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We consider zero-sum repeated games in which the players are restricted to strategies that require only a limited amount of randomness. Let $v_n$ be the max-min value of the $n$ stage game; previous works have characterized…

Computer Science and Game Theory · Computer Science 2019-02-12 Mehrdad Valizadeh , Amin Gohari

We consider multi-agent decision making where each agent's cost function depends on all agents' strategies. We propose a distributed algorithm to learn a Nash equilibrium, whereby each agent uses only obtained values of her cost function at…

Multiagent Systems · Computer Science 2019-04-04 Tatiana Tatarenko , Maryam Kamgarpour

This paper considers the problem of inverse reinforcement learning in zero-sum stochastic games when expert demonstrations are known to be not optimal. Compared to previous works that decouple agents in the game by assuming optimality in…

Machine Learning · Statistics 2018-06-07 Xingyu Wang , Diego Klabjan

This paper investigates the discrete-time asynchronous games in which noncooperative agents seek to minimize their individual cost functions. Building on the assumption of partial asynchronism, i.e., each agent updates at least once within…

Optimization and Control · Mathematics 2025-08-13 Zifan Wang , Xinlei Yi , Michael M. Zavlanos , Karl H. Johansson

Learning in games considers how multiple agents maximize their own rewards through repeated games. Memory, an ability that an agent changes his/her action depending on the history of actions in previous games, is often introduced into…

Computer Science and Game Theory · Computer Science 2024-02-19 Yuma Fujimoto , Kaito Ariu , Kenshi Abe

This paper introduces a new method to achieve stable convergence to Nash equilibrium in duopoly noncooperative games. Inspired by the recent fixed-time Nash Equilibrium seeking (NES) as well as prescribed-time extremum seeking (ES) and…

Optimization and Control · Mathematics 2024-05-27 Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Miroslav Krstić , Tamer Başar

We leverage best response dynamics to solve monotone variational inequalities on compact and convex sets. Specialization of the method to variational inequalities in game theory recovers convergence results to Nash equilibria when agents…

Optimization and Control · Mathematics 2024-09-17 Yu-Wen Chen , Can Kizilkale , Murat Arcak

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

We study the global convergence of policy optimization for finding the Nash equilibria (NE) in zero-sum linear quadratic (LQ) games. To this end, we first investigate the landscape of LQ games, viewing it as a nonconvex-nonconcave…

Machine Learning · Computer Science 2021-02-12 Kaiqing Zhang , Zhuoran Yang , Tamer Başar

In this work, we introduce a new variant of online gradient descent, which provably converges to Nash Equilibria and simultaneously attains sublinear regret for the class of congestion games in the semi-bandit feedback setting. Our proposed…

Computer Science and Game Theory · Computer Science 2023-06-28 Ioannis Panageas , Stratis Skoulakis , Luca Viano , Xiao Wang , Volkan Cevher

We propose the first loss function for approximate Nash equilibria of normal-form games that is amenable to unbiased Monte Carlo estimation. This construction allows us to deploy standard non-convex stochastic optimization techniques for…

Computer Science and Game Theory · Computer Science 2024-04-16 Ian Gemp , Luke Marris , Georgios Piliouras

We study the problem of no-regret learning algorithms for general monotone and smooth games and their last-iterate convergence properties. Specifically, we investigate the problem under bandit feedback and strongly uncoupled dynamics, which…

Computer Science and Game Theory · Computer Science 2024-08-19 Jing Dong , Baoxiang Wang , Yaoliang Yu

In this article we evaluate the statistical evidence that a population of students learn about the sub-game perfect Nash equilibrium of the centipede game via repeated play of the game. This is done by formulating a model in which a…

Methodology · Statistics 2013-11-20 Anton H. Westveld , Peter D. Hoff

Distributed Nash equilibrium seeking of aggregative games is investigated and a continuous-time algorithm is proposed. The algorithm is designed by virtue of projected gradient play dynamics and distributed average tracking dynamics, and is…

Optimization and Control · Mathematics 2021-12-07 Shu Liang , Peng Yi , Yiguang Hong , Kaixiang Peng

Correlated equilibrium generalizes Nash equilibrium by allowing a central coordinator to guide players' actions through shared recommendations, similar to how routing apps guide drivers. We investigate how a coordinator can learn a…

Computer Science and Game Theory · Computer Science 2025-09-16 Zhenlong Fang , Aryan Deshwal , Yue Yu

We study learning dynamics induced by strategic agents who repeatedly play a game with an unknown payoff-relevant parameter. In each step, an information system estimates a belief distribution of the parameter based on the players'…

Systems and Control · Electrical Eng. & Systems 2020-10-20 Manxi Wu , Saurabh Amin , Asuman Ozdaglar

We study the convergence to local Nash equilibria of gradient methods for two-player zero-sum differentiable games. It is well-known that such dynamics converge locally when $S \succ 0$ and may diverge when $S=0$, where $S\succeq 0$ is the…

Optimization and Control · Mathematics 2023-11-08 Guillaume Wang , Lénaïc Chizat

We consider strongly monotone games with convex separable coupling constraints, played by dynamical agents, in a partial-decision information scenario. We start by designing continuous-time fully distributed feedback controllers, based on…

Optimization and Control · Mathematics 2021-05-05 Mattia Bianchi , Sergio Grammatico

In this paper, we examine the long-run behavior of regularized, no-regret learning in finite games. A well-known result in the field states that the empirical frequencies of no-regret play converge to the game's set of coarse correlated…

Computer Science and Game Theory · Computer Science 2023-11-07 Victor Boone , Panayotis Mertikopoulos

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…

Optimization and Control · Mathematics 2022-04-06 Yuanhanqing Huang , Jianghai Hu