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H{\infty} control of nonlinear continuous-time system depends on the solution of the Hamilton-Jacobi-Isaacs (HJI) equation, which has been proved impossible to obtain a closed-form solution due to the nonlinearity of HJI equation. In order…

Systems and Control · Electrical Eng. & Systems 2024-03-20 Qi Wang

We study computationally efficient methods for finding equilibria in n-player general-sum games, specifically ones that afford complex visuomotor skills. We show how existing methods would struggle in this setting, either computationally or…

Artificial Intelligence · Computer Science 2024-01-11 Siqi Liu , Luke Marris , Marc Lanctot , Georgios Piliouras , Joel Z. Leibo , Nicolas Heess

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…

Systems and Control · Computer Science 2014-01-21 Abhishek Gupta , Ashutosh Nayyar , Cedric Langbort , Tamer Basar

This paper is an exposition of algorithms for finding one or all equilibria of a bimatrix game (a two-player game in strategic form) in the style of a chapter in a graduate textbook. Using labeled "best-response polytopes", we present the…

Computer Science and Game Theory · Computer Science 2021-02-10 Bernhard von Stengel

Hamilton-Jacobi partial differential equations (HJ PDEs) have deep connections with a wide range of fields, including optimal control, differential games, and imaging sciences. By considering the time variable to be a higher dimensional…

Machine Learning · Computer Science 2023-12-12 Paula Chen , Tingwei Meng , Zongren Zou , Jérôme Darbon , George Em Karniadakis

We train two neural networks adversarially to play static games. At each iteration, a row and column network observe a new random bimatrix game and output individual mixed strategies. The parameters of each network are independently updated…

Theoretical Economics · Economics 2025-05-09 Daniele Condorelli , Massimiliano Furlan

We study a two-player zero-sum stochastic differential game with both players adopting impulse controls, on a finite time horizon. The Hamilton-Jacobi-Bellman-Isaacs (HJBI) partial differential equation of the game turns out to be a…

Probability · Mathematics 2012-06-26 Andrea Cosso

We present a polynomial-time algorithm that always finds an (approximate) Nash equilibrium for repeated two-player stochastic games. The algorithm exploits the folk theorem to derive a strategy profile that forms an equilibrium by…

Computer Science and Game Theory · Computer Science 2012-06-18 Enrique Munoz de Cote , Michael L. Littman

We use a simple N-player stochastic game with idiosyncratic and common noises to introduce the concept of Master Equation originally proposed by Lions in his lectures at the Coll\`ege de France. Controlling the limit N tends to the infinity…

Probability · Mathematics 2014-04-30 René Carmona , Francois Delarue

Multi-agent reinforcement learning has made substantial empirical progresses in solving games with a large number of players. However, theoretically, the best known sample complexity for finding a Nash equilibrium in general-sum games…

Machine Learning · Computer Science 2022-04-01 Ziang Song , Song Mei , Yu Bai

In swarm robotics, confrontation including the pursuit-evasion game is a key scenario. High uncertainty caused by unknown opponents' strategies, dynamic obstacles, and insufficient training complicates the action space into a hybrid…

Robotics · Computer Science 2024-10-28 Qizhen Wu , Kexin Liu , Lei Chen , Jinhu Lü

Artificial intelligence and robotic competitions are accompanied by a class of game paradigms in which each player privately commits a strategy to a game system which simulates the game using the collected joint strategy and then returns…

Computer Science and Game Theory · Computer Science 2022-04-28 Rui Yan , Weixian Zhang , Ruiliang Deng , Xiaoming Duan , Zongying Shi , Yisheng Zhong

We study a multi-agent decision problem in large population games. Agents from multiple populations select strategies for repeated interactions with one another. At each stage of these interactions, agents use their decision-making model to…

Systems and Control · Electrical Eng. & Systems 2024-12-31 Shinkyu Park , Naomi Ehrich Leonard

We consider the problem of finding stationary Nash equilibria (NE) in a finite discounted general-sum stochastic game. We first generalize a non-linear optimization problem from Filar and Vrieze [2004] to a $N$-player setting and break down…

Computer Science and Game Theory · Computer Science 2015-07-06 H. L Prasad , L. A. Prashanth , Shalabh Bhatnagar

Evolution of agents' dynamics of multiagent systems under consensus protocol in the face of jamming attacks is discussed, where centralized parties are able to influence the control signals of the agents. In this paper we focus on a…

Systems and Control · Electrical Eng. & Systems 2023-03-14 Yurid Nugraha , Tomohisa Hayakawa , Hideaki Ishii , Ahmet Cetinkaya , Quanyan Zhu

We study the complexity of computing equilibria in binary public goods games on undirected graphs. In such a game, players correspond to vertices in a graph and face a binary choice of performing an action, or not. Each player's decision…

Computer Science and Game Theory · Computer Science 2023-05-22 Max Klimm , Maximilian J. Stahlberg

This paper presents a general mean-field game (GMFG) framework for simultaneous learning and decision-making in stochastic games with a large population. It first establishes the existence of a unique Nash Equilibrium to this GMFG, and…

Machine Learning · Computer Science 2023-01-05 Xin Guo , Anran Hu , Renyuan Xu , Junzi Zhang

We study multi-player general-sum Markov games with one of the players designated as the leader and the other players regarded as followers. In particular, we focus on the class of games where the followers are myopic, i.e., they aim to…

Machine Learning · Computer Science 2021-12-28 Han Zhong , Zhuoran Yang , Zhaoran Wang , Michael I. Jordan

We study Nash equilibria learning of a general-sum stochastic game with an unknown transition probability density function. Agents take actions at the current environment state and their joint action influences the transition of the…

Systems and Control · Electrical Eng. & Systems 2022-10-19 Yan Chen , Tao Li

In many settings where multiple agents interact, the optimal choices for each agent depend heavily on the choices of the others. These coupled interactions are well-described by a general-sum differential game, in which players have…

Robotics · Computer Science 2020-05-07 Lasse Peters , David Fridovich-Keil , Claire J. Tomlin , Zachary N. Sunberg
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