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We address payoff-based decentralized learning in infinite-horizon zero-sum Markov games. In this setting, each player makes decisions based solely on received rewards, without observing the opponent's strategy or actions nor sharing…
Inspired by the path coordination problem arising from robo-taxis, warehouse management, and mixed-vehicle routing problems, we model a group of heterogeneous players responding to stochastic demands as a congestion game under Markov…
Understanding the convergence landscape of multi-agent learning is a fundamental problem of great practical relevance in many applications of artificial intelligence and machine learning. While it is known that learning dynamics converge to…
In game-theoretic learning, several agents are simultaneously following their individual interests, so the environment is non-stationary from each player's perspective. In this context, the performance of a learning algorithm is often…
Mean Field Games (MFGs) have the ability to handle large-scale multi-agent systems, but learning Nash equilibria in MFGs remains a challenging task. In this paper, we propose a deep reinforcement learning (DRL) algorithm that achieves…
Nash equilibrium is perhaps the best-known solution concept in game theory. Such a solution assigns a strategy to each player which offers no incentive to unilaterally deviate. While a Nash equilibrium is guaranteed to always exist, the…
In classical job-scheduling games, each job behaves as a selfish player, choosing a machine to minimize its own completion time. To reduce the equilibria inefficiency, coordination mechanisms are employed, allowing each machine to follow…
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…
In this study, we formulate positive and negative externalities caused by changes in the supply of shared vehicles as ride sharing games. The study aims to understand the price of anarchy (PoA) and its improvement via a coordination…
We study two natural problems about rational behaviors in multiplayer non-zero-sum sequential infinite duration games played on graphs: checking problems, that consist in deciding whether a strategy profile, defined by a Mealy machine, is…
We initiate the study of congestion games with variable demands where the (variable) demand has to be assigned to exactly one subset of resources. The players' incentives to use higher demands are stimulated by non-decreasing and concave…
Much of recent success in multiagent reinforcement learning has been in two-player zero-sum games. In these games, algorithms such as fictitious self-play and minimax tree search can converge to an approximate Nash equilibrium. While…
In this tutorial, we provide an introduction to machine learning methods for finding Nash equilibria in games with large number of agents. These types of problems are important for the operations research community because of their…
A growing body of literature in networked systems research relies on game theory and mechanism design to model and address the potential lack of cooperation between self-interested users. Most game-theoretic models applied to system…
Adversarial training is a standard technique for training adversarially robust models. In this paper, we study adversarial training as an alternating best-response strategy in a 2-player zero-sum game. We prove that even in a simple…
For effective matching of resources (e.g., taxis, food, bikes, shopping items) to customer demand, aggregation systems have been extremely successful. In aggregation systems, a central entity (e.g., Uber, Food Panda, Ofo) aggregates supply…
We study the performance of approximate Nash equilibria for linear congestion games. We consider how much the price of anarchy worsens and how much the price of stability improves as a function of the approximation factor $\epsilon$. We…
We consider a class of concave continuous games in which the corresponding admissible strategy profile of each player underlies affine coupling constraints. We propose a novel algorithm that leads the relevant population dynamic toward Nash…
In this paper, we propose a novel class of Nash problems for Cognitive Radio (CR) networks, modeled as Gaussian frequency-selective interference channels, wherein each secondary user (SU) competes against the others to maximize his own…
Competitive non-cooperative online decision-making agents whose actions increase congestion of scarce resources constitute a model for widespread modern large-scale applications. To ensure sustainable resource behavior, we introduce a novel…