Related papers: A Black-box Approach for Non-stationary Multi-agen…

We study decentralized equilibrium selection in stochastic games under severe information and communication constraints. In such settings, convergence to equilibrium alone is insufficient, as stochastic games typically admit many equilibria…

Collaborative multi-agent reinforcement learning has rapidly evolved, offering state-of-the-art algorithms for real-world applications, including sensitive domains. However, a key challenge to its widespread adoption is the lack of a…

We study a two-player zero-sum game in which the row player aims to maximize their payoff against a competing column player, under an unknown payoff matrix estimated through bandit feedback. We propose three algorithms based on the…

In repeated interaction problems with adaptive agents, our objective often requires anticipating and optimizing over the space of possible agent responses. We show that many problems of this form can be cast as instances of online…

In the literature on game-theoretic equilibrium finding, focus has mainly been on solving a single game in isolation. In practice, however, strategic interactions -- ranging from routing problems to online advertising auctions -- evolve…

Game theory provides essential analysis in many applications of strategic interactions. However, the question of how to construct a game model and what is its fidelity is seldom addressed. In this work, we consider learning in a class of…

We consider a combinatorial multi-armed bandit problem for maximum value reward function under maximum value and index feedback. This is a new feedback structure that lies in between commonly studied semi-bandit and full-bandit feedback…

Multi-agent reinforcement learning (MARL) problems are challenging due to information asymmetry. To overcome this challenge, existing methods often require high level of coordination or communication between the agents. We consider…

We consider a collaborative online learning paradigm, wherein a group of agents connected through a social network are engaged in playing a stochastic multi-armed bandit game. Each time an agent takes an action, the corresponding reward is…

We study the open question of how players learn to play a social optimum pure-strategy Nash equilibrium (PSNE) through repeated interactions in general-sum coordination games. A social optimum of a game is the stable Pareto-optimal state…

Non-stationary environments are challenging for reinforcement learning algorithms. If the state transition and/or reward functions change based on latent factors, the agent is effectively tasked with optimizing a behavior that maximizes…

Best-of-both-worlds algorithms for online learning which achieve near-optimal regret in both the adversarial and the stochastic regimes have received growing attention recently. Existing techniques often require careful adaptation to every…

Autonomous and learning agents increasingly participate in markets - setting prices, placing bids, ordering inventory. Such agents are not just aiming to optimize in an uncertain environment; they are making decisions in a game-theoretical…

In this paper, we examine the convergence landscape of multi-agent learning under uncertainty. Specifically, we analyze two stochastic models of regularized learning in continuous games -- one in continuous and one in discrete time with the…

An abundance of recent impossibility results establish that regret minimization in Markov games with adversarial opponents is both statistically and computationally intractable. Nevertheless, none of these results preclude the possibility…

We provide a complete characterization for uniqueness of equilibria in unconstrained polymatrix games. We show that while uniqueness is natural for coordination and general polymatrix games, zero-sum games require that the dimension of the…

We formulate computation offloading as a decentralized decision-making problem with autonomous agents. We design an interaction mechanism that incentivizes agents to align private and system goals by balancing between competition and…

No-regret learning has a long history of being closely connected to game theory. Recent works have devised uncoupled no-regret learning dynamics that, when adopted by all the players in normal-form games, converge to various equilibrium…

We introduce robustness in \textit{restless multi-armed bandits} (RMABs), a popular model for constrained resource allocation among independent stochastic processes (arms). Nearly all RMAB techniques assume stochastic dynamics are precisely…

The increasing use of autonomous and semi-autonomous agents in society has made it crucial to validate their safety. However, the complex scenarios in which they are used may make formal verification impossible. To address this challenge,…