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Reinforcement learning is a powerful tool to learn the optimal policy of possibly multiple agents by interacting with the environment. As the number of agents grow to be very large, the system can be approximated by a mean-field problem.…

Optimization and Control · Mathematics 2020-08-18 Weichen Wang , Jiequn Han , Zhuoran Yang , Zhaoran Wang

Tri-level defender-attacker game models are a well-studied method for determining how best to protect a system (e.g., a transportation network) from attacks. Existing models assume that defender and attacker actions have a perfect effect,…

Optimization and Control · Mathematics 2024-09-16 Samuel Affar , Hugh Medal

An iterative finite difference scheme for mean field games (MFGs) is proposed. The target MFGs are derived from control problems for multidimensional systems with advection terms. For such MFGs, linearization using the Cole-Hopf…

Optimization and Control · Mathematics 2023-04-26 Daisuke Inoue , Yuji Ito , Takahito Kashiwabara , Norikazu Saito , Hiroaki Yoshida

Two-player mean-payoff Stackelberg games are nonzero-sum infinite duration games played on a bi-weighted graph by Leader (Player 0) and Follower (Player 1). Such games are played sequentially: first, Leader announces her strategy, second,…

Optimization and Control · Mathematics 2021-08-04 Mrudula Balachander , Shibashis Guha , Jean-François Raskin

In this note, we develop Fourier approximation methods for the solutions of first-order nonlocal mean-field games (MFG) systems. Using Fourier expansion techniques, we approximate a given MFG system by a simpler one that is equivalent to a…

Analysis of PDEs · Mathematics 2019-01-21 Levon Nurbekyan , Joao Saude

This paper studies a variant of the multi-player reach-avoid game played between intruders and defenders with applications to perimeter defense. The intruder team tries to score by sending as many intruders as possible to the target area,…

Systems and Control · Electrical Eng. & Systems 2020-06-05 Daigo Shishika , James Paulos , Vijay Kumar

Game-theoretic algorithms are commonly benchmarked on recreational games, classical constructs from economic theory such as congestion and dispersion games, or entirely random game instances. While the past two decades have seen the rise of…

Computer Science and Game Theory · Computer Science 2025-05-29 Noah Krever , Jakub Černý , Moïse Blanchard , Christian Kroer

Solution concepts of traditional game theory assume entirely rational players; therefore, their ability to exploit subrational opponents is limited. One type of subrationality that describes human behavior well is the quantal response.…

Artificial Intelligence · Computer Science 2021-07-08 David Milec , Jakub Černý , Viliam Lisý , Bo An

We examine online safe multi-agent reinforcement learning using constrained Markov games in which agents compete by maximizing their expected total rewards under a constraint on expected total utilities. Our focus is confined to an episodic…

Machine Learning · Computer Science 2023-06-02 Dongsheng Ding , Xiaohan Wei , Zhuoran Yang , Zhaoran Wang , Mihailo R. Jovanović

This paper analyzes a class of infinite-time-horizon stochastic games with singular controls motivated from the partially reversible problem. It provides an explicit solution for the mean-field game (MFG) and presents sensitivity analysis…

Optimization and Control · Mathematics 2020-08-12 Haoyang Cao , Xin Guo

A query game is a pair of a set $Q$ of queries and a set $\mathcal{F}$ of functions, or codewords $f:Q\rightarrow \mathbb{Z}.$ We think of this as a two-player game. One player, Codemaker, picks a hidden codeword $f\in \mathcal{F}$. The…

Combinatorics · Mathematics 2023-07-11 Anders Martinsson

While the topic of mean-field games (MFGs) has a relatively long history, heretofore there has been limited work concerning algorithms for the computation of equilibrium control policies. In this paper, we develop a computable policy…

Systems and Control · Electrical Eng. & Systems 2020-04-07 Muhammad Aneeq uz Zaman , Kaiqing Zhang , Erik Miehling , Tamer Başar

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…

Optimization and Control · Mathematics 2026-02-16 William Hofgard , Asaf Cohen , Mathieu Laurière

We study online reinforcement learning in average-reward stochastic games (SGs). An SG models a two-player zero-sum game in a Markov environment, where state transitions and one-step payoffs are determined simultaneously by a learner and an…

Machine Learning · Computer Science 2017-12-05 Chen-Yu Wei , Yi-Te Hong , Chi-Jen Lu

In this paper, the problem of seeking optimal distributed resource allocation (DRA) policies on cellular networks in the presence of an unknown malicious adding-edge attacker is investigated. This problem is described as the games of games…

Systems and Control · Electrical Eng. & Systems 2023-04-04 Yukang Cui , Xinru Yang , Tingwen Huang , Xin Gong

To ensure the usefulness of Reinforcement Learning (RL) in real systems, it is crucial to ensure they are robust to noise and adversarial attacks. In adversarial RL, an external attacker has the power to manipulate the victim agent's…

Machine Learning · Computer Science 2024-06-18 Jeremy McMahan , Young Wu , Xiaojin Zhu , Qiaomin Xie

Fictitious play (FP) is one of the most fundamental game-theoretical learning frameworks for computing Nash equilibrium in $n$-player games, which builds the foundation for modern multi-agent learning algorithms. Although FP has provable…

Computer Science and Game Theory · Computer Science 2022-05-04 Yurong Chen , Xiaotie Deng , Chenchen Li , David Mguni , Jun Wang , Xiang Yan , Yaodong Yang

Resource allocation is the process of optimizing the rare resources. In the area of security, how to allocate limited resources to protect a massive number of targets is especially challenging. This paper addresses this resource allocation…

Computer Science and Game Theory · Computer Science 2019-02-26 Xu Liu , Xiaoqiang Di , Jinqing Li , Huan Wang , Jianping Zhao , Huamin Yang , Ligang Cong

Extensive-form games (EFGs) model finite sequential interactions between players. The amount of memory required to represent these games is the main bottleneck of algorithms for computing optimal strategies and the size of these strategies…

Computer Science and Game Theory · Computer Science 2020-04-16 Jiri Cermak , Viliam Lisy , Branislav Bosansky

This paper extends and generalizes the well-known cut-matching game framework and provides a novel cut-strategy that produces constant-hop expanders. Constant-hop expanders are a significant strengthening of regular expanders with the…

Data Structures and Algorithms · Computer Science 2024-10-29 Bernhard Haeupler , Jonas Huebotter , Mohsen Ghaffari