Related papers: Multi-Player Zero-Sum Markov Games with Networked …

One of the natural objectives of the field of the social networks is to predict agents' behaviour. To better understand the spread of various products through a social network arXiv:1105.2434 introduced a threshold model, in which the nodes…

Many real-world strategic games involve interactions between multiple players. We study a hierarchical multi-player game structure, where players with asymmetric roles can be separated into leaders and followers, a setting often referred to…

We develop a probabilistic approach to continuous-time finite state mean field games. Based on an alternative description of continuous-time Markov chain by means of semimartingale and the weak formulation of stochastic optimal control, our…

The paper is concerned with a zero-sum continuous-time stochastic differential game with a dynamics controlled by a Markov process and a terminal payoff. The value function of the original game is estimated using the value function of a…

Classical multi-agent reinforcement learning (MARL) assumes risk neutrality and complete objectivity for agents. However, in settings where agents need to consider or model human economic or social preferences, a notion of risk must be…

Noncooperative game-theoretic tools have been increasingly used to study many important resource allocation problems in communications, networking, smart grids, and portfolio optimization. In this paper, we consider a general class of…

We consider the problem of decentralized multi-agent reinforcement learning in Markov games. A fundamental question is whether there exist algorithms that, when adopted by all agents and run independently in a decentralized fashion, lead to…

Interactions among selfish users sharing a common transmission channel can be modeled as a non-cooperative game using the game theory framework. When selfish users choose their transmission probabilities independently without any…

We propose a type of non-cooperative game, termed multi-cluster aggregative game, which is composed of clusters as players, where each cluster consists of collaborative agents with cost functions depending on their own decisions and the…

This letter studies multi-agent reinforcement learning in partially observable Markov potential games. Solving this problem is challenging due to partial observability, decentralized information, and the curse of dimensionality. First, to…

We study the problem of learning a Nash equilibrium (NE) in an imperfect information game (IIG) through self-play. Precisely, we focus on two-player, zero-sum, episodic, tabular IIG under the perfect-recall assumption where the only…

While in two-player zero-sum games the Nash equilibrium is a well-established prescriptive notion of optimal play, its applicability as a prescriptive tool beyond that setting is limited. Consequently, the study of decentralized learning…

Existing studies on provably efficient algorithms for Markov games (MGs) almost exclusively build on the "optimism in the face of uncertainty" (OFU) principle. This work focuses on a different approach of posterior sampling, which is…

We study two person nonzero-sum stochastic differential games with risk-sensitive discounted and ergodic cost criteria. Under certain conditions we establish a Nash equilibrium in Markov strategies for the discounted cost criterion and a…

We study a stochastic game framework with dynamic set of players, for modeling and analyzing their computational investment strategies in distributed computing. Players obtain a certain reward for solving the problem or for providing their…

We study agents competing against each other in a repeated network zero-sum game while applying the multiplicative weights update (MWU) algorithm with fixed learning rates. In our implementation, agents select their strategies…

We study a model of two-player, zero-sum, stopping games with asymmetric information. We assume that the payoff depends on two continuous-time Markov chains (X, Y), where X is only observed by player 1 and Y only by player 2, implying that…

We propose a new class of games, called Multi-Games (MG), in which a given number of players play a fixed number of basic games simultaneously. In each round of the MG, each player will have a specific set of weights, one for each basic…

In this paper, we present a model of a game among teams. Each team consists of a homogeneous population of agents. Agents within a team are cooperative while the teams compete with other teams. The dynamics and the costs are coupled through…

This article introduces a class of $Nash$ games among $Stackelberg$ players ($NASPs$), namely, a class of simultaneous non-cooperative games where the players solve sequential Stackelberg games. Specifically, each player solves a…