Related papers: Learning Rationality in Potential Games
We introduce a stochastic principal-agent model. A principal and an agent interact in a stochastic environment, each privy to observations about the state not available to the other. The principal has the power of commitment, both to elicit…
We obtain global, non-asymptotic convergence guarantees for independent learning algorithms in competitive reinforcement learning settings with two agents (i.e., zero-sum stochastic games). We consider an episodic setting where in each…
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 game-theoretic learning, several agents are simultaneously following their individual interests, so the environment is non-stationary from each player's perspective. In this context, the performance of a learning algorithm is often…
In single-agent Markov decision processes, an agent can optimize its policy based on the interaction with environment. In multi-player Markov games (MGs), however, the interaction is non-stationary due to the behaviors of other players, so…
We consider a subclass of $n$-player stochastic games, in which players have their own internal state/action spaces while they are coupled through their payoff functions. It is assumed that players' internal chains are driven by independent…
This paper considers a class of reinforcement-learning that belongs to the family of Learning Automata and provides a stochastic-stability analysis in strategic-form games. For this class of dynamics, convergence to pure Nash equilibria has…
In this paper, we solve the problem of learning a generalized Nash equilibrium (GNE) in merely monotone games. First, we propose a novel continuous semi-decentralized solution algorithm without projections that uses first-order information…
We consider a large population dynamic game in discrete time. The peculiarity of the game is that players are characterized by time-evolving types, and so reasonably their actions should not anticipate the future values of their types. When…
We introduce a new unified framework for modelling both decision problems and finite games based on quantifiers and selection functions. We show that the canonical utility maximisation is one special case of a quantifier and that our more…
Driven by recent successes in two-player, zero-sum game solving and playing, artificial intelligence work on games has increasingly focused on algorithms that produce equilibrium-based strategies. However, this approach has been less…
This paper examines the convergence behaviour of simultaneous best-response dynamics in random potential games. We provide a theoretical result showing that, for two-player games with sufficiently many actions, the dynamics converge quickly…
In stochastic Nash equilibrium problems (SNEPs), it is natural for players to be uncertain about their complex environments and have multi-dimensional unknown parameters in their models. Among various SNEPs, this paper focuses on locally…
The notion of optimality naturally arises in many areas of applied mathematics and computer science concerned with decision making. Here we consider this notion in the context of three formalisms used for different purposes in reasoning…
We study infinite-horizon discounted two-player zero-sum Markov games, and develop a decentralized algorithm that provably converges to the set of Nash equilibria under self-play. Our algorithm is based on running an Optimistic Gradient…
A strategy profile in a multi-player game is a Nash equilibrium if no player can unilaterally deviate to achieve a strictly better payoff. A profile is an $\epsilon$-Nash equilibrium if no player can gain more than $\epsilon$ by…
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…
Two traditional paradigms are often used to describe the behavior of agents in multi-agent complex systems. In the first one, agents are considered to be fully rational and systems are seen as multi-player games. In the second one, agents…
Synthesis of finite-state controllers from high-level specifications in multi-agent systems can be reduced to solving multi-player concurrent games over finite graphs. The complexity of solving such games with qualitative objectives for…
An extensive literature in economics and social science addresses contests, in which players compete to outperform each other on some measurable criterion, often referred to as a player's score, or output. Players incur costs that are an…