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We propose a stochastic first-order algorithm to learn the rationality parameters of simultaneous and non-cooperative potential games, i.e., the parameters of the agents' optimization problems. Our technique combines (i.) an active-set step…

Optimization and Control · Mathematics 2023-07-31 Stefan Clarke , Gabriele Dragotto , Jaime Fernández Fisac , Bartolomeo Stellato

We construct a finite deterministic graphical (DG) game without Nash equilibria in pure stationary strategies. This game has 3 players $I=\{1,2,3\}$ and 5 outcomes: 2 terminal $a_1$ and $a_2$ and 3 cyclic. Furthermore, for 2 players a…

Combinatorics · Mathematics 2024-12-24 Bogdan Butyrin , Vladimir Gurvich , Anton Lutsenko , Mariya Naumova , Maxim Peskin

We consider learning Nash equilibria in two-player zero-sum Markov Games with nonlinear function approximation, where the action-value function is approximated by a function in a Reproducing Kernel Hilbert Space (RKHS). The key challenge is…

Machine Learning · Computer Science 2022-08-11 Chris Junchi Li , Dongruo Zhou , Quanquan Gu , Michael I. Jordan

The noncooperative Nash equilibrium solution of classical games corresponds to a rational expectations attitude on the part of the players. However, in many cases, games played by human players have outcomes very different from Nash…

Quantum Physics · Physics 2007-05-23 R. Vilela Mendes

In this paper we consider strong Nash equilibria, in mixed strategies, for finite games. Any strong Nash equilibrium outcome is Pareto efficient for each coalition. First, we analyze the two--player setting. Our main result, in its simplest…

Optimization and Control · Mathematics 2015-03-02 Eleonora Braggion , Nicola Gatti , Roberto Lucchetti , Tuomas Sandholm

The central result of classical game theory states that every finite normal form game has a Nash equilibrium, provided that players are allowed to use randomized (mixed) strategies. However, in practice, humans are known to be bad at…

Computer Science and Game Theory · Computer Science 2015-07-07 Pavel Hubáček , Moni Naor , Jonathan Ullman

Contemporary applications of machine learning in two-team e-sports and the superior expressivity of multi-agent generative adversarial networks raise important and overlooked theoretical questions regarding optimization in two-team games.…

Computer Science and Game Theory · Computer Science 2023-04-18 Fivos Kalogiannis , Ioannis Panageas , Emmanouil-Vasileios Vlatakis-Gkaragkounis

We provide a game-theoretic analysis of consensus, assuming that processes are controlled by rational agents and may fail by crashing. We consider agents that \emph{care only about consensus}: that is, (a) an agent's utility depends only on…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-05-21 Joseph Y. Halpern , Xavier Vilaca

In general, Nash equilibria in normal-form games may require players to play (probabilistically) mixed strategies. We define a measure of the complexity of finite probability distributions and study the complexity required to play Nash…

Computer Science and Game Theory · Computer Science 2024-05-14 Edan Orzech , Martin Rinard

A classic model to study strategic decision making in multi-agent systems is the normal-form game. This model can be generalised to allow for an infinite number of pure strategies leading to continuous games. Multi-objective normal-form…

Computer Science and Game Theory · Computer Science 2023-03-02 Willem Röpke , Carla Groenland , Roxana Rădulescu , Ann Nowé , Diederik M. Roijers

Many efficient algorithms have been designed to recover Nash equilibria of various classes of finite games. Special classes of continuous games with infinite strategy spaces, such as polynomial games, can be solved by semidefinite…

Computer Science and Game Theory · Computer Science 2020-10-01 Lukáš Adam , Rostislav Horčík , Tomáš Kasl , Tomáš Kroupa

Two-player stochastic games are games with two 2 players and a randomised entity called "nature". A natural question to ask in this framework is the existence of strategies that ensure that an event happens with probability 1 (almost-sure…

Computer Science and Game Theory · Computer Science 2018-06-27 Youssouf Oualhadj , Léo Tible , Daniele Varacca

We consider a symmetric multi-players zero-sum game with two strategic variables. There are $n$ players, $n\geq 3$. Each player is denoted by $i$. Two strategic variables are $t_i$ and $s_i$, $i\in \{1, \dots, n\}$. They are related by…

Mathematical Finance · Quantitative Finance 2018-06-20 Masahiko Hattori , Atsuhiro Satoh , Yasuhito Tanaka

The use of game theoretic methods for control in multiagent systems has been an important topic in recent research. Valid utility games in particular have been used to model real-world problems; such games have the convenient property that…

Computer Science and Game Theory · Computer Science 2022-09-16 David Grimsman , Philip N. Brown , Jason R. Marden

The works of (Daskalakis et al., 2009, 2022; Jin et al., 2022; Deng et al., 2023) indicate that computing Nash equilibria in multi-player Markov games is a computationally hard task. This fact raises the question of whether or not…

Computer Science and Game Theory · Computer Science 2023-05-30 Fivos Kalogiannis , Ioannis Panageas

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 study reinforcement learning for two-player zero-sum Markov games with simultaneous moves in the finite-horizon setting, where the transition kernel of the underlying Markov games can be parameterized by a linear function over the…

Machine Learning · Computer Science 2022-04-21 Zixiang Chen , Dongruo Zhou , Quanquan Gu

Nash equilibria provide a principled framework for modeling interactions in multi-agent decision-making and control. However, many equilibrium-seeking methods implicitly assume that each agent has access to the other agents' objectives and…

Computer Science and Game Theory · Computer Science 2026-03-19 Mahdis Rabbani , Navid Mojahed , Shima Nazari

Rational verification is the problem of determining which temporal logic properties will hold in a multi-agent system, under the assumption that agents in the system act rationally, by choosing strategies that collectively form a…

Multiagent Systems · Computer Science 2021-07-27 Julian Gutierrez , Lewis Hammond , Anthony W. Lin , Muhammad Najib , Michael Wooldridge

We consider a nonzero-sum N-player Markov game on an abstract measurable state space with compact metric action spaces. The payoff functions are bounded Carath\'eodory functions and the transitions of the system are assumed to have a…

Optimization and Control · Mathematics 2023-05-09 François Dufour , Tomás Prieto-Rumeau