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This paper investigates the problem of computing the equilibrium of competitive games, which is often modeled as a constrained saddle-point optimization problem with probability simplex constraints. Despite recent efforts in understanding…

Optimization and Control · Mathematics 2023-01-23 Shicong Cen , Yuting Wei , Yuejie Chi

We introduce Cut-and-Play, a practically-efficient algorithm for computing Nash equilibria in simultaneous non-cooperative games where players decide via nonconvex and possibly unbounded optimization problems with separable payoff…

Optimization and Control · Mathematics 2024-05-06 Margarida Carvalho , Gabriele Dragotto , Andrea Lodi , Sriram Sankaranarayanan

When robots share the same workspace with other intelligent agents (e.g., other robots or humans), they must be able to reason about the behaviors of their neighboring agents while accomplishing the designated tasks. In practice,…

Robotics · Computer Science 2022-10-18 Junhong Xu , Durgakant Pushp , Kai Yin , Lantao Liu

In this paper, we consider a large class of constrained non-cooperative stochastic Markov games with countable state spaces and discounted cost criteria. In one-player case, i.e., constrained discounted Markov decision models, it is…

Optimization and Control · Mathematics 2021-12-16 Anna Jaśkiewicz , Andrzej S. Nowak

We consider a wireless channel shared by multiple transmitter-receiver pairs. Their transmissions interfere with each other. Each transmitter-receiver pair aims to maximize its long-term average transmission rate subject to an average power…

Information Theory · Computer Science 2014-09-29 Krishna Chaitanya A , Utpal Mukherji , Vinod Sharma

Congestion games model a wide variety of real-world resource congestion problems, such as selfish network routing, traffic route guidance in congested areas, taxi fleet optimization and crowd movement in busy areas. However, existing…

Computer Science and Game Theory · Computer Science 2012-10-19 Asrar Ahmed , Pradeep Varakantham , Shih-Fen Cheng

We consider learning Nash equilibria in two-player zero-sum Markov Games with nonlinear function approximation, where the action-value function is approximated by a function in a Reproducing Kernel Hilbert Space (RKHS). The key challenge is…

Machine Learning · Computer Science 2022-08-11 Chris Junchi Li , Dongruo Zhou , Quanquan Gu , Michael I. Jordan

A robust game is a distribution-free model to handle ambiguity generated by a bounded set of possible realizations of the values of players' payoff functions. The players are worst-case optimizers and a solution, called robust-optimization…

Theoretical Economics · Economics 2020-02-11 Giovanni Paolo Crespi , Davide Radi , Matteo Rocca

We introduce a new measure of the discrepancy in strategic games between the social welfare in a Nash equilibrium and in a social optimum, that we call selfishness level. It is the smallest fraction of the social welfare that needs to be…

Computer Science and Game Theory · Computer Science 2014-04-04 Krzysztof R. Apt , Guido Schaefer

To verify the robustness of a program or protocol, it is common in the computer science community to rely on the theoretical framework of game theory. In particular, if one seeks to enforce a desired property, or specification, despite an…

Computer Science and Game Theory · Computer Science 2026-05-20 Léonard Brice

Conventional noncooperative game theory hypothesizes that the joint strategy of a set of players in a game must satisfy an "equilibrium concept". All other joint strategies are considered impossible; the only issue is what equilibrium…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 David H. Wolpert

This work studies an independent natural policy gradient (NPG) algorithm for the multi-agent reinforcement learning problem in Markov potential games. It is shown that, under mild technical assumptions and the introduction of the…

Machine Learning · Computer Science 2023-10-30 Youbang Sun , Tao Liu , Ruida Zhou , P. R. Kumar , Shahin Shahrampour

This article introduces a class of $Nash$ games among $Stackelberg$ players ($NASPs$), namely, a class of simultaneous non-cooperative games where the players solve sequential Stackelberg games. Specifically, each player solves a…

Computer Science and Game Theory · Computer Science 2025-03-04 Margarida Carvalho , Gabriele Dragotto , Felipe Feijoo , Andrea Lodi , Sriram Sankaranarayanan

Considering a class of gradient-based multi-agent learning algorithms in non-cooperative settings, we provide local convergence guarantees to a neighborhood of a stable local Nash equilibrium. In particular, we consider continuous games…

Optimization and Control · Mathematics 2024-09-23 Benjamin Chasnov , Lillian J. Ratliff , Eric Mazumdar , Samuel A. Burden

In this paper I present several algorithmic techniques for improving the decision process of multiple types of agents behaving in environments where their interests are in conflict. The interactions between the agents are modelled by using…

Computer Science and Game Theory · Computer Science 2009-08-04 Mugurel Ionut Andreica

We introduce a class of extensive form games where players might not be able to foresee the possible consequences of their decisions and form a model of their opponents which they exploit to achieve a more profitable outcome. We improve…

Artificial Intelligence · Computer Science 2016-05-31 Paolo Turrini

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

Stochastic dynamic teams and games are rich models for decentralized systems and challenging testing grounds for multi-agent learning. Previous work that guaranteed team optimality assumed stateless dynamics, or an explicit coordination…

Optimization and Control · Mathematics 2024-03-28 Bora Yongacoglu , Gürdal Arslan , Serdar Yüksel

Reinforcement Learning Algorithms (RLA) are useful machine learning tools to understand how decision makers react to signals. It is known that RLA converge towards the pure Nash Equilibria (NE) of finite congestion games and more generally,…

Computer Science and Game Theory · Computer Science 2021-11-15 Benoît Sohet , Yezekael Hayel , Olivier Beaude , Alban Jeandin

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