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Learning by experience in Multi-Agent Systems (MAS) is a difficult and exciting task, due to the lack of stationarity of the environment, whose dynamics evolves as the population learns. In order to design scalable algorithms for systems…

Optimization and Control · Mathematics 2020-02-24 Romuald Elie , Julien Pérolat , Mathieu Laurière , Matthieu Geist , Olivier Pietquin

We show by counterexample that policy-gradient algorithms have no guarantees of even local convergence to Nash equilibria in continuous action and state space multi-agent settings. To do so, we analyze gradient-play in N-player general-sum…

Machine Learning · Computer Science 2019-12-18 Eric Mazumdar , Lillian J. Ratliff , Michael I. Jordan , S. Shankar Sastry

Correlated equilibrium generalizes Nash equilibrium by allowing a central coordinator to guide players' actions through shared recommendations, similar to how routing apps guide drivers. We investigate how a coordinator can learn a…

Computer Science and Game Theory · Computer Science 2025-09-16 Zhenlong Fang , Aryan Deshwal , Yue Yu

Nash equilibrium is one of the most influential solution concepts in game theory. With the development of computer science and artificial intelligence, there is an increasing demand on Nash equilibrium computation, especially for Internet…

Computer Science and Game Theory · Computer Science 2023-12-19 Hanyu Li , Wenhan Huang , Zhijian Duan , David Henry Mguni , Kun Shao , Jun Wang , Xiaotie Deng

We introduce DREAM, a deep reinforcement learning algorithm that finds optimal strategies in imperfect-information games with multiple agents. Formally, DREAM converges to a Nash Equilibrium in two-player zero-sum games and to an…

Machine Learning · Computer Science 2020-12-01 Eric Steinberger , Adam Lerer , Noam Brown

Implementation theory has made significant advances in characterizing which social choice functions can be implemented in Nash equilibrium, but these results typically assume sophisticated strategic reasoning by agents. However, evidence…

Theoretical Economics · Economics 2025-11-14 Soumen Banerjee , Yi-Chun Chen , Yifei Sun

Generative Adversarial Networks (GAN) have become one of the most successful frameworks for unsupervised generative modeling. As GANs are difficult to train much research has focused on this. However, very little of this research has…

Achieving convergence of multiple learning agents in general $N$-player games is imperative for the development of safe and reliable machine learning (ML) algorithms and their application to autonomous systems. Yet it is known that, outside…

Computer Science and Game Theory · Computer Science 2023-01-24 Aamal Abbas Hussain , Francesco Belardinelli , Georgios Piliouras

We study the problem of learning in zero-sum matrix games with repeated play and bandit feedback. Specifically, we focus on developing uncoupled algorithms that guarantee, without communication between players, the convergence of the…

Machine Learning · Computer Science 2026-04-20 Côme Fiegel , Pierre Ménard , Tadashi Kozuno , Michal Valko , Vianney Perchet

Optimizing strategic decisions (a.k.a. computing equilibrium) is key to the success of many non-cooperative multi-agent applications. However, in many real-world situations, we may face the exact opposite of this game-theoretic problem --…

Computer Science and Game Theory · Computer Science 2022-10-05 Jibang Wu , Weiran Shen , Fei Fang , Haifeng Xu

A celebrated result in the interface of online learning and game theory guarantees that the repeated interaction of no-regret players leads to a coarse correlated equilibrium (CCE) -- a natural game-theoretic solution concept. Despite the…

Computer Science and Game Theory · Computer Science 2024-11-05 Ioannis Anagnostides , Alkis Kalavasis , Tuomas Sandholm

We propose a novel online learning method for minimizing regret in large extensive-form games. The approach learns a function approximator online to estimate the regret for choosing a particular action. A no-regret algorithm uses these…

Artificial Intelligence · Computer Science 2015-01-05 Kevin Waugh , Dustin Morrill , J. Andrew Bagnell , Michael Bowling

We consider learning Nash equilibria in two-player zero-sum Markov Games with nonlinear function approximation, where the action-value function is approximated by a function in a Reproducing Kernel Hilbert Space (RKHS). The key challenge is…

Machine Learning · Computer Science 2022-08-11 Chris Junchi Li , Dongruo Zhou , Quanquan Gu , Michael I. Jordan

Motivated by the recent applications of game-theoretical learning techniques to the design of distributed control systems, we study a class of control problems that can be formulated as potential games with continuous action sets, and we…

Optimization and Control · Mathematics 2014-12-03 Steven Perkins , Panayotis Mertikopoulos , David S. Leslie

Consider a set of agents who play a network game repeatedly. Agents may not know the network. They may even be unaware that they are interacting with other agents in a network. Possibly, they just understand that their payoffs depend on an…

Theoretical Economics · Economics 2022-07-26 Pierpaolo Battigalli , Fabrizio Panebianco , Paolo Pin

Under the uncoupled learning setup, the last-iterate convergence guarantee towards Nash equilibrium is shown to be impossible in many games. This work studies the last-iterate convergence guarantee in general games toward rationalizability,…

Computer Science and Game Theory · Computer Science 2023-12-27 Jibang Wu , Haifeng Xu , Fan Yao

Within the context of video games the notion of perfectly rational agents can be undesirable as it leads to uninteresting situations, where humans face tough adversarial decision makers. Current frameworks for stochastic games and…

Artificial Intelligence · Computer Science 2019-01-09 Jordi Grau-Moya , Felix Leibfried , Haitham Bou-Ammar

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…

Computer Science and Game Theory · Computer Science 2025-03-21 Martin Bichler , Davide Legacci , Panayotis Mertikopoulos , Matthias Oberlechner , Bary Pradelski

The existence of simple uncoupled no-regret learning dynamics that converge to correlated equilibria in normal-form games is a celebrated result in the theory of multi-agent systems. Specifically, it has been known for more than 20 years…

Computer Science and Game Theory · Computer Science 2021-05-28 Gabriele Farina , Andrea Celli , Alberto Marchesi , Nicola Gatti

This paper considers convex games involving multiple agents that aim to minimize their own cost functions using locally available information. A common assumption in the study of such games is that the agents are symmetric, meaning that…

Optimization and Control · Mathematics 2025-09-25 Zifan Wang , Xinlei Yi , Yi Shen , Michael M. Zavlanos , Karl H. Johansson
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