Related papers: Multimodal Maximum Entropy Dynamic Games

Dynamic games are an effective paradigm for dealing with the control of multiple interacting actors. This paper introduces ALGAMES (Augmented Lagrangian GAME-theoretic Solver), a solver that handles trajectory optimization problems with…

This paper studies a class of strongly monotone games involving non-cooperative agents that optimize their own time-varying cost functions. We assume that the agents can observe other agents' historical actions and choose actions that best…

In this paper, the problem of finding a Nash equilibrium of a multi-player game is considered. The players are only aware of their own cost functions as well as the action space of all players. We develop a relatively fast algorithm within…

This paper is an exposition of algorithms for finding one or all equilibria of a bimatrix game (a two-player game in strategic form) in the style of a chapter in a graduate textbook. Using labeled "best-response polytopes", we present the…

While Nash equilibrium in extensive-form games is well understood, very little is known about the properties of extensive-form correlated equilibrium (EFCE), both from a behavioral and from a computational point of view. In this setting,…

We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…

Dynamic games are an effective paradigm for dealing with the control of multiple interacting actors. This paper introduces ALGAMES (Augmented Lagrangian GAME-theoretic Solver), a solver that handles trajectory-optimization problems with…

This paper considers a class of mean field linear-quadratic-Gaussian (LQG) games with model uncertainty. The drift term in the dynamics of the agents contains a common unknown function. We take a robust optimization approach where a…

Robots navigating in crowded areas should negotiate free space with humans rather than fully controlling collision avoidance, as this can lead to freezing behavior. Game theory provides a framework for the robot to reason about potential…

We consider the problem of computing a mixed-strategy generalized Nash equilibrium (MS-GNE) for a class of games where each agent has both continuous and integer decision variables. Specifically, we propose a novel Bregman…

Dynamic games arise when multiple agents with differing objectives choose control inputs to a dynamic system. Dynamic games model a wide variety of applications in economics, defense, and energy systems. However, compared to single-agent…

A growing number of machine learning architectures, such as Generative Adversarial Networks, rely on the design of games which implement a desired functionality via a Nash equilibrium. In practice these games have an implicit complexity…

We are interested in the study of stochastic games for which each player faces an optimal stopping problem. In our setting, the players may interact through the criterion to optimise as well as through their dynamics. After briefly…

We propose a new dynamics for equilibrium selection of finite player discrete strategy games. The dynamics is motivated by optimal transportation, and models individual players' myopicity, greedy and uncertainty when making decisions. The…

Financial markets are often driven by latent factors which traders cannot observe. Here, we address an algorithmic trading problem with collections of heterogeneous agents who aim to perform optimal execution or statistical arbitrage, where…

Robots and autonomous systems must interact with one another and their environment to provide high-quality services to their users. Dynamic game theory provides an expressive theoretical framework for modeling scenarios involving multiple…

We study discrete-time mean-field Markov games with infinite numbers of agents where each agent aims to minimize its ergodic cost. We consider the setting where the agents have identical linear state transitions and quadratic cost…

Synthesis of finite-state controllers from high-level specifications in multi-agent systems can be reduced to solving multi-player concurrent games over finite graphs. The complexity of solving such games with qualitative objectives for…

In Multi-Goal Reinforcement Learning, an agent learns to achieve multiple goals with a goal-conditioned policy. During learning, the agent first collects the trajectories into a replay buffer, and later these trajectories are selected…

In dynamic games with shared constraints, Generalized Nash Equilibria (GNE) are often computed using the normalized solution concept, which assumes identical Lagrange multipliers for shared constraints across all players. While widely used,…