Related papers: Last-iterate Convergence Separation between Extra-…
Policy gradient methods have become a staple of any single-agent reinforcement learning toolbox, due to their combination of desirable properties: iterate convergence, efficient use of stochastic trajectory feedback, and theoretically-sound…
We consider the problem of distributed convergence to efficient outcomes in coordination games through dynamics based on aspiration learning. Under aspiration learning, a player continues to play an action as long as the rewards received…
Self-serving, rational agents sometimes cooperate to their mutual benefit. The two-player iterated prisoner's dilemma game is a model for including the emergence of cooperation. It is generally believed that there is no simple ultimatum…
This paper considers a time-varying game with $N$ players. Every time slot, players observe their own random events and then take a control action. The events and control actions affect the individual utilities earned by each player. The…
Consider a scenario where a player chooses an action in each round $t$ out of $T$ rounds and observes the incurred cost after a delay of $d_{t}$ rounds. The cost functions and the delay sequence are chosen by an adversary. We show that in a…
The long-run behavior of multi-agent learning - and, in particular, no-regret learning - is relatively well-understood in potential games, where players have aligned interests. By contrast, in harmonic games - the strategic counterpart of…
This paper presents a learning dynamic with almost sure convergence guarantee for any stochastic game with turn-based controllers (on state transitions) as long as stage-payoffs induce a zero-sum or identical-interest game. Stage-payoffs…
Non-cooperative games serve as a powerful framework for capturing the interactions among self-interested players and have broad applicability in modeling a wide range of practical scenarios, ranging from power management to drug delivery.…
The designs of many large-scale systems today, from traffic routing environments to smart grids, rely on game-theoretic equilibrium concepts. However, as the size of an $N$-player game typically grows exponentially with $N$, standard game…
We study the problem of repeated play in a zero-sum game in which the payoff matrix may change, in a possibly adversarial fashion, on each round; we call these Online Matrix Games. Finding the Nash Equilibrium (NE) of a two player zero-sum…
In the last years, the DeepMind algorithm AlphaZero has become the state of the art to efficiently tackle perfect information two-player zero-sum games with a win/lose outcome. However, when the win/lose outcome is decided by a final score…
We analyze inertial coordination games: dynamic coordination games with an endogenously changing state that depends on (i) a persistent fundamental players privately learn about over time; and (ii) past play. The speed of learning…
In the past several years, the last-iterate convergence of the Stochastic Gradient Descent (SGD) algorithm has triggered people's interest due to its good performance in practice but lack of theoretical understanding. For Lipschitz convex…
Evolutionary game theory classically investigates which behavioral patterns are evolutionarily successful in a single game. More recently, a number of contributions have studied the evolution of preferences instead: which subjective…
Empirical evidence shows that human behaviour often deviates from game-theoretical rationality. For instance, humans may hold unrealistic expectations about future outcomes. As the evolutionary roots of such biases remain unclear, we…
We study stochastic zero-sum games on graphs, which are prevalent tools to model decision-making in presence of an antagonistic opponent in a random environment. In this setting, an important question is the one of strategy complexity: what…
Both single-player Parrondo games (SPPG) and multi-player Parrondo games (MPPG) display the Parrondo Effect (PE) wherein two or more individually fair (or Llosing) games yield a net winning outcome if alternated periodically or randomly.…
Recent successes of game-theoretic formulations in ML have caused a resurgence of research interest in differentiable games. Overwhelmingly, that research focuses on methods and upper bounds on their speed of convergence. In this work, we…
We introduce a new algorithm for the numerical computation of Nash equilibria of competitive two-player games. Our method is a natural generalization of gradient descent to the two-player setting where the update is given by the Nash…
Evolutionary game theory assumes that players replicate a highly scored player's strategy through genetic inheritance. However, when learning occurs culturally, it is often difficult to recognize someone's strategy just by observing the…