Related papers: Learning with Delayed Payoffs in Population Games …

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…

We consider multi-agent decision making, where each agent optimizes its cost function subject to constraints. Agents' actions belong to a compact convex Euclidean space and the agents' cost functions are coupled. We propose a distributed…

Large language models (LLMs) are increasingly deployed to support human decision-making. This use of LLMs has concerning implications, especially when their prescriptions affect the welfare of others. To gauge how LLMs make social…

In this paper, we propose a passivity-based methodology for analysis and design of reinforcement learning in multi-agent finite games. Starting from a known exponentially-discounted reinforcement learning scheme, we show that convergence to…

This paper establishes a new and comprehensive theoretical analysis for the application of reinforcement learning (RL) in high-frequency market making. We bridge the modern RL theory and the continuous-time statistical models in…

Multi-agent learning algorithms have been shown to display complex, unstable behaviours in a wide array of games. In fact, previous works indicate that convergent behaviours are less likely to occur as the total number of agents increases.…

When deployed in the world, a learning agent such as a recommender system or a chatbot often repeatedly interacts with another learning agent (such as a user) over time. In many such two-agent systems, each agent learns separately and the…

Large language models are increasingly used in strategic decision-making settings, yet evidence shows that, like humans, they often deviate from full rationality. In this study, we compare LLMs and humans using experimental paradigms…

Robust Reinforcement Learning (RL) focuses on improving performances under model errors or adversarial attacks, which facilitates the real-life deployment of RL agents. Robust Adversarial Reinforcement Learning (RARL) is one of the most…

Network coordination games are widely used to model collaboration among interconnected agents, with applications across diverse domains including economics, robotics, and cyber-security. We consider networks of bounded-rational agents who…

Learning in zero-sum games studies a situation where multiple agents competitively learn their strategy. In such multi-agent learning, we often see that the strategies cycle around their optimum, i.e., Nash equilibrium. When a game…

We consider model-based reinforcement learning in finite Markov De- cision Processes (MDPs), focussing on so-called optimistic strategies. In MDPs, optimism can be implemented by carrying out extended value it- erations under a constraint…

We study strategic interaction in linear-quadratic network games where agents act on subjective, misspecified models of their environment. Agents observe noisy aggregate signals generated by local network externalities and interpret them…

We introduce a novel class of Nash equilibrium seeking dynamics for non-cooperative games with a finite number of players, where the convergence to the Nash equilibrium is bounded by a KL function with a settling time that can be upper…

This paper studies a class of strongly monotone games involving non-cooperative agents that optimize their own time-varying cost functions. We assume that the agents can observe other agents' historical actions and choose actions that best…

Recent extensions to dynamic games of the well-known fictitious play learning procedure in static games were proved to globally converge to stationary Nash equilibria in two important classes of dynamic games (zero-sum and…

In population games, a large population of players, modeled as a continuum, is divided into subpopulations, and the fitness or payoff of each subpopulation depends on the overall population composition. Evolutionary dynamics describe how…

When solving two-player zero-sum games, multi-agent reinforcement learning (MARL) algorithms often create populations of agents where, at each iteration, a new agent is discovered as the best response to a mixture over the opponent…

Learning by experience in Multi-Agent Systems (MAS) is a difficult and exciting task, due to the lack of stationarity of the environment, whose dynamics evolves as the population learns. In order to design scalable algorithms for systems…

In game-theoretic learning, several agents are simultaneously following their individual interests, so the environment is non-stationary from each player's perspective. In this context, the performance of a learning algorithm is often…