Related papers: Computational and Data Requirements for Learning G…

The game-theoretic risk management framework put forth in the precursor work "Towards a Theory of Games with Payoffs that are Probability-Distributions" (arXiv:1506.07368 [q-fin.EC]) is herein extended by algorithmic details on how to…

We solve the stochastic generalized Nash equilibrium (SGNE) problem in merely monotone games with expected value cost functions. Specifically, we present the first distributed SGNE seeking algorithm for monotone games that requires one…

Do boundedly rational players learn to choose equilibrium strategies as they play a game repeatedly? A large literature in behavioral game theory has proposed and experimentally tested various learning algorithms, but a comparative analysis…

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…

Recent advances in multiagent learning have seen the introduction ofa family of algorithms that revolve around the population-based trainingmethod PSRO, showing convergence to Nash, correlated and coarse corre-lated equilibria. Notably,…

This paper considers games where the utilities for agents are the sum of a term proportional to a social utility, and another term that is an individual cost or reward. The agents are assumed to be irrational in their perception of the…

We study the problem of computing an approximate Nash equilibrium of a game whose strategy space is continuous without access to gradients of the utility function. Such games arise, for example, when players' strategies are represented by…

This work proposes a novel set of techniques for approximating a Nash equilibrium in a finite, normal-form game. It achieves this by constructing a new reformulation as solving a parameterized system of multivariate polynomials with tunable…

Difficulty is one of the key drivers of player engagement and it is often one of the aspects that designers tweak most to optimise the player experience; operationalising it is, therefore, a crucial task for game development studios. A…

We apply Game Theory to a mathematical representation of two competing teams of agents connected within a complex network, where the ability of each side to manoeuvre their resource and degrade that of the other depends on their ability to…

We study a model of selfish resource allocation that seeks to incorporate dependencies among resources as they exist in modern networked environments. Our model is inspired by utility functions with constant elasticity of substitution (CES)…

This paper investigates a class of games with large strategy spaces, motivated by challenges in AI alignment and language games. We introduce the hidden game problem, where for each player, an unknown subset of strategies consistently…

Computing equilibria of games is a central task in computer science. A large number of results are known for \emph{Nash equilibrium} (NE). However, these can be adopted only when coalitions are not an issue. When instead agents can form…

Multi-agent reinforcement learning has made substantial empirical progresses in solving games with a large number of players. However, theoretically, the best known sample complexity for finding a Nash equilibrium in general-sum games…

A growing number of machine learning architectures, such as Generative Adversarial Networks, rely on the design of games which implement a desired functionality via a Nash equilibrium. In practice these games have an implicit complexity…

Modern applications require robots to comply with multiple, often conflicting rules and to interact with the other agents. We present Posetal Games as a class of games in which each player expresses a preference over the outcomes via a…

Model-free learning for multi-agent stochastic games is an active area of research. Existing reinforcement learning algorithms, however, are often restricted to zero-sum games, and are applicable only in small state-action spaces or other…

We develop a scheme based on active learning to compute equilibria in a generalized Nash equilibrium problem (GNEP). Specifically, an external observer (or entity), with little knowledge on the multi-agent process at hand, collects sensible…

Correlated equilibria -- and their generalization $\Phi$-equilibria -- are a fundamental object of study in game theory, offering a more tractable alternative to Nash equilibria in multi-player settings. While computational aspects of…

In this paper, we examine the Nash equilibrium convergence properties of no-regret learning in general N-player games. For concreteness, we focus on the archetypal follow the regularized leader (FTRL) family of algorithms, and we consider…