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This paper aims to design a distributed coordination algorithm for solving a multi-agent decision problem with a hierarchical structure. The primary goal is to search the Nash equilibrium of a noncooperative game such that each player has…

Optimization and Control · Mathematics 2022-05-17 Xiaoyu Ma , Jinlong Lei , Peng Yi , Jie Chen

We study what dataset assumption permits solving offline two-player zero-sum Markov games. In stark contrast to the offline single-agent Markov decision process, we show that the single strategy concentration assumption is insufficient for…

Machine Learning · Computer Science 2022-10-17 Qiwen Cui , Simon S. Du

Multi-agent games are becoming an increasing prevalent formalism for the study of electronic commerce and auctions. The speed at which transactions can take place and the growing complexity of electronic marketplaces makes the study of…

Computer Science and Game Theory · Computer Science 2013-01-18 Satinder Singh , Michael Kearns , Yishay Mansour

This paper considers the challenging tasks of Multi-Agent Reinforcement Learning (MARL) under partial observability, where each agent only sees her own individual observations and actions that reveal incomplete information about the…

Machine Learning · Computer Science 2022-10-18 Qinghua Liu , Csaba Szepesvári , Chi Jin

Many real-world domains contain multiple agents behaving strategically with probabilistic transitions and uncertain (potentially infinite) duration. Such settings can be modeled as stochastic games. While algorithms have been developed for…

Computer Science and Game Theory · Computer Science 2020-06-25 Sam Ganzfried , Conner Laughlin , Charles Morefield

Game theoretic methods have become popular for planning and prediction in situations involving rich multi-agent interactions. However, these methods often assume the existence of a single local Nash equilibria and are hence unable to handle…

Computer Science and Game Theory · Computer Science 2023-05-24 Oswin So , Paul Drews , Thomas Balch , Velin Dimitrov , Guy Rosman , Evangelos A. Theodorou

Mean field games (MFGs) are a promising framework for modeling the behavior of large-population systems. However, solving MFGs can be challenging due to the coupling of forward population evolution and backward agent dynamics. Typically,…

Machine Learning · Computer Science 2024-07-17 Chenyu Zhang , Xu Chen , Xuan Di

In multi-agent reinforcement learning (MARL), self-interested agents attempt to establish equilibrium and achieve coordination depending on game structure. However, existing MARL approaches are mostly bound by the simultaneous actions of…

Multiagent Systems · Computer Science 2023-12-12 Bin Zhang , Lijuan Li , Zhiwei Xu , Dapeng Li , Guoliang Fan

A model of stochastic games where multiple controllers jointly control the evolution of the state of a dynamic system but have access to different information about the state and action processes is considered. The asymmetry of information…

Computer Science and Game Theory · Computer Science 2012-09-18 Ashutosh Nayyar , Abhishek Gupta , Cédric Langbort , Tamer Başar

We introduce and study incentive equilibria for multi-player meanpayoff games. Incentive equilibria generalise well-studied solution concepts such as Nash equilibria and leader equilibria (also known as Stackelberg equilibria). Recall that…

Computer Science and Game Theory · Computer Science 2015-11-03 Anshul Gupta , M. S. Krishna Deepak , Bharath Kumar Padarthi , Sven Schewe , Ashutosh Trivedi

In this paper, we investigate the noncooperative games of multi-agent systems. Different from existing noncooperative games, our formulation involves the high-order nonlinear dynamics of players, and the communication topologies among…

Systems and Control · Electrical Eng. & Systems 2021-12-17 Zhenhua Deng , Jin Luo

We optimize finite horizon multi-agent reach-avoid Markov decision process (MDP) via \emph{local feedback policies}. The global feedback policy solution yields global optimality but its communication complexity, memory usage and computation…

Systems and Control · Electrical Eng. & Systems 2026-04-10 Adam Casselman , Abraham P. Vinod , Sarah H. Q. Li

In this work, we study the interaction of strategic agents in continuous action Cournot games with limited information feedback. Cournot game is the essential market model for many socio-economic systems where agents learn and compete…

Optimization and Control · Mathematics 2020-09-15 Yuanyuan Shi , Baosen Zhang

We develop a probabilistic approach to continuous-time finite state mean field games. Based on an alternative description of continuous-time Markov chain by means of semimartingale and the weak formulation of stochastic optimal control, our…

Probability · Mathematics 2018-08-24 Rene Carmona , Peiqi Wang

Game theory serves as a powerful tool for distributed optimization in multi-agent systems in different applications. In this paper we consider multi-agent systems that can be modeled by means of potential games whose potential function…

Optimization and Control · Mathematics 2018-04-13 Tatiana Tatarenko

We examine the long-run behavior of multi-agent online learning in games that evolve over time. Specifically, we focus on a wide class of policies based on mirror descent, and we show that the induced sequence of play (a) converges to Nash…

Computer Science and Game Theory · Computer Science 2022-08-11 Benoit Duvocelle , Panayotis Mertikopoulos , Mathias Staudigl , Dries Vermeulen

Creating strong agents for games with more than two players is a major open problem in AI. Common approaches are based on approximating game-theoretic solution concepts such as Nash equilibrium, which have strong theoretical guarantees in…

Computer Science and Game Theory · Computer Science 2018-11-07 Sam Ganzfried , Austin Nowak , Joannier Pinales

Training multi-agent systems (MAS) to achieve realistic equilibria gives us a useful tool to understand and model real-world systems. We consider a general sum partially observable Markov game where agents of different types share a single…

Multiagent Systems · Computer Science 2020-10-26 Nelson Vadori , Sumitra Ganesh , Prashant Reddy , Manuela Veloso

The aim of this paper is to formulate and study a stochastic model for the management of environmental assets in a geographical context where in each place the local authorities take their policy decisions maximizing their own welfare,…

Optimization and Control · Mathematics 2025-10-27 Emmanuelle Augeraud-Véron , Daria Ghilli , Fausto Gozzi , Marta Leocata

Mean field games (MFGs) offer a powerful framework for modeling large-scale multi-agent systems. This paper addresses MFGs formulated in continuous time with discrete state spaces, where agents' dynamics are governed by continuous-time…

Computer Science and Game Theory · Computer Science 2026-02-27 Yannick Eich , Christian Fabian , Kai Cui , Heinz Koeppl