Related papers: Regularized Bayesian best response learning in fin…
We train a reinforcement learner to play a simplified version of the game Angry Birds. The learner is provided with a game state in a manner similar to the output that could be produced by computer vision algorithms. We improve on the…
In two-player zero-sum stochastic games, where two competing players make decisions under uncertainty, a pair of optimal strategies is traditionally described by Nash equilibrium and computed under the assumption that the players have…
We show that learning algorithms satisfying a $\textit{low approximate regret}$ property experience fast convergence to approximate optimality in a large class of repeated games. Our property, which simply requires that each learner has…
We propose a game-theoretic dynamics of a population of replicating individuals. It consists of two parts: the standard replicator one and a migration between two different habitats. We consider symmetric two-player games with two…
Best-response (BR) schemes represent an important avenue for learning equilibria in noncooperative games. However, extant rate guarantees for BR schemes generally necessitate stringent smoothness requirements on player objectives and the…
We study repeated games where players use an exponential learning scheme in order to adapt to an ever-changing environment. If the game's payoffs are subject to random perturbations, this scheme leads to a new stochastic version of the…
We study the asymptotic behavior of deterministic, continuous-time imitation dynamics for population games over networks. The basic assumption of this learning mechanism -- encompassing the replicator dynamics -- is that players belonging…
We introduce two min-max problems: the first problem is to minimize the supremum of finitely many rational functions over a compact basic semi-algebraic set whereas the second problem is a 2-player zero-sum polynomial game in randomized…
Regularized learning is a fundamental technique in online optimization, machine learning and many other fields of computer science. A natural question that arises in these settings is how regularized learning algorithms behave when faced…
Strategic-form min-max game theory examines the existence, multiplicity, selection of equilibria, and the worst-case computational complexity under perfect rationality. However, in many applications, games are drawn from an ensemble, and…
This paper combines ideas from Q-learning and fictitious play to define three reinforcement learning procedures which converge to the set of stationary mixed Nash equilibria in identical interest discounted stochastic games. First, we…
Best response (BR) dynamics is a natural method by which players proceed toward a pure Nash equilibrium via a local search method. The quality of the equilibrium reached may depend heavily on the order by which players are chosen to perform…
We study the quality of outcomes in repeated games when the population of players is dynamically changing and participants use learning algorithms to adapt to the changing environment. Game theory classically considers Nash equilibria of…
This study investigates differential games with motion-payoff uncertainty in continuous-time settings. We propose a framework where players update their beliefs about uncertain parameters using continuous Bayesian updating. Theoretical…
Efficient allocation is important in nature and human society, where individuals frequently compete for limited resources. The Minority Game (MG) is perhaps the simplest toy model to address this issue. However, most previous solutions…
We evaluate the best-response (BR) algorithm for lattice convex-quadratic games, where the players have nonlinear objectives and unbounded feasible sets. We provide a sufficient condition that if certain interaction matrices (the product of…
It is frequently suggested that predictions made by game theory could be improved by considering computational restrictions when modeling agents. Under the supposition that players in a game may desire to balance maximization of payoff with…
In the literature on game-theoretic equilibrium finding, focus has mainly been on solving a single game in isolation. In practice, however, strategic interactions -- ranging from routing problems to online advertising auctions -- evolve…
We extend the study of learning in games to dynamics that exhibit non-asymptotic stability. We do so through the notion of uniform stability, which is concerned with equilibria of individually utility-seeking dynamics. Perhaps surprisingly,…
We propose a novel framework for robust dynamic games with nonlinear dynamics corrupted by state-dependent additive noise, and nonlinear agent-specific and shared constraints. Leveraging system-level synthesis (SLS), each agent designs a…