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We derive a class of macroscopic differential equations that describe collective adaptation, starting from a discrete-time stochastic microscopic model. The behavior of each agent is a dynamic balance between adaptation that locally…

Adaptation and Self-Organizing Systems · Physics 2024-05-15 Yuzuru Sato , Eizo Akiyama , James P. Crutchfield

Learning in stochastic games is arguably the most standard and fundamental setting in multi-agent reinforcement learning (MARL). In this paper, we consider decentralized MARL in stochastic games in the non-asymptotic regime. In particular,…

Computer Science and Game Theory · Computer Science 2021-12-17 Zuguang Gao , Qianqian Ma , Tamer Başar , John R. Birge

Learning in games has been widely used to solve many cooperative multi-agent problems such as coverage control, consensus, self-reconfiguration or vehicle-target assignment. One standard approach in this domain is to formulate the problem…

Systems and Control · Electrical Eng. & Systems 2022-09-07 Abbasali Koochakzadeh , Yasin Yazıcıoğlu

In this paper, we consider two-player zero-sum matrix and stochastic games and develop learning dynamics that are payoff-based, convergent, rational, and symmetric between the two players. Specifically, the learning dynamics for matrix…

Machine Learning · Computer Science 2024-09-06 Zaiwei Chen , Kaiqing Zhang , Eric Mazumdar , Asuman Ozdaglar , Adam Wierman

The behaviour of multi-agent learning in competitive network games is often studied within the context of zero-sum games, in which convergence guarantees may be obtained. However, outside of this class the behaviour of learning is known to…

Computer Science and Game Theory · Computer Science 2023-12-20 Aamal Hussain , Francesco Belardinelli

We introduce a simple stochastic dynamics for game theory. It assumes ``local'' rationality in the sense that any player climbs the gradient of his utility function in the presence of a stochastic force which represents deviation from…

Statistical Mechanics · Physics 2008-11-23 Matteo Marsili , Yi-Cheng Zhang

Concurrent stochastic games are an important formalism for the rational verification of probabilistic multi-agent systems, which involves verifying whether a temporal logic property is satisfied in some or all game-theoretic equilibria of…

Computer Science and Game Theory · Computer Science 2023-11-29 Daniel Stan , Muhammad Najib , Anthony Widjaja Lin , Parosh Aziz Abdulla

We consider a class of two-player zero-sum stochastic games with finite state and compact control spaces, which we call stochastic shortest path (SSP) games. They are undiscounted total cost stochastic dynamic games that have a cost-free…

Optimization and Control · Mathematics 2014-12-31 Huizhen Yu

We study Stackelberg equilibria in finitely repeated games, where the leader commits to a strategy that picks actions in each round and can be adaptive to the history of play (i.e. they commit to an algorithm). In particular, we study…

Computer Science and Game Theory · Computer Science 2024-03-08 Natalie Collina , Eshwar Ram Arunachaleswaran , Michael Kearns

We present a framework that incorporates the idea of bounded rationality into dynamic stochastic pursuit-evasion games. The solution of a stochastic game is characterized, in general, by its (Nash) equilibria in feedback form. However,…

Systems and Control · Electrical Eng. & Systems 2020-03-17 Yue Guan , Dipankar Maity , Christopher M. Kroninger , Panagiotis Tsiotras

Building on the idea that lack of experience is a source of errors but that experience should reduce them, we model agents' behavior using a stochastic choice model (logit quantal response), leaving endogenous the accuracy of their choices.…

General Economics · Economics 2025-05-29 Olivier Compte

The behaviour of multi-agent learning in many player games has been shown to display complex dynamics outside of restrictive examples such as network zero-sum games. In addition, it has been shown that convergent behaviour is less likely to…

Computer Science and Game Theory · Computer Science 2023-07-27 Aamal Hussain , Dan Leonte , Francesco Belardinelli , Georgios Piliouras

We propose an adaptive incentive mechanism that learns the optimal incentives in environments where players continuously update their strategies. Our mechanism updates incentives based on each player's externality, defined as the difference…

Computer Science and Game Theory · Computer Science 2025-03-04 Chinmay Maheshwari , Kshitij Kulkarni , Manxi Wu , Shankar Sastry

Strategic classification studies the problem where self-interested individuals or agents manipulate their response to obtain favorable decision outcomes made by classifiers, typically turning to dishonest actions when they are less costly…

Machine Learning · Computer Science 2026-05-07 Ziyuan Huang , Lina Alkarmi , Mingyan Liu

This paper proves that the episodic learning environment of every finite-horizon decision task has a unique steady state under any behavior policy, and that the marginal distribution of the agent's input indeed converges to the steady-state…

Machine Learning · Computer Science 2021-01-14 Huang Bojun

Cooperation plays a key role in the evolution of complex systems. However, the level of cooperation extensively varies with the topology of agent networks in the widely used models of repeated games. Here we show that cooperation remains…

Molecular Networks · Quantitative Biology 2012-03-01 Shijun Wang , Mate S. Szalay , Changshui Zhang , Peter Csermely

Westudy how a planner can design dynamic interventions to overcome status-quo inertia in living temporal games, where strategic agents control their state (active, sleep, partially dead) on a temporal network. Building on the…

Theoretical Economics · Economics 2026-05-20 Madjid Eshaghi Gordji , Ali Jabbari , Mohammad Ali Berahman , Esmaiel Abounoori

The $Q$-learning algorithm is a simple and widely-used stochastic approximation scheme for reinforcement learning, but the basic protocol can exhibit instability in conjunction with function approximation. Such instability can be observed…

Machine Learning · Computer Science 2022-06-03 Andrea Zanette , Martin J. Wainwright

Multi-Agent Reinforcement Learning involves agents that learn together in a shared environment, leading to emergent dynamics sensitive to initial conditions and parameter variations. A Dynamical Systems approach, which studies the evolution…

Multiagent Systems · Computer Science 2025-01-03 David Goll , Jobst Heitzig , Wolfram Barfuss

In stochastic games with incomplete information, the uncertainty is evoked by the lack of knowledge about a player's own and the other players' types, i.e. the utility function and the policy space, and also the inherent stochasticity of…

Machine Learning · Computer Science 2022-03-21 Hannes Eriksson , Debabrota Basu , Mina Alibeigi , Christos Dimitrakakis