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We investigate asynchronous distributed algorithms with delayed information for seeking generalized Nash equilibrium over multi-agent networks. The considered game model has all players' local decisions coupled with a shared affine…

Optimization and Control · Mathematics 2018-07-26 Peng Yi , Lacra Pavel

This paper is an exposition of algorithms for finding one or all equilibria of a bimatrix game (a two-player game in strategic form) in the style of a chapter in a graduate textbook. Using labeled "best-response polytopes", we present the…

Computer Science and Game Theory · Computer Science 2021-02-10 Bernhard von Stengel

It is known that there are uncoupled learning heuristics leading to Nash equilibrium in all finite games. Why should players use such learning heuristics and where could they come from? We show that there is no uncoupled learning heuristic…

Computer Science and Game Theory · Computer Science 2015-04-27 Burkhard C. Schipper

This paper is concerned with an overlapping information linear-quadratic (LQ) Stackelberg stochastic differential game with two leaders and two followers, where the diffusion terms of the state equation contain both the control and state…

Optimization and Control · Mathematics 2024-01-17 Yu Si , Jingtao Shi

This paper presents a general mean-field game (GMFG) framework for simultaneous learning and decision-making in stochastic games with a large population. It first establishes the existence of a unique Nash Equilibrium to this GMFG, and…

Optimization and Control · Mathematics 2021-10-12 Xin Guo , Anran Hu , Renyuan Xu , Junzi Zhang

We study finite-horizon two-player zero-sum differential games with one-sided payoff information ($G$), where the informed player (P1) knows the game payoff, while P2 only has a public belief over a finite set of possible payoffs. In this…

Computer Science and Game Theory · Computer Science 2026-05-06 Mukesh Ghimire , Zhe Xu , Yi Ren

We consider two-player zero-sum stochastic games and propose a two-timescale $Q$-learning algorithm with function approximation that is payoff-based, convergent, rational, and symmetric between the two players. In two-timescale…

Machine Learning · Computer Science 2023-12-11 Zaiwei Chen , Kaiqing Zhang , Eric Mazumdar , Asuman Ozdaglar , Adam Wierman

Real-world games, which concern imperfect information, multiple players, and simultaneous moves, are less frequently discussed in the existing literature of game theory. While reinforcement learning (RL) provides a general framework to…

Computer Science and Game Theory · Computer Science 2023-06-02 Runyu Lu , Yuanheng Zhu , Dongbin Zhao

For any two-by-two game $\G$, we define a new two-player game $\G^Q$. The definition is motivated by a vision of players in game $\G$ communicating via quantum technology according to a certain standard protocol originally introduced by…

Optimization and Control · Mathematics 2011-10-07 Steven E. Landsburg

Model-free learning for multi-agent stochastic games is an active area of research. Existing reinforcement learning algorithms, however, are often restricted to zero-sum games, and are applicable only in small state-action spaces or other…

Machine Learning · Computer Science 2022-10-25 Philippe Casgrain , Brian Ning , Sebastian Jaimungal

We consider the problem of learning Nash equilibrial policies for two-player risk-sensitive collision-avoiding interactions. Solving the Hamilton-Jacobi-Isaacs equations of such general-sum differential games in real time is an open…

Robotics · Computer Science 2025-03-21 Lei Zhang , Siddharth Das , Tanner Merry , Wenlong Zhang , Yi Ren

The decision making and management of many engineering networks involves multiple parties with conflicting interests, while each party is constituted with multiple agents. Such problems can be casted as a multi-cluster game. Each cluster is…

Computer Science and Game Theory · Computer Science 2022-05-25 Yue Chen , Peng Yi

In their seminal work, Nayyar et al. (2013) showed that imperfect information can be abstracted away from common-payoff games by having players publicly announce their policies as they play. This insight underpins sound solvers and…

Computer Science and Game Theory · Computer Science 2023-08-02 Samuel Sokota , Ryan D'Orazio , Chun Kai Ling , David J. Wu , J. Zico Kolter , Noam Brown

We study pure Nash equilibria in infinite-duration games on graphs, with partial visibility of actions but communication (based on a graph) among the players. We show that a simple communication mechanism consisting in reporting the…

Computer Science and Game Theory · Computer Science 2019-06-27 Patricia Bouyer , Nathan Thomasset

We consider a Gaussian interference channel with independent direct and cross link channel gains, each of which is independent and identically distributed across time. Each transmitter-receiver user pair aims to maximize its long-term…

Information Theory · Computer Science 2016-02-01 Krishna Chaitanya A , Utpal Mukherji , Vinod Sharma

This paper addresses the problem of learning a Nash equilibrium in $\gamma$-discounted multiplayer general-sum Markov Games (MG). A key component of this model is the possibility for the players to either collaborate or team apart to…

Computer Science and Game Theory · Computer Science 2017-03-07 Julien Pérolat , Florian Strub , Bilal Piot , Olivier Pietquin

Studying games in the complete information model makes them analytically tractable. However, large $n$ player interactions are more realistically modeled as games of incomplete information, where players may know little to nothing about the…

Computer Science and Game Theory · Computer Science 2015-12-11 Ryan Rogers , Aaron Roth

Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…

Computer Science and Game Theory · Computer Science 2022-04-08 Adhyyan Narang , Evan Faulkner , Dmitriy Drusvyatskiy , Maryam Fazel , Lillian J. Ratliff

Existing settings of decentralized learning either require players to have full information or the system to have certain special structure that may be hard to check and hinder their applicability to practical systems. To overcome this, we…

Systems and Control · Electrical Eng. & Systems 2023-05-17 Yan Jiang , Wenqi Cui , Baosen Zhang , Jorge Cortés

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