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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

In this paper, we explore the susceptibility of the independent Q-learning algorithms (a classical and widely used multi-agent reinforcement learning method) to strategic manipulation of sophisticated opponents in normal-form games played…

Computer Science and Game Theory · Computer Science 2024-07-17 Yuksel Arslantas , Ege Yuceel , Muhammed O. Sayin

Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…

Systems and Control · Electrical Eng. & Systems 2023-06-09 Mohamad Kazem Shirani Faradonbeh , Mohamad Sadegh Shirani Faradonbeh

In single-agent Markov decision processes, an agent can optimize its policy based on the interaction with environment. In multi-player Markov games (MGs), however, the interaction is non-stationary due to the behaviors of other players, so…

Computer Science and Game Theory · Computer Science 2021-10-19 Yuanheng Zhu , Dongbin Zhao , Mengchen Zhao , Dong Li

This paper considers the problem of inverse reinforcement learning in zero-sum stochastic games when expert demonstrations are known to be not optimal. Compared to previous works that decouple agents in the game by assuming optimality in…

Machine Learning · Statistics 2018-06-07 Xingyu Wang , Diego Klabjan

Graphon games have been introduced to study games with many players who interact through a weighted graph of interaction. By passing to the limit, a game with a continuum of players is obtained, in which the interactions are through a…

Optimization and Control · Mathematics 2024-04-02 Mathieu Laurière , Ludovic Tangpi , Xuchen Zhou

In typical reinforcement learning (RL), the environment is assumed given and the goal of the learning is to identify an optimal policy for the agent taking actions through its interactions with the environment. In this paper, we extend this…

Artificial Intelligence · Computer Science 2019-10-25 Haifeng Zhang , Jun Wang , Zhiming Zhou , Weinan Zhang , Ying Wen , Yong Yu , Wenxin Li

Security attacks present unique challenges to self-adaptive system design due to the adversarial nature of the environment. However, modeling the system as a single player, as done in prior works in security domain, is insufficient for the…

Artificial Intelligence · Computer Science 2021-03-17 Mingyue Zhang

We consider a class of reinforcement-learning systems in which the agent follows a behavior policy to explore a discrete state-action space to find an optimal policy while adhering to some restriction on its behavior. Such restriction may…

Machine Learning · Computer Science 2023-04-07 Peter C. Y. Chen

A default assumption in the design of reinforcement-learning algorithms is that a decision-making agent always explores to learn optimal behavior. In sufficiently complex environments that approach the vastness and scale of the real world,…

Machine Learning · Computer Science 2024-07-23 Dilip Arumugam , Saurabh Kumar , Ramki Gummadi , Benjamin Van Roy

We study how to synthesize a robust and safe policy for autonomous systems under signal temporal logic (STL) tasks in adversarial settings against unknown dynamic agents. To ensure the worst-case STL satisfaction, we propose STLGame, a…

Robotics · Computer Science 2024-12-03 Shuo Yang , Hongrui Zheng , Cristian-Ioan Vasile , George Pappas , Rahul Mangharam

Decision-making for autonomous driving is challenging, considering the complex interactions among multiple traffic agents (e.g., autonomous vehicles (AVs), human drivers, and pedestrians) and the computational load needed to evaluate these…

Systems and Control · Electrical Eng. & Systems 2023-11-13 Mushuang Liu , Ilya Kolmanovsky , H. Eric Tseng , Suzhou Huang , Dimitar Filev , Anouck Girard

This study investigates the development of an optimal execution strategy through reinforcement learning, aiming to determine the most effective approach for traders to buy and sell inventory within a finite time horizon. Our proposed model…

Trading and Market Microstructure · Quantitative Finance 2025-11-04 Yadh Hafsi , Edoardo Vittori

The empirical success of Multi-agent reinforcement learning is encouraging, while few theoretical guarantees have been revealed. In this work, we prove that the plug-in solver approach, probably the most natural reinforcement learning…

Machine Learning · Computer Science 2020-12-01 Qiwen Cui , Lin F. Yang

Recently, safe reinforcement learning (RL) with the actor-critic structure for continuous control tasks has received increasing attention. It is still challenging to learn a near-optimal control policy with safety and convergence…

Machine Learning · Computer Science 2024-02-06 Xinglong Zhang , Yaoqian Peng , Biao Luo , Wei Pan , Xin Xu , Haibin Xie

We consider the classic motion planning problem defined over a roadmap in which a vehicle seeks to find an optimal path from a source to a destination in presence of an attacker who can launch attacks on the vehicle over any edge of the…

Computer Science and Game Theory · Computer Science 2022-04-19 Sandeep Banik , Shaunak D. Bopardikar

We investigate a class of reinforcement learning dynamics where players adjust their strategies based on their actions' cumulative payoffs over time - specifically, by playing mixed strategies that maximize their expected cumulative payoff…

Optimization and Control · Mathematics 2016-02-10 Panayotis Mertikopoulos , William H. Sandholm

We study automated security response for an IT infrastructure and formulate the interaction between an attacker and a defender as a partially observed, non-stationary game. We relax the standard assumption that the game model is correctly…

Computer Science and Game Theory · Computer Science 2025-04-21 Kim Hammar , Tao Li , Rolf Stadler , Quanyan Zhu

Security challenges accompany the efficiency. The pervasive integration of information and communications technologies (ICTs) makes cyber-physical systems vulnerable to targeted attacks that are deceptive, persistent, adaptive and…

Computer Science and Game Theory · Computer Science 2018-09-11 Linan Huang , Quanyan Zhu

In the network security arms race, the defender is significantly disadvantaged as they need to successfully detect and counter every malicious attack. In contrast, the attacker needs to succeed only once. To level the playing field, we…

Artificial Intelligence · Computer Science 2024-09-30 Myles Foley , Chris Hicks , Kate Highnam , Vasilios Mavroudis