27 Young Wu , Jeremy McMahan , Yiding Chen , Yudong Chen , Xiaojin Zhu , Qiaomin Xie

In practical multi-agent systems, agents often have diverse objectives, which makes the system more complex, as each agent's performance across multiple criteria depends on the joint actions of all agents, creating intricate strategic…

Multiagent Systems · Computer Science 2025-09-30 Yue Wang

In stochastic dynamic environments, team Markov games have emerged as a versatile paradigm for studying sequential decision-making problems of fully cooperative multi-agent systems. However, the optimality of the derived policies is usually…

Optimization and Control · Mathematics 2022-05-03 Feng Huang , Ming Cao , Long Wang

This paper provides theoretical bounds for empirical game theoretical analysis of complex multi-agent interactions. We provide insights in the empirical meta game showing that a Nash equilibrium of the meta-game is an approximate Nash…

Computer Science and Game Theory · Computer Science 2018-03-20 Karl Tuyls , Julien Perolat , Marc Lanctot , Joel Z Leibo , Thore Graepel

We show by counterexample that policy-gradient algorithms have no guarantees of even local convergence to Nash equilibria in continuous action and state space multi-agent settings. To do so, we analyze gradient-play in N-player general-sum…

Machine Learning · Computer Science 2019-12-18 Eric Mazumdar , Lillian J. Ratliff , Michael I. Jordan , S. Shankar Sastry

Multi-agent imitation learning (MA-IL) aims to learn optimal policies from expert demonstrations of interactions in multi-agent interactive domains. Despite existing guarantees on the performance of the resulting learned policies,…

Machine Learning · Computer Science 2026-02-25 Antoine Bergerault , Volkan Cevher , Negar Mehr

Mean Field Games (MFGs) can potentially scale multi-agent systems to extremely large populations of agents. Yet, most of the literature assumes a single initial distribution for the agents, which limits the practical applications of MFGs.…

Machine Learning · Computer Science 2021-09-21 Sarah Perrin , Mathieu Laurière , Julien Pérolat , Romuald Élie , Matthieu Geist , Olivier Pietquin

We present an agent-based simulator for economic systems with heterogeneous households, firms, central bank, and government agents. These agents interact to define production, consumption, and monetary flow. Each agent type has distinct…

Multiagent Systems · Computer Science 2024-08-23 Kshama Dwarakanath , Svitlana Vyetrenko , Tucker Balch