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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

We introduce a class of networked Markov potential games in which agents are associated with nodes in a network. Each agent has its own local potential function, and the reward of each agent depends only on the states and actions of the…

Machine Learning · Computer Science 2023-07-11 Zhaoyi Zhou , Zaiwei Chen , Yiheng Lin , Adam Wierman

We consider quadratic, nonmonotone generalized Nash equilibrium problems with symmetric interactions among the agents. Albeit this class of games is known to admit a potential function, its formal expression can be unavailable in several…

Optimization and Control · Mathematics 2022-03-31 Filippo Fabiani , Andrea Simonetto , Paul J. Goulart

Equilibria of realistic multiplayer games constitute a key solution concept both in practical applications, such as online advertising auctions and electricity markets, and in analytical frameworks used to study strategic voting in…

Computer Science and Game Theory · Computer Science 2025-11-18 Jakub Černý , Shuvomoy Das Gupta , Christian Kroer

We present a polynomial-time algorithm that always finds an (approximate) Nash equilibrium for repeated two-player stochastic games. The algorithm exploits the folk theorem to derive a strategy profile that forms an equilibrium by…

Computer Science and Game Theory · Computer Science 2012-06-18 Enrique Munoz de Cote , Michael L. Littman

Bargaining games, where agents attempt to agree on how to split utility, are an important class of games used to study economic behavior, which motivates a study of online learning algorithms in these games. In this work, we tackle when…

Computer Science and Game Theory · Computer Science 2025-07-08 Serafina Kamp , Reese Liebman , Benjamin Fish

We present a simple primal-dual algorithm for computing approximate Nash-equilibria in two-person zero-sum sequential games with incomplete information and perfect recall (like Texas Hold'em Poker). Our algorithm is numerically stable,…

Computer Science and Game Theory · Computer Science 2015-12-24 Elvis Dohmatob

We develop algorithms with low regret for learning episodic Markov decision processes based on kernel approximation techniques. The algorithms are based on both the Upper Confidence Bound (UCB) as well as Posterior or Thompson Sampling…

Machine Learning · Computer Science 2019-11-06 Sayak Ray Chowdhury , Aditya Gopalan

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

We study online learning in unknown Markov games, a problem that arises in episodic multi-agent reinforcement learning where the actions of the opponents are unobservable. We show that in this challenging setting, achieving sublinear regret…

Machine Learning · Computer Science 2021-02-09 Yi Tian , Yuanhao Wang , Tiancheng Yu , Suvrit Sra

This paper studies a variant of two-player zero-sum matrix games, where, at each timestep, the row player selects row $i$, the column player selects column $j$, and the row player receives a noisy reward with expected value $A_{i,j}$, along…

Machine Learning · Computer Science 2025-05-27 Arnab Maiti , Kevin Jamieson , Lillian J. Ratliff

We present a framework for computing approximate mixed-strategy Nash equilibria of continuous-action games. It is a modification of the traditional double oracle algorithm, extended to multiple players and continuous action spaces. Unlike…

Computer Science and Game Theory · Computer Science 2024-06-14 Carlos Martin , Tuomas Sandholm

As quantum processors advance, the emergence of large-scale decentralized systems involving interacting quantum-enabled agents is on the horizon. Recent research efforts have explored quantum versions of Nash and correlated equilibria as…

Computer Science and Game Theory · Computer Science 2024-12-18 Wayne Lin , Georgios Piliouras , Ryann Sim , Antonios Varvitsiotis

Coordination is one of the essential problems in multi-agent systems. Typically multi-agent reinforcement learning (MARL) methods treat agents equally and the goal is to solve the Markov game to an arbitrary Nash equilibrium (NE) when…

Multiagent Systems · Computer Science 2020-04-07 Haifeng Zhang , Weizhe Chen , Zeren Huang , Minne Li , Yaodong Yang , Weinan Zhang , Jun Wang

While multi-agent reinforcement learning (MARL) has produced numerous algorithms that converge to Nash or related equilibria, such equilibria are often non-unique and can exhibit widely varying efficiency. This raises a fundamental…

Computer Science and Game Theory · Computer Science 2026-01-29 Runyu Zhang , Gioele Zardini , Asuman Ozdaglar , Jeff Shamma , Na Li

Reinforcement learning for multi-agent games has attracted lots of attention recently. However, given the challenge of solving Nash equilibria for large population games, existing works with guaranteed polynomial complexities either focus…

Optimization and Control · Mathematics 2025-09-04 Anran Hu , Junzi Zhang

In this work, we study the interaction of strategic agents in continuous action Cournot games with limited information feedback. Cournot game is the essential market model for many socio-economic systems where agents learn and compete…

Optimization and Control · Mathematics 2020-09-15 Yuanyuan Shi , Baosen Zhang

We study a Markov matching market involving a planner and a set of strategic agents on the two sides of the market. At each step, the agents are presented with a dynamical context, where the contexts determine the utilities. The planner…

Machine Learning · Computer Science 2022-03-09 Yifei Min , Tianhao Wang , Ruitu Xu , Zhaoran Wang , Michael I. Jordan , Zhuoran Yang

Learning in games discusses the processes where multiple players learn their optimal strategies through the repetition of game plays. The dynamics of learning between two players in zero-sum games, such as Matching Pennies, where their…

Computer Science and Game Theory · Computer Science 2025-03-06 Yuma Fujimoto , Kaito Ariu , Kenshi Abe

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