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Mean Field Game systems describe equilibrium configurations in differential games with infinitely many infinitesimal interacting agents. We introduce a learning procedure (similar to the Fictitious Play) for these games and show its…

Optimization and Control · Mathematics 2015-08-03 Pierre Cardaliaguet , Saeed Hadikhanloo

Performative Reinforcement Learning (PRL) refers to a scenario in which the deployed policy changes the reward and transition dynamics of the underlying environment. In this work, we study multi-agent PRL by incorporating performative…

Machine Learning · Computer Science 2025-04-30 Rilind Sahitaj , Paulius Sasnauskas , Yiğit Yalın , Debmalya Mandal , Goran Radanović

We investigate mean-field games (MFG) in which agents can actively control their speed of access to information. Specifically, the agents can dynamically decide to obtain observations with reduced delay by accepting higher observation…

Optimization and Control · Mathematics 2025-06-03 Dirk Becherer , Christoph Reisinger , Jonathan Tam

We are interested in the convergence of the value of n-stage games as n goes to infinity and the existence of the uniform value in stochastic games with a general set of states and finite sets of actions where the transition is commutative.…

Optimization and Control · Mathematics 2016-04-22 Xavier Venel

Markov Potential Games (MPGs) form an important sub-class of Markov games, which are a common framework to model multi-agent reinforcement learning problems. In particular, MPGs include as a special case the identical-interest setting where…

Machine Learning · Computer Science 2024-08-16 Pragnya Alatur , Anas Barakat , Niao He

This paper studies partially observable two-person zero-sum semi-Markov games under a probability criterion, in which the system state may not be completely observed. It focuses on the probability that the accumulated rewards of player 1…

Optimization and Control · Mathematics 2025-08-26 Xin Wen , Li Xia , Zhihui Yu

We study zero-sum stochastic differential games where the state dynamics of the two players is governed by a generalized McKean-Vlasov (or mean-field) stochastic differential equation in which the distribution of both state and controls of…

Probability · Mathematics 2018-03-21 Huyen Pham , Andrea Cosso

Considering the interaction through mutual interference of the different radio devices, the channel selection (CS) problem in decentralized parallel multiple access channels can be modeled by strategic-form games. Here, we show that the CS…

Computer Science and Game Theory · Computer Science 2010-09-28 S. M. Perlaza , H. Tembine , S. Lasaulce , V. Quintero-Florez

We study what dataset assumption permits solving offline two-player zero-sum Markov games. In stark contrast to the offline single-agent Markov decision process, we show that the single strategy concentration assumption is insufficient for…

Machine Learning · Computer Science 2022-10-17 Qiwen Cui , Simon S. Du

Mean Field Games (MFG) have been introduced to tackle games with a large number of competing players. Considering the limit when the number of players is infinite, Nash equilibria are studied by considering the interaction of a typical…

Optimization and Control · Mathematics 2021-06-14 Mathieu Lauriere

The paper is concerned with distributed learning in large-scale games. The well-known fictitious play (FP) algorithm is addressed, which, despite theoretical convergence results, might be impractical to implement in large-scale settings due…

Optimization and Control · Mathematics 2016-11-17 Brian Swenson , Soummya Kar , Joao Xavier

We examine global non-asymptotic convergence properties of policy gradient methods for multi-agent reinforcement learning (RL) problems in Markov potential games (MPG). To learn a Nash equilibrium of an MPG in which the size of state space…

Machine Learning · Computer Science 2022-08-08 Dongsheng Ding , Chen-Yu Wei , Kaiqing Zhang , Mihailo R. Jovanović

This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action. By active control, a player can bring its state to a resetting point. All players are…

Optimization and Control · Mathematics 2017-01-25 Minyi Huang , Yan Ma

Partially Observable Markov Games (POMGs) provide a general framework for modeling multi-agent sequential decision-making under asymmetric information. A common approach is to reformulate a POMG as a fully observable Markov game over belief…

Multiagent Systems · Computer Science 2026-04-08 Lan Sang , Chinmay Maheshwari

In this paper, we consider both finite and infinite horizon discounted dynamic mean-field games where there is a large population of homogeneous players sequentially making strategic decisions and each player is affected by other players…

Computer Science and Game Theory · Computer Science 2019-10-23 Deepanshu Vasal

In multi-agent autonomous systems, deception is a fundamental concept which characterizes the exploitation of unbalanced information to mislead victims into choosing oblivious actions. This effectively alters the system's long term…

Systems and Control · Electrical Eng. & Systems 2025-08-27 Michael Tang , Miroslav Krstic , Jorge Poveda

We contribute the first provable guarantees of global convergence to Nash equilibria (NE) in two-player zero-sum convex Markov games (cMGs) by using independent policy gradient methods. Convex Markov games, recently defined by Gemp et al.…

Computer Science and Game Theory · Computer Science 2025-06-23 Fivos Kalogiannis , Emmanouil-Vasileios Vlatakis-Gkaragkounis , Ian Gemp , Georgios Piliouras

Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…

Computer Science and Game Theory · Computer Science 2022-04-08 Adhyyan Narang , Evan Faulkner , Dmitriy Drusvyatskiy , Maryam Fazel , Lillian J. Ratliff

In this paper, we consider discrete-time dynamic games of the mean-field type with a finite number $N$ of agents subject to an infinite-horizon discounted-cost optimality criterion. The state space of each agent is a locally compact Polish…

Systems and Control · Computer Science 2017-01-17 Naci Saldi , Tamer Başar , Maxim Raginsky

Convex Markov Games (cMGs) were recently introduced as a broad class of multi-agent learning problems that generalize Markov games to settings where strategic agents optimize general utilities beyond additive rewards. While cMGs expand the…

Computer Science and Game Theory · Computer Science 2026-02-13 Anas Barakat , Ioannis Panageas , Antonios Varvitsiotis
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