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Designing socially optimal policies in multi-agent environments is a fundamental challenge in both economics and artificial intelligence. This paper studies a general framework for learning Stackelberg equilibria in dynamic and uncertain…

Systems and Control · Electrical Eng. & Systems 2025-09-23 Jun He , Andrew L. Liu , Yihsu Chen

Mean field games formalize dynamic games with a continuum of players and explicit interaction where the players can have heterogeneous states. As they additionally yield approximate equilibria of corresponding $N$-player games, they are of…

Optimization and Control · Mathematics 2020-01-09 Berenice Anne Neumann

We study a multi-agent decision problem in population games, where agents select from multiple available strategies and continually revise their selections based on the payoffs associated with these strategies. Unlike conventional…

Multiagent Systems · Computer Science 2024-09-17 Shinkyu Park

This paper studies a class of dynamic Stackelberg games under open-loop information structure with constrained linear agent dynamics and quadratic utility functions. We show two important properties for this class of dynamic Stackelberg…

Optimization and Control · Mathematics 2016-08-09 Sen Li , Wei Zhang , Jianming Lian , Karanjit Kalsi

In various real-world scenarios, interactions among agents often resemble the dynamics of general-sum games, where each agent strives to optimize its own utility. Despite the ubiquitous relevance of such settings, decentralized machine…

Computer Science and Game Theory · Computer Science 2024-05-03 Milad Aghajohari , Juan Agustin Duque , Tim Cooijmans , Aaron Courville

Motivated by the scarcity of accurate payoff feedback in practical applications of game theory, we examine a class of learning dynamics where players adjust their choices based on past payoff observations that are subject to noise and…

Optimization and Control · Mathematics 2016-06-03 Mario Bravo , Panayotis Mertikopoulos

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…

Theoretical Economics · Economics 2022-07-26 Pierpaolo Battigalli , Fabrizio Panebianco , Paolo Pin

The existence of a phase transition with diverging susceptibility in batch Minority Games (MGs) is the mark of informationally efficient regimes and is linked to the specifics of the agents' learning rules. Here we study how the standard…

Physics and Society · Physics 2009-11-13 Tobias Galla , Andrea De Martino

In multi-agent autonomous systems, deception is a fundamental concept which characterizes the exploitation of unbalanced information to mislead victims into choosing oblivious actions. This effectively alters the system's long term…

Systems and Control · Electrical Eng. & Systems 2025-08-27 Michael Tang , Miroslav Krstic , Jorge Poveda

Starting from a heuristic learning scheme for N-person games, we derive a new class of continuous-time learning dynamics consisting of a replicator-like drift adjusted by a penalty term that renders the boundary of the game's strategy space…

Optimization and Control · Mathematics 2014-04-08 Pierre Coucheney , Bruno Gaujal , Panayotis Mertikopoulos

Log-linear learning has been extensively studied in both the game theoretic and distributed control literature. It is appealing for many applications because it often guarantees that the agents' collective behavior will converge in…

Computer Science and Game Theory · Computer Science 2015-11-19 Holly Borowski , Jason Marden

AI agents are increasingly deployed in complex, interactive environments, yet their runtime remains a major bottleneck for training, evaluation, and real-world use. Typical agent behavior unfolds sequentially, with each action requiring an…

Artificial Intelligence · Computer Science 2026-04-24 Naimeng Ye , Arnav Ahuja , Georgios Liargkovas , Yunan Lu , Kostis Kaffes , Tianyi Peng

We study stochastic effects on the lagging anchor dynamics, a reinforcement learning algorithm used to learn successful strategies in iterated games, which is known to converge to Nash points in the absence of noise. The dynamics is…

Adaptation and Self-Organizing Systems · Physics 2012-04-20 James B. T. Sanders , Tobias Galla , Jonathan Shapiro

We explore a mechanism of decision-making in Mean Field Games with myopic players. At each instant, agents set a strategy which optimizes their expected future cost by assuming their environment as immutable. As the system evolves, the…

Optimization and Control · Mathematics 2018-02-05 Charafeddine Mouzouni

We explore a class of stochastic multiplayer games where each player in the game aims to optimize its objective under uncertainty and adheres to some expectation constraints. The study employs an offline learning paradigm, leveraging a…

Optimization and Control · Mathematics 2025-09-09 Yuanhanqing Huang , Jianghai Hu

A novel framework is presented that combines Mean Field Game (MFG) theory and Hybrid Optimal Control (HOC) theory to obtain a unique $\epsilon$-Nash equilibrium for a non-cooperative game with switching and stopping times. We consider the…

Systems and Control · Computer Science 2022-01-11 Dena Firoozi , Ali Pakniyat , Peter E. Caines

We introduce Coarse Q-learning (CQL), a reinforcement-learning model for bandit problems with stochastically varying menus. Alternatives are exogenously partitioned into similarity classes, and feedback from sampled alternatives is pooled…

Theoretical Economics · Economics 2026-05-13 Philippe Jehiel , Aviman Satpathy

The theory of learning in games has extensively studied situations where agents respond dynamically to each other by optimizing a fixed utility function. However, in real situations, the strategic environment varies as a result of past…

Computer Science and Game Theory · Computer Science 2022-07-15 Brandon C. Collins , Shouhuai Xu , Philip N. Brown

This paper aims to solve two fundamental problems on finite or infinite horizon dynamic games with perfect or almost perfect information. Under some mild conditions, we prove (1) the existence of subgame-perfect equilibria in general…

Economics · Quantitative Finance 2015-04-01 Wei He , Yeneng Sun

We study multi-agent reinforcement learning (MARL) in infinite-horizon discounted zero-sum Markov games. We focus on the practical but challenging setting of decentralized MARL, where agents make decisions without coordination by a…

Computer Science and Game Theory · Computer Science 2021-12-14 Muhammed O. Sayin , Kaiqing Zhang , David S. Leslie , Tamer Basar , Asuman Ozdaglar
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