Related papers: Nash Equilibrium and Learning Dynamics in Three-Pl…
How can a social planner adaptively incentivize selfish agents who are learning in a strategic environment to induce a socially optimal outcome in the long run? We propose a two-timescale learning dynamics to answer this question in both…
In this paper, we investigate the seeking of Nash equilibrium (NE) in a non-cooperative quadratic game where all agents exchange their delayed strategy information with their neighbors. To extend best-response algorithms to the delayed…
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…
We introduce and study incentive equilibria for multi-player meanpayoff games. Incentive equilibria generalise well-studied solution concepts such as Nash equilibria and leader equilibria (also known as Stackelberg equilibria). Recall that…
Nash equilibrium is a key concept in game theory fundamental for elucidating the equilibrium state of strategic interactions, finding applications in diverse fields such as economics, political science, and biology. However, the Nash…
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…
The standard risk minimization paradigm of machine learning is brittle when operating in environments whose test distributions are different from the training distribution due to spurious correlations. Training on data from many…
We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…
We study optimal equilibria in multi-player games. An equilibrium is optimal for a player, if her payoff is maximal. A tempting approach to solving this problem is to seek optimal Nash equilibria, the standard form of equilibria where no…
Examining the behavior of multi-agent systems is vitally important to many emerging distributed applications - game theory has emerged as a powerful tool set in which to do so. The main approach of game-theoretic techniques is to model…
Multi-leader multi-follower games are a class of hierarchical games in which a collection of leaders compete in a Nash game constrained by the equilibrium conditions of another Nash game amongst the followers. The resulting equilibrium…
The overall aim of our research is to develop techniques to reason about the equilibrium properties of multi-agent systems. We model multi-agent systems as concurrent games, in which each player is a process that is assumed to act…
Strategic interactions can be represented more concisely, and analyzed and solved more efficiently, if we are aware of the symmetries within the multiagent system. Symmetries also have conceptual implications, for example for equilibrium…
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…
Zero-sum games are a fundamental setting for adversarial training and decision-making in multi-agent learning (MAL). Existing methods often ensure convergence to (approximate) Nash equilibria by introducing a form of regularization. Yet,…
We study a game between two firms in which each provide a service based on machine learning. The firms are presented with the opportunity to purchase a new corpus of data, which will allow them to potentially improve the quality of their…
We present a novel variant of fictitious play dynamics combining classical fictitious play with Q-learning for stochastic games and analyze its convergence properties in two-player zero-sum stochastic games. Our dynamics involves players…
This paper combines ideas from Q-learning and fictitious play to define three reinforcement learning procedures which converge to the set of stationary mixed Nash equilibria in identical interest discounted stochastic games. First, we…
As Large Language Models (LLMs) integrate into our social and economic interactions, we need to deepen our understanding of how humans respond to LLMs opponents in strategic settings. We present the results of the first controlled…
A growing body of work in game theory extends the traditional Stackelberg game to settings with one leader and multiple followers who play a Nash equilibrium. Standard approaches for computing equilibria in these games reformulate the…