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Mean Field Games (MFG) are the class of games with a very large number of agents and the standard equilibrium concept is a Mean Field Equilibrium (MFE). Algorithms for learning MFE in dynamic MFGs are unknown in general. Our focus is on an…

Optimization and Control · Mathematics 2021-02-02 Kiyeob Lee , Desik Rengarajan , Dileep Kalathil , Srinivas Shakkottai

We tackle a fundamental problem in empirical game-theoretic analysis (EGTA), that of learning equilibria of simulation-based games. Such games cannot be described in analytical form; instead, a black-box simulator can be queried to obtain…

Computer Science and Game Theory · Computer Science 2019-06-03 Enrique Areyan Viqueira , Cyrus Cousins , Eli Upfal , Amy Greenwald

A dominant approach to solving large imperfect-information games is Counterfactural Regret Minimization (CFR). In CFR, many regret minimization problems are combined to solve the game. For very large games, abstraction is typically needed…

Machine Learning · Computer Science 2019-12-02 Ryan D'Orazio , Dustin Morrill , James R. Wright

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 paper presents a new method for approximating Strong Stackelberg Equilibrium in general-sum sequential games with imperfect information and perfect recall. The proposed approach is generic as it does not rely on any specific properties…

Computer Science and Game Theory · Computer Science 2022-08-16 Jan Karwowski , Jacek Mańdziuk

We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…

Computer Science and Game Theory · Computer Science 2010-12-13 Sachin Adlakha , Ramesh Johari

Extensive-form games (EFGs) provide a powerful framework for modeling sequential decision making, capturing strategic interaction under imperfect information, chance events, and temporal structure. Most positive algorithmic and theoretical…

Computer Science and Game Theory · Computer Science 2026-05-26 Rui Zheng , Ryann Sim , Antonios Varvitsiotis

Extensive-form games (EFGs) model finite sequential interactions between players. The amount of memory required to represent these games is the main bottleneck of algorithms for computing optimal strategies and the size of these strategies…

Computer Science and Game Theory · Computer Science 2020-04-16 Jiri Cermak , Viliam Lisy , Branislav Bosansky

We study the problem of finding optimal correlated equilibria of various sorts in extensive-form games: normal-form coarse correlated equilibrium (NFCCE), extensive-form coarse correlated equilibrium (EFCCE), and extensive-form correlated…

Computer Science and Game Theory · Computer Science 2025-01-28 Brian Zhang , Gabriele Farina , Andrea Celli , Tuomas Sandholm

We study the complexity of computing or approximating refinements of Nash equilibrium for a given finite n-player extensive form game of perfect recall (EFGPR), where n >= 3. Our results apply to a number of well-studied refinements,…

Computer Science and Game Theory · Computer Science 2014-12-04 Kousha Etessami

In this paper, we are concerned with the stabilizatbility of Stackelberg game-based systems. In particular, two players are involved in the system where one is the follower to minimize the related cost function and the other is the leader…

Optimization and Control · Mathematics 2021-05-04 Yue Sun , Juanjuan Xu , Huanshui Zhang

There has been tremendous recent progress on equilibrium-finding algorithms for zero-sum imperfect-information extensive-form games, but there has been a puzzling gap between theory and practice. First-order methods have significantly…

Computer Science and Game Theory · Computer Science 2018-10-09 Christian Kroer , Gabriele Farina , Tuomas Sandholm

We design and analyze reinforcement learning algorithms for Graphon Mean-Field Games (GMFGs). In contrast to previous works that require the precise values of the graphons, we aim to learn the Nash Equilibrium (NE) of the regularized GMFGs…

Computer Science and Game Theory · Computer Science 2023-10-27 Fengzhuo Zhang , Vincent Y. F. Tan , Zhaoran Wang , Zhuoran Yang

In this work, a novel Stackelberg game theoretic framework is proposed for trading energy bidirectionally between the demand-response (DR) aggregator and the prosumers. This formulation allows for flexible energy arbitrage and additional…

Machine Learning · Computer Science 2024-10-28 Styliani I. Kampezidou , Justin Romberg , Kyriakos G. Vamvoudakis , Dimitri N. Mavris

The paper deals with a zero-sum differential game in which the dynamical system is described by a fractional differential equation with the Caputo derivative of an order $\alpha \in (0, 1).$ The goal of the first (second) player is to…

Optimization and Control · Mathematics 2019-08-06 Mikhail Gomoyunov

In this paper, we provide an effective characterization of all the subgame-perfect equilibria in infinite duration games played on finite graphs with mean-payoff objectives. To this end, we introduce the notion of requirement, and the…

Computer Science and Game Theory · Computer Science 2024-02-14 Léonard Brice , Marie van den Bogaard , Jean-François Raskin

The standard solution concept for stochastic games is Markov perfect equilibrium (MPE); however, its computation becomes intractable as the number of players increases. Instead, we consider mean field equilibrium (MFE) that has been…

Theoretical Economics · Economics 2020-06-05 Bar Light , Gabriel Weintraub

Counterfactual Regret Minimization (CFR) and its variants are widely recognized as effective algorithms for solving extensive-form imperfect information games. Recently, many improvements have been focused on enhancing the convergence speed…

Artificial Intelligence · Computer Science 2024-10-29 Ju Qi , Falin Hei , Ting Feng , Dengbing Yi , Zhemei Fang , Yunfeng Luo

We study multi-player general-sum Markov games with one of the players designated as the leader and the other players regarded as followers. In particular, we focus on the class of games where the followers are myopic, i.e., they aim to…

Machine Learning · Computer Science 2021-12-28 Han Zhong , Zhuoran Yang , Zhaoran Wang , Michael I. Jordan

Existing alignment methods directly use the reward model learned from user preference data to optimize an LLM policy, subject to KL regularization with respect to the base policy. This practice is suboptimal for maximizing user's utility…

Machine Learning · Computer Science 2026-02-04 Haichuan Wang , Tao Lin , Lingkai Kong , Ce Li , Hezi Jiang , Milind Tambe