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Coordinating the behaviour of self-interested agents in the presence of multiple Nash equilibria is a major research challenge for multi-agent systems. Pre-game communication between all the players can aid coordination in cases where the…

Computer Science and Game Theory · Computer Science 2025-02-18 Wei-Chen Lee , Alessandro Abate , Michael Wooldridge

Multi-agent approach has become popular in computer science and technology. However, the conventional models of multi-agent and multicomponent systems implicitly or explicitly assume existence of absolute time or even do not include time in…

Multiagent Systems · Computer Science 2017-11-23 Mark Burgin

We consider a repeatedly played generalized Nash equilibrium game. This induces a multi-agent online learning problem with joint constraints. An important challenge in this setting is that the feasible set for each agent depends on the…

Machine Learning · Computer Science 2024-10-04 Sarah Sachs , Hedi Hadiji , Tim van Erven , Mathias Staudigl

A central problem in the theory of multi-agent reinforcement learning (MARL) is to understand what structural conditions and algorithmic principles lead to sample-efficient learning guarantees, and how these considerations change as we move…

Machine Learning · Computer Science 2023-05-02 Dylan J. Foster , Dean P. Foster , Noah Golowich , Alexander Rakhlin

In this paper, we study cooperative multi-agent systems in which the target objective and the controls exercised by the agents are dependent on the choices they made at initial system time. Such systems have been investigated in several…

Systems and Control · Computer Science 2012-07-03 Ge Guo , Wing Shing Wong , Zhongchang Liu

Reinforcement learning has been shown to be an effective strategy for automatically training policies for challenging control problems. Focusing on non-cooperative multi-agent systems, we propose a novel reinforcement learning framework for…

Computer Science and Game Theory · Computer Science 2022-06-08 Kishor Jothimurugan , Suguman Bansal , Osbert Bastani , Rajeev Alur

This essay discusses the advantages of a probabilistic agent-based approach to questions in theoretical economics, from the nature of economic agents, to the nature of the equilibria supported by their interactions. One idea we propose is…

General Finance · Quantitative Finance 2013-11-05 Ted Theodosopoulos

We consider a market impact game for $n$ risk-averse agents that are competing in a market model with linear transient price impact and additional transaction costs. For both finite and infinite time horizons, the agents aim to minimize a…

Trading and Market Microstructure · Quantitative Finance 2020-10-30 Xiangge Luo , Alexander Schied

The modelling of modern power markets requires the representation of the following main features: (i) a stochastic dynamic decision process, with uncertainties related to renewable production and fuel costs, among others; and (ii) a…

Optimization and Control · Mathematics 2019-10-10 Joaquim Dias Garcia , Raphael Chabar

While multi-agent reinforcement learning (MARL) has produced numerous algorithms that converge to Nash or related equilibria, such equilibria are often non-unique and can exhibit widely varying efficiency. This raises a fundamental…

Computer Science and Game Theory · Computer Science 2026-01-29 Runyu Zhang , Gioele Zardini , Asuman Ozdaglar , Jeff Shamma , Na Li

We propose a simple yet rich model to extend the notions of Nash equilibria and correlated equilibria of strategic games to the quantum setting, in which we then study the relations between classical and quantum equilibria. Unlike the…

Quantum Physics · Physics 2015-03-17 Shengyu Zhang

We present an algorithm that identifies the reasoning patterns of agents in a game, by iteratively examining the graph structure of its Multi-Agent Influence Diagram (MAID) representation. If the decision of an agent participates in no…

Computer Science and Game Theory · Computer Science 2012-06-18 Dimitrios Antos , Avi Pfeffer

The majority of multi-agent system (MAS) implementations aim to optimise agents' policies with respect to a single objective, despite the fact that many real-world problem domains are inherently multi-objective in nature. Multi-objective…

Multiagent Systems · Computer Science 2020-11-17 Roxana Rădulescu , Patrick Mannion , Diederik M. Roijers , Ann Nowé

Consider a set of agents who play a network game repeatedly. Agents may not know the network. They may even be unaware that they are interacting with other agents in a network. Possibly, they just understand that their payoffs depend on an…

Theoretical Economics · Economics 2022-07-26 Pierpaolo Battigalli , Fabrizio Panebianco , Paolo Pin

We consider a one-sided assignment market or exchange network with transferable utility and propose a model for the dynamics of bargaining in such a market. Our dynamical model is local, involving iterative updates of 'offers' based on…

Computer Science and Game Theory · Computer Science 2015-03-14 Mohsen Bayati , Christian Borgs , Jennifer Chayes , Yashodhan Kanoria , Andrea Montanari

We study a class of games which model the competition among agents to access some service provided by distributed service units and which exhibit congestion and frustration phenomena when service units have limited capacity. We propose a…

Computer Science and Game Theory · Computer Science 2015-08-19 F. Altarelli , A. Braunstein , L. Dall'Asta

Power system operators and electric utility companies often impose a coincident peak demand charge on customers when the aggregate system demand reaches its maximum. This charge incentivizes customers to strategically shift their peak usage…

Systems and Control · Electrical Eng. & Systems 2025-05-16 Liudong Chen , Jay Sethuraman , Bolun Xu

Many large-scale platforms and networked control systems have a centralized decision maker interacting with a massive population of agents under strict observability constraints. Motivated by such applications, we study a cooperative Markov…

Multiagent Systems · Computer Science 2026-05-12 Emile Anand , Ishani Karmarkar

This work introduces efficient symbolic algorithms for quantitative reactive synthesis. We consider resource-constrained robotic manipulators that need to interact with a human to achieve a complex task expressed in linear temporal logic.…

Robotics · Computer Science 2023-08-09 Karan Muvvala , Morteza Lahijanian

Mechanisms with money are commonly designed under the assumption that agents are quasi-linear, meaning they have linear disutility for spending money. We study the implications when agents with non-linear (specifically, convex) disutility…

Computer Science and Game Theory · Computer Science 2020-12-08 Moshe Babaioff , Richard Cole , Jason Hartline , Nicole Immorlica , Brendan Lucier