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In dynamic programming and reinforcement learning, the policy for the sequential decision making of an agent in a stochastic environment is usually determined by expressing the goal as a scalar reward function and seeking a policy that…

Artificial Intelligence · Computer Science 2025-02-26 Simon Dima , Simon Fischer , Jobst Heitzig , Joss Oliver

A significant roadblock to the development of principled multi-agent reinforcement learning is the fact that desired solution concepts like Nash equilibria may be intractable to compute. To overcome this obstacle, we take inspiration from…

Computer Science and Game Theory · Computer Science 2024-08-28 Eric Mazumdar , Kishan Panaganti , Laixi Shi

Multiagent systems can use commitments as the core of a general coordination infrastructure, supporting both cooperative and non-cooperative interactions. Agents whose objectives are aligned, and where one agent can help another achieve…

Artificial Intelligence · Computer Science 2020-12-15 Qi Zhang , Edmund H. Durfee , Satinder Singh

We introduce a framework to study the effective objectives at different time scales of financial market microstructure. The financial market can be regarded as a complex adaptive system, where purposeful agents collectively and…

Trading and Market Microstructure · Quantitative Finance 2017-12-05 Dieter Hendricks , Adam Cobb , Richard Everett , Jonathan Downing , Stephen J. Roberts

We study the quality of outcomes in repeated games when the population of players is dynamically changing and participants use learning algorithms to adapt to the changing environment. Game theory classically considers Nash equilibria of…

Computer Science and Game Theory · Computer Science 2020-05-25 Thodoris Lykouris , Vasilis Syrgkanis , Eva Tardos

Reaching consensus is key to multi-agent coordination. To accomplish a cooperative task, agents need to coherently select optimal joint actions to maximize the team reward. However, current cooperative multi-agent reinforcement learning…

Artificial Intelligence · Computer Science 2024-03-06 Liangzhou Wang , Kaiwen Zhu , Fengming Zhu , Xinghu Yao , Shujie Zhang , Deheng Ye , Haobo Fu , Qiang Fu , Wei Yang

Multi-agent learning is a challenging problem in machine learning that has applications in different domains such as distributed control, robotics, and economics. We develop a prescriptive model of multi-agent behavior using Markov games.…

Artificial Intelligence · Computer Science 2020-05-27 Jalal Etesami , Christoph-Nikolas Straehle

In this work, we study the interaction of strategic agents in continuous action Cournot games with limited information feedback. Cournot game is the essential market model for many socio-economic systems where agents learn and compete…

Optimization and Control · Mathematics 2020-09-15 Yuanyuan Shi , Baosen Zhang

In this paper, we present a method for finding approximate Nash equilibria in a broad class of reachability games. These games are often used to formulate both collision avoidance and goal satisfaction. Our method is computationally…

Systems and Control · Electrical Eng. & Systems 2021-03-23 David Fridovich-Keil , Claire J. Tomlin

In this paper, we study turn-based quantitative multiplayer non zero-sum games played on finite graphs with both reachability and safety objectives. In this framework a player with a reachability objective aims at reaching his own goal as…

Computer Science and Game Theory · Computer Science 2012-05-23 Thomas Brihaye , Véronique Bruyère , Julie De Pril

Progress in machine learning is measured by careful evaluation on problems of outstanding common interest. However, the proliferation of benchmark suites and environments, adversarial attacks, and other complications has diluted the basic…

Machine Learning · Computer Science 2018-11-01 David Balduzzi , Karl Tuyls , Julien Perolat , Thore Graepel

We propose a game-theoretic framework for adaptive multi-agent intelligent systems. Unlike classical game theory, which often treats strategies as primitive objects chosen by perfectly rational agents, the proposed framework provides a…

Neural and Evolutionary Computing · Computer Science 2026-05-12 Zhe Sage Chen , Quanyan Zhu

In a satisficing equilibrium each agent $i$ plays one of her top $k_i$ actions in response to the actions of the other agents. Our concept unifies models of bounded rationality and yields predictions that differ from canonical solution…

Theoretical Economics · Economics 2026-04-27 Bary S. R. Pradelski , Bassel Tarbush

Imitation learning algorithms can be used to learn a policy from expert demonstrations without access to a reward signal. However, most existing approaches are not applicable in multi-agent settings due to the existence of multiple (Nash)…

Machine Learning · Computer Science 2018-07-27 Jiaming Song , Hongyu Ren , Dorsa Sadigh , Stefano Ermon

We discuss similarities and differences between systems of interacting players maximizing their individual payoffs and particles minimizing their interaction energy. Long-run behavior of stochastic dynamics of spatial games with multiple…

Statistical Mechanics · Physics 2009-11-10 Jacek Miekisz

This paper studies self-sustained dynamic multiagent systems (MAS) for decentralized resource allocation operating at a competitive equilibrium over a finite horizon. The utility of resource consumption, along with the income from resource…

Systems and Control · Electrical Eng. & Systems 2022-09-13 Zeinab Salehi , Yijun Chen , Ian R. Petersen , Elizabeth L. Ratnam , Guodong Shi

Some of the most relevant future applications of multi-agent systems like autonomous driving or factories as a service display mixed-motive scenarios, where agents might have conflicting goals. In these settings agents are likely to learn…

Multiagent Systems · Computer Science 2022-07-20 Kyrill Schmid , Lenz Belzner , Robert Müller , Johannes Tochtermann , Claudia Linnhoff-Popien

Network games provide a framework to study strategic decision making processes that are governed by structured interdependencies among agents. However, existing models do not account for environments in which agents simultaneously interact…

Computer Science and Game Theory · Computer Science 2025-01-15 Raman Ebrahimi , Parinaz Naghizadeh

Human behaviors are regularized by a variety of norms or regulations, either to maintain orders or to enhance social welfare. If artificially intelligent (AI) agents make decisions on behalf of human beings, we would hope they can also…

Computer Science and Game Theory · Computer Science 2019-10-28 Fan-Yun Sun , Yen-Yu Chang , Yueh-Hua Wu , Shou-De Lin

We present novel techniques for neuro-symbolic concurrent stochastic games, a recently proposed modelling formalism to represent a set of probabilistic agents operating in a continuous-space environment using a combination of neural network…

Computer Science and Game Theory · Computer Science 2022-06-22 Rui Yan , Gabriel Santos , Xiaoming Duan , David Parker , Marta Kwiatkowska
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