Related papers: Zero-sum Polymatrix Markov Games: Equilibrium Coll…

Computing Nash equilibrium policies is a central problem in multi-agent reinforcement learning that has received extensive attention both in theory and in practice. However, provable guarantees have been thus far either limited to fully…

Computing approximate Nash equilibria in multi-player general-sum Markov games is a computationally intractable task. However, multi-player Markov games with certain cooperative or competitive structures might circumvent this…

Successful algorithms have been developed for computing Nash equilibrium in a variety of finite game classes. However, solving continuous games -- in which the pure strategy space is (potentially uncountably) infinite -- is far more…

Establishing the existence of exact or near Markov or stationary perfect Nash equilibria in nonzero-sum Markov games over Borel spaces is a challenging problem with limited positive results. Motivated by problems in multi-agent and Bayesian…

In this paper we present a novel generic mapping between Graphical Games and Markov Random Fields so that pure Nash equilibria in the former can be found by statistical inference on the latter. Thus, the problem of deciding whether a…

We consider a class of two-player dynamic stochastic nonzero-sum games where the state transition and observation equations are linear, and the primitive random variables are Gaussian. Each controller acquires possibly different dynamic…

We develop provably efficient reinforcement learning algorithms for two-player zero-sum finite-horizon Markov games with simultaneous moves. To incorporate function approximation, we consider a family of Markov games where the reward…

Equilibria of realistic multiplayer games constitute a key solution concept both in practical applications, such as online advertising auctions and electricity markets, and in analytical frameworks used to study strategic voting in…

The Nash equilibrium is an important benchmark for behaviour in systems of strategic autonomous agents. Polymatrix games are a succinct and expressive representation of multiplayer games that model pairwise interactions between players. The…

Game-theoretic techniques and equilibria analysis facilitate the design and verification of competitive systems. While algorithmic complexity of equilibria computation has been extensively studied, practical implementation and application…

We investigate Nash equilibrium learning in a competitive Markov Game (MG) environment, where multiple agents compete, and multiple Nash equilibria can exist. In particular, for an oligopolistic dynamic pricing environment, exact Nash…

Adversarial multiplayer games are an important object of study in multiagent learning. In particular, polymatrix zero-sum games are a multiplayer setting where Nash equilibria are known to be efficiently computable. Towards understanding…

Computing Nash equilibrium in multi-agent games is a longstanding challenge at the interface of game theory and computer science. It is well known that a general normal form game in N players and k strategies requires exponential space…

There has been significant recent progress in algorithms for approximation of Nash equilibrium in large two-player zero-sum imperfect-information games and exact computation of Nash equilibrium in multiplayer strategic-form games. While…

In this paper, we first devise two algorithms to determine whether or not a bimatrix game has a strategically equivalent zero-sum game. If so, we propose an algorithm that computes the strategically equivalent zero-sum game. If a given…

Many important real-world settings contain multiple players interacting over an unknown duration with probabilistic state transitions, and are naturally modeled as stochastic games. Prior research on algorithms for stochastic games has…

Noncooperative game theory provides a normative framework for analyzing strategic interactions. However, for the toolbox to be operational, the solutions it defines will have to be computed. In this paper, we provide a single reduction that…

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…

There are only limited classes of multi-player stochastic games in which independent learning is guaranteed to converge to a Nash equilibrium. Markov potential games are a key example of such classes. Prior work has outlined sets of…

Nash equilibrium is one of the most influential solution concepts in game theory. With the development of computer science and artificial intelligence, there is an increasing demand on Nash equilibrium computation, especially for Internet…