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Stochastic games have become a prevalent framework for studying long-term multi-agent interactions, especially in the context of multi-agent reinforcement learning. In this work, we comprehensively investigate the concept of constant-memory…

Computer Science and Game Theory · Computer Science 2025-10-16 Fengming Zhu , Fangzhen Lin

This paper considers convex games involving multiple agents that aim to minimize their own cost functions using locally available information. A common assumption in the study of such games is that the agents are symmetric, meaning that…

Optimization and Control · Mathematics 2025-09-25 Zifan Wang , Xinlei Yi , Yi Shen , Michael M. Zavlanos , Karl H. Johansson

This work focuses on the entropy-regularized independent natural policy gradient (NPG) algorithm in multi-agent reinforcement learning. In this work, agents are assumed to have access to an oracle with exact policy evaluation and seek to…

Machine Learning · Computer Science 2024-05-07 Youbang Sun , Tao Liu , P. R. Kumar , Shahin Shahrampour

Understanding and predicting the behavior of large-scale multi-agents in games remains a fundamental challenge in multi-agent systems. This paper examines the role of heterogeneity in equilibrium formation by analyzing how smooth…

Computer Science and Game Theory · Computer Science 2025-07-24 Die Hu , Shuyue Hu , Chunjiang Mu , Shiqi Fan , Chen Chu , Jinzhuo Liu , Zhen Wang

In multi-agent autonomous systems, deception is a fundamental concept which characterizes the exploitation of unbalanced information to mislead victims into choosing oblivious actions. This effectively alters the system's long term…

Systems and Control · Electrical Eng. & Systems 2025-08-27 Michael Tang , Miroslav Krstic , Jorge Poveda

While Nash equilibrium in extensive-form games is well understood, very little is known about the properties of extensive-form correlated equilibrium (EFCE), both from a behavioral and from a computational point of view. In this setting,…

Computer Science and Game Theory · Computer Science 2019-10-29 Gabriele Farina , Chun Kai Ling , Fei Fang , Tuomas Sandholm

This paper presents a pioneering investigation into discrete-time two-person non-zero-sum linear quadratic (LQ) stochastic games with random coefficients. We derive necessary and sufficient conditions for the existence of open-loop Nash…

Optimization and Control · Mathematics 2025-06-24 Yiwei Wu , Xun Li , Qingxin Meng

Multiplayer games with selfish agents naturally occur in the design of distributed and embedded systems. As the goals of selfish agents are usually neither equivalent nor antagonistic to each other, such games are non zero-sum games. We…

Computer Science and Game Theory · Computer Science 2012-12-19 Thomas Brihaye , Julie De Pril , Sven Schewe

Federated learning offers a decentralized approach to machine learning, where multiple agents collaboratively train a model while preserving data privacy. In this paper, we investigate the decision-making and equilibrium behavior in…

Computer Science and Game Theory · Computer Science 2025-03-13 Lihui Yi , Xiaochun Niu , Ermin Wei

In this work, we introduce a new variant of online gradient descent, which provably converges to Nash Equilibria and simultaneously attains sublinear regret for the class of congestion games in the semi-bandit feedback setting. Our proposed…

Computer Science and Game Theory · Computer Science 2023-06-28 Ioannis Panageas , Stratis Skoulakis , Luca Viano , Xiao Wang , Volkan Cevher

Correlated Equilibrium is a solution concept that is more general than Nash Equilibrium (NE) and can lead to outcomes with better social welfare. However, its natural extension to the sequential setting, the \textit{Extensive Form…

Computer Science and Game Theory · Computer Science 2023-01-02 Chun Kai Ling , Fei Fang

We consider payoff-based learning of a generalized Nash equilibrium (GNE) in multi-agent systems. Our focus is on games with jointly convex constraints of a linear structure and strongly monotone pseudo-gradients. We present a convergent…

Optimization and Control · Mathematics 2025-07-18 Tatiana Tatarenko , Maryam Kamgarpour

Nash Equilibrium (NE) is the canonical solution concept of game theory, which provides an elegant tool to understand the rationalities. Though mixed strategy NE exists in any game with finite players and actions, computing NE in two- or…

Computer Science and Game Theory · Computer Science 2024-05-07 Xinrun Wang , Chang Yang , Shuxin Li , Pengdeng Li , Xiao Huang , Hau Chan , Bo An

We propose a novel online learning method for minimizing regret in large extensive-form games. The approach learns a function approximator online to estimate the regret for choosing a particular action. A no-regret algorithm uses these…

Artificial Intelligence · Computer Science 2015-01-05 Kevin Waugh , Dustin Morrill , J. Andrew Bagnell , Michael Bowling

In this tutorial article, we give an overview of new challenges and representative results on distributed no-regret learning in multi-agent systems modeled as repeated unknown games. Four emerging game characteristics---dynamicity,…

Computer Science and Game Theory · Computer Science 2020-02-24 Xiao Xu , Qing Zhao

In this work, we study the interaction of strategic agents in continuous action Cournot games with limited information feedback. Cournot game is the essential market model for many socio-economic systems where agents learn and compete…

Optimization and Control · Mathematics 2020-09-15 Yuanyuan Shi , Baosen Zhang

Considering a class of gradient-based multi-agent learning algorithms in non-cooperative settings, we provide local convergence guarantees to a neighborhood of a stable local Nash equilibrium. In particular, we consider continuous games…

Optimization and Control · Mathematics 2024-09-23 Benjamin Chasnov , Lillian J. Ratliff , Eric Mazumdar , Samuel A. Burden

Decentralized online learning for seeking generalized Nash equilibrium (GNE) of noncooperative games in dynamic environments is studied in this paper. Each player aims at selfishly minimizing its own time-varying cost function subject to…

Optimization and Control · Mathematics 2021-05-14 Min Meng , Xiuxian Li , Yiguang Hong , Jie Chen , Long Wang

In this work, we investigate the distributed generalized Nash equilibrium (GNE) seeking problems for $N$-coalition games with inequality constraints. First, we study the scenario where each agent in a coalition has full information of all…

Optimization and Control · Mathematics 2021-09-28 Chao Sun , Guoqiang Hu

High-precision operation of quantum computing systems must be robust to uncertainties and noises in the quantum hardware. In this paper, we show that through a game played between the uncertainties (or noises) and the controls, adversarial…

Quantum Physics · Physics 2020-05-20 Xiaozhen Ge , Haijin Ding , Herschel Rabitz , Rebing Wu