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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

Reinforcement learning from self-play has recently reported many successes. Self-play, where the agents compete with themselves, is often used to generate training data for iterative policy improvement. In previous work, heuristic rules are…

Machine Learning · Computer Science 2020-09-15 Yuanyi Zhong , Yuan Zhou , Jian Peng

In this work, we study potential games and Markov potential games under stochastic cost and bandit feedback. We propose a variant of the Frank-Wolfe algorithm with sufficient exploration and recursive gradient estimation, which provably…

Computer Science and Game Theory · Computer Science 2024-04-11 Jing Dong , Baoxiang Wang , Yaoliang Yu

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…

Computer Science and Game Theory · Computer Science 2018-09-28 Shaull Almagor , Rajeev Alur , Suguman Bansal

We propose a new framework of Markov $\alpha$-potential games to study Markov games. We show that any Markov game with finite-state and finite-action is a Markov $\alpha$-potential game, and establish the existence of an associated…

Computer Science and Game Theory · Computer Science 2025-04-02 Xin Guo , Xinyu Li , Chinmay Maheshwari , Shankar Sastry , Manxi Wu

The Nash equilibrium is an important benchmark for behaviour in systems of strategic autonomous agents. Polymatrix games are a succinct and expressive representation of multiplayer games that model pairwise interactions between players. The…

Computer Science and Game Theory · Computer Science 2016-03-17 Argyrios Deligkas , John Fearnley , Tobenna Peter Igwe , Rahul Savani

Nash equilibria are crucial for understanding game behavior and systems in economics, physics, biology, and computer science. A significant application arises from the connection between Nash equilibria and optimization problems . However,…

Quantum Physics · Physics 2025-11-14 Giovanni Ferrannini , Dario di Gregorio , Federico Fissore

We study the problem of computing an approximate Nash equilibrium of continuous-action game without access to gradients. Such game access is common in reinforcement learning settings, where the environment is typically treated as a black…

Computer Science and Game Theory · Computer Science 2023-08-30 Carlos Martin , Tuomas Sandholm

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

A model of stochastic games where multiple controllers jointly control the evolution of the state of a dynamic system but have access to different information about the state and action processes is considered. The asymmetry of information…

Computer Science and Game Theory · Computer Science 2012-09-18 Ashutosh Nayyar , Abhishek Gupta , Cédric Langbort , Tamer Başar

We study Markov potential games under the infinite horizon average reward criterion. Most previous studies have been for discounted rewards. We prove that both algorithms based on independent policy gradient and independent natural policy…

Machine Learning · Computer Science 2024-03-12 Min Cheng , Ruida Zhou , P. R. Kumar , Chao Tian

Successful algorithms have been developed for computing Nash equilibrium in a variety of finite game classes. However, solving continuous games -- in which the pure strategy space is (potentially uncountably) infinite -- is far more…

Computer Science and Game Theory · Computer Science 2021-06-02 Sam Ganzfried

Multi-agent reinforcement learning is a challenging and active field of research due to the inherent nonstationary property and coupling between agents. A popular approach to modeling the multi-agent interactions underlying the multi-agent…

Multiagent Systems · Computer Science 2025-10-07 Jushan Chen , Santiago Paternain

Stochastic games generalize Markov decision processes (MDPs) to a multiagent setting by allowing the state transitions to depend jointly on all player actions, and having rewards determined by multiplayer matrix games at each state. We…

Computer Science and Game Theory · Computer Science 2013-01-18 Michael Kearns , Yishay Mansour , Satinder Singh

The overall aim of our research is to develop techniques to reason about the equilibrium properties of multi-agent systems. We model multi-agent systems as concurrent games, in which each player is a process that is assumed to act…

Logic in Computer Science · Computer Science 2020-08-14 Julian Gutierrez , Aniello Murano , Giuseppe Perelli , Sasha Rubin , Thomas Steeples , Michael Wooldridge

A significant roadblock to the development of principled multi-agent reinforcement learning is the fact that desired solution concepts like Nash equilibria may be intractable to compute. To overcome this obstacle, we take inspiration from…

Computer Science and Game Theory · Computer Science 2024-08-28 Eric Mazumdar , Kishan Panaganti , Laixi Shi

We consider the problem of computing Nash equilibria in potential games where each player's strategy set is subject to private uncoupled constraints. This scenario is frequently encountered in real-world applications like road network…

Computer Science and Game Theory · Computer Science 2024-02-13 Nikolas Patris , Stelios Stavroulakis , Fivos Kalogiannis , Rose Zhang , Ioannis Panageas

Nash equilibrium is a solution concept in non-strictly competitive, non-cooperative game theory that finds applications in various scientific and engineering disciplines. A non-strictly competitive, non-cooperative game model is presented…

Quantum Physics · Physics 2015-02-05 Faisal Shah Khan

We study the problem of finding the Nash equilibrium in a two-player zero-sum Markov game. Due to its formulation as a minimax optimization program, a natural approach to solve the problem is to perform gradient descent/ascent with respect…

Optimization and Control · Mathematics 2022-10-13 Sihan Zeng , Thinh T. Doan , Justin Romberg

Behavioral diversity, expert imitation, fairness, safety goals and others give rise to preferences in sequential decision making domains that do not decompose additively across time. We introduce the class of convex Markov games that allow…

Computer Science and Game Theory · Computer Science 2025-06-17 Ian Gemp , Andreas Haupt , Luke Marris , Siqi Liu , Georgios Piliouras