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In various economic environments, people observe other people with whom they strategically interact. We can model such information-sharing relations as an information network, and the strategic interactions as a game on the network. When…

Methodology · Statistics 2019-11-27 Nathan Canen , Jacob Schwartz , Kyungchul Song

Nash equilibrium is used as a model to explain the observed behavior of players in strategic settings. For example, in many empirical applications we observe player behavior, and the problem is to determine if there exist payoffs for the…

Computer Science and Game Theory · Computer Science 2014-09-30 Siddharth Barman , Umang Bhaskar , Federico Echenique , Adam Wierman

We develop a scheme based on active learning to compute equilibria in a generalized Nash equilibrium problem (GNEP). Specifically, an external observer (or entity), with little knowledge on the multi-agent process at hand, collects sensible…

Optimization and Control · Mathematics 2025-05-08 Barbara Franci , Filippo Fabiani , Alberto Bemporad

We study a multi-player stochastic differential game, where agents interact through their joint price impact on an asset that they trade to exploit a common trading signal. In this context, we prove that a closed-loop Nash equilibrium…

Mathematical Finance · Quantitative Finance 2023-06-23 Alessandro Micheli , Johannes Muhle-Karbe , Eyal Neuman

The majority of Multi-Agent Reinforcement Learning (MARL) literature equates the cooperation of self-interested agents in mixed environments to the problem of social welfare maximization, allowing agents to arbitrarily share rewards and…

Multiagent Systems · Computer Science 2023-06-16 Dmitry Ivanov , Ilya Zisman , Kirill Chernyshev

Network games provide a natural machinery to compactly represent strategic interactions among agents whose payoffs exhibit sparsity in their dependence on the actions of others. Besides encoding interaction sparsity, however, real networks…

Computational Engineering, Finance, and Science · Computer Science 2021-01-22 Kun Jin , Yevgeniy Vorobeychik , Mingyan Liu

Large Language Model (LLM) agents are increasingly deployed in multi-agent systems requiring strategic coordination. While recent work has analyzed LLM behavior in two-player games, coalition formation, where $n$ agents dynamically form…

Computer Science and Game Theory · Computer Science 2026-04-17 Dongxin Guo , Jikun Wu , Siu-Ming Yiu

Cooperation is fundamental in Multi-Agent Systems (MAS) and Multi-Agent Reinforcement Learning (MARL), often requiring agents to balance individual gains with collective rewards. In this regard, this paper aims to investigate strategies to…

Computer Science and Game Theory · Computer Science 2024-05-06 Vaigarai Sathi , Sabahat Shaik , Jaswanth Nidamanuri

Chance-constrained correlated equilibrium enables coordination of noncooperative agents under cost uncertainty through probabilistic incentive-compatibility guarantees. However, computing such equilibria becomes intractable in large-scale…

Computer Science and Game Theory · Computer Science 2026-04-03 Jaehan Im , David Fridovich-Keil , Ufuk Topcu

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

Modeling the purposeful behavior of imperfect agents from a small number of observations is a challenging task. When restricted to the single-agent decision-theoretic setting, inverse optimal control techniques assume that observed behavior…

Computer Science and Game Theory · Computer Science 2015-03-19 Kevin Waugh , Brian D. Ziebart , J. Andrew Bagnell

We study the distribution of strategies in a large game that models how agents choose among different double auction markets. We classify the possible mean field Nash equilibria, which include potentially segregated states where an agent…

Computer Science and Game Theory · Computer Science 2018-09-05 Robin Nicole , Peter Sollich

This paper focuses on the coordination of a large population of dynamic agents with private information over multiple periods. Each agent maximizes the individual utility, while the coordinator determines the market rule to achieve group…

Systems and Control · Computer Science 2015-10-05 Sen Li , Wei Zhang

Executing actions in a correlated manner is a common strategy for human coordination that often leads to better cooperation, which is also potentially beneficial for cooperative multi-agent reinforcement learning (MARL). However, the recent…

Multiagent Systems · Computer Science 2023-06-06 Dingyang Chen , Qi Zhang

In many cases the Nash equilibria are not predictive of the experimental players' behaviour. For some games of Game Theory it is proposed here a method to estimate the probabilities with which the different options will be actually chosen…

Optimization and Control · Mathematics 2014-04-10 Cesco Reale

Multi-agent imitation learning (MA-IL) aims to learn optimal policies from expert demonstrations of interactions in multi-agent interactive domains. Despite existing guarantees on the performance of the resulting learned policies,…

Machine Learning · Computer Science 2026-02-25 Antoine Bergerault , Volkan Cevher , Negar Mehr

In this paper I discuss truthful equilibria in common agency models. Specifically, I provide general conditions under which truthful equilibria are plausible, easy to calculate and efficient. These conditions generalize similar results in…

Theoretical Economics · Economics 2020-08-03 Ilias Boultzis

Collaborative machine learning (CML) provides a promising paradigm for democratizing advanced technologies by enabling cost-sharing among participants. However, the potential for rent-seeking behaviors among parties can undermine such…

Machine Learning · Computer Science 2025-01-03 Bingchen Wang , Zhaoxuan Wu , Fusheng Liu , Bryan Kian Hsiang Low

In repeated games, cooperation is possible in equilibrium only if players are sufficiently patient, and long-term gains from cooperation outweigh short-term gains from deviation. What happens if the players have incomplete information…

Economics · Quantitative Finance 2019-01-23 Cy Maor , Eilon Solan

Modeling the purposeful behavior of imperfect agents from a small number of observations is a challenging task. When restricted to the single-agent decision-theoretic setting, inverse optimal control techniques assume that observed behavior…

Computer Science and Game Theory · Computer Science 2013-08-19 Kevin Waugh , Brian D. Ziebart , J. Andrew Bagnell
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