Related papers: Game-Theoretical Perspectives on Active Equilibria…
We consider a multi-agent noncooperative game with agents' objective functions being affected by uncertainty. Following a data driven paradigm, we represent uncertainty by means of scenarios and seek a robust Nash equilibrium solution. We…
We study techniques to incentivize self-interested agents to form socially desirable solutions in scenarios where they benefit from mutual coordination. Towards this end, we consider coordination games where agents have different intrinsic…
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…
A multiagent sequential decision problem has been seen in many critical applications including urban transportation, autonomous driving cars, military operations, etc. Its widely known solution, namely multiagent reinforcement learning, has…
In this paper, we investigate the noncooperative games of multi-agent systems. Different from existing noncooperative games, our formulation involves the high-order nonlinear dynamics of players, and the communication topologies among…
In multi-agent problems requiring a high degree of cooperation, success often depends on the ability of the agents to adapt to each other's behavior. A natural solution concept in such settings is the Stackelberg equilibrium, in which the…
Multi-agent reinforcement learning methods have shown remarkable potential in solving complex multi-agent problems but mostly lack theoretical guarantees. Recently, mean field control and mean field games have been established as a…
Many potential applications of reinforcement learning in the real world involve interacting with other agents whose numbers vary over time. We propose new neural policy architectures for these multi-agent problems. In contrast to other…
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…
This paper focuses on multi-agent stochastic differential games for jump-diffusion systems. On one hand, we study the multi-agent game for optimal investment in a jump-diffusion market. We derive constant Nash equilibria and provide…
Nash equilibrium is one of the most influential solution concepts in game theory. With the development of computer science and artificial intelligence, there is an increasing demand on Nash equilibrium computation, especially for Internet…
Two-vehicle racing is natural example of a competitive dynamic game. As with most dynamic games, there are many ways in which the underlying solution concept can be structured, resulting in different equilibrium concepts. The assumed…
Control of multi-agent systems via game theory is investigated. Assume a system level object is given, the utility functions for individual agents are designed to convert a multi-agent system into a potential game. First, for fixed…
Multi-agent frameworks can substantially boost the reasoning power of large language models (LLMs), but they typically incur heavy computational costs and lack convergence guarantees. To overcome these challenges, we recast multi-LLM…
We study risk-sensitive multi-agent reinforcement learning under general-sum Markov games, where agents optimize the entropic risk measure of rewards with possibly diverse risk preferences. We show that using the regret naively adapted from…
In many game-theoretic settings, agents are challenged with taking decisions against the uncertain behavior exhibited by others. Often, this uncertainty arises from multiple sources, e.g., incomplete information, limited computation,…
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…
A growing body of literature in networked systems research relies on game theory and mechanism design to model and address the potential lack of cooperation between self-interested users. Most game-theoretic models applied to system…
In practical multi-agent systems, agents often have diverse objectives, which makes the system more complex, as each agent's performance across multiple criteria depends on the joint actions of all agents, creating intricate strategic…
We characterize zonal ancillary market coupling relying on noncooperative game theory. To that purpose, we formulate the ancillary market as a multi-leader single follower bilevel problem, that we subsequently cast as a generalized Nash…