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It is known that there are uncoupled learning heuristics leading to Nash equilibrium in all finite games. Why should players use such learning heuristics and where could they come from? We show that there is no uncoupled learning heuristic…

Computer Science and Game Theory · Computer Science 2015-04-27 Burkhard C. Schipper

Mean-field reinforcement learning has become a popular theoretical framework for efficiently approximating large-scale multi-agent reinforcement learning (MARL) problems exhibiting symmetry. However, questions remain regarding the…

Computer Science and Game Theory · Computer Science 2024-02-09 Batuhan Yardim , Artur Goldman , Niao He

Policy gradient methods enjoy strong practical performance in numerous tasks in reinforcement learning. Their theoretical understanding in multiagent settings, however, remains limited, especially beyond two-player competitive and potential…

Computer Science and Game Theory · Computer Science 2023-12-22 Ioannis Anagnostides , Ioannis Panageas , Gabriele Farina , Tuomas Sandholm

In multi-agent reinforcement learning (MARL), self-interested agents attempt to establish equilibrium and achieve coordination depending on game structure. However, existing MARL approaches are mostly bound by the simultaneous actions of…

Multiagent Systems · Computer Science 2023-12-12 Bin Zhang , Lijuan Li , Zhiwei Xu , Dapeng Li , Guoliang Fan

Contemporary applications of machine learning in two-team e-sports and the superior expressivity of multi-agent generative adversarial networks raise important and overlooked theoretical questions regarding optimization in two-team games.…

Computer Science and Game Theory · Computer Science 2023-04-18 Fivos Kalogiannis , Ioannis Panageas , Emmanouil-Vasileios Vlatakis-Gkaragkounis

In this paper we present a novel generic mapping between Graphical Games and Markov Random Fields so that pure Nash equilibria in the former can be found by statistical inference on the latter. Thus, the problem of deciding whether a…

Computer Science and Game Theory · Computer Science 2007-05-23 Constantinos Daskalakis

This paper investigates the challenge of learning in black-box games, where the underlying utility function is unknown to any of the agents. While there is an extensive body of literature on the theoretical analysis of algorithms for…

Machine Learning · Computer Science 2024-11-15 Minbiao Han , Fengxue Zhang , Yuxin Chen

Dynamic games provide a fundamental framework for multi-agent decision-making over time, yet computing feedback Nash equilibria (FNEs) in infinite-horizon discrete-time linear-quadratic (LQ) settings remains computationally challenging.…

Systems and Control · Electrical Eng. & Systems 2026-03-11 Shengyuan Huang , Xiaoguang Yang , Yifen Mu , Wenjun Mei

We initiate the study of how to perturb the reward in a zero-sum Markov game with two players to induce a desirable Nash equilibrium, namely arbitrating. Such a problem admits a bi-level optimization formulation. The lower level requires…

Multiagent Systems · Computer Science 2023-02-21 Jing Wang , Meichen Song , Feng Gao , Boyi Liu , Zhaoran Wang , Yi Wu

This paper studies the finite-time horizon Markov games where the agents' dynamics are decoupled but the rewards can possibly be coupled across agents. The policy class is restricted to local policies where agents make decisions using their…

Computer Science and Game Theory · Computer Science 2023-04-11 Runyu Zhang , Yuyang Zhang , Rohit Konda , Bryce Ferguson , Jason Marden , Na Li

Robustness against adversarial attacks and distribution shifts is a long-standing goal of Reinforcement Learning (RL). To this end, Robust Adversarial Reinforcement Learning (RARL) trains a protagonist against destabilizing forces exercised…

Machine Learning · Computer Science 2023-11-06 Aryaman Reddi , Maximilian Tölle , Jan Peters , Georgia Chalvatzaki , Carlo D'Eramo

We propose a multi-agent based computational framework for modeling decision-making and strategic interaction at micro level for smart vehicles in a smart world. The concepts of Markov game and best response dynamics are heavily leveraged.…

Multiagent Systems · Computer Science 2022-01-05 Qi Dai , Xunnong Xu , Wen Guo , Suzhou Huang , Dimitar Filev

We extend anytime constraints to the Markov game setting and the corresponding solution concept of an anytime-constrained equilibrium (ACE). Then, we present a comprehensive theory of anytime-constrained equilibria that includes (1) a…

Machine Learning · Computer Science 2025-03-05 Jeremy McMahan

We study offline multi-agent reinforcement learning (RL) in Markov games, where the goal is to learn an approximate equilibrium -- such as Nash equilibrium and (Coarse) Correlated Equilibrium -- from an offline dataset pre-collected from…

Machine Learning · Computer Science 2023-02-07 Yuheng Zhang , Yu Bai , Nan Jiang

Computational tractability and social welfare (aka. efficiency) of equilibria are two fundamental but in general orthogonal considerations in algorithmic game theory. Nevertheless, we show that when (approximate) full efficiency can be…

Computer Science and Game Theory · Computer Science 2025-01-10 Ioannis Anagnostides , Tuomas Sandholm

In this paper, we study the problem of multiple stochastic agents interacting in a dynamic game scenario with continuous state and action spaces. We define a new notion of stochastic Nash equilibrium for boundedly rational agents, which we…

Optimization and Control · Mathematics 2021-10-05 Negar Mehr , Mingyu Wang , Mac Schwager

In the study of reactive systems, qualitative properties are usually easier to model and analyze than quantitative properties. This is especially true in systems where mutually beneficial cooperation between agents is possible, such as…

Computer Science and Game Theory · Computer Science 2023-05-18 Senthil Rajasekaran , Suguman Bansal , Moshe Y. Vardi

We study reinforcement learning for two-player zero-sum Markov games with simultaneous moves in the finite-horizon setting, where the transition kernel of the underlying Markov games can be parameterized by a linear function over the…

Machine Learning · Computer Science 2022-04-21 Zixiang Chen , Dongruo Zhou , Quanquan Gu

Multi-agent reinforcement learning (MARL) holds great potential but faces robustness challenges due to environmental uncertainty. To address this, distributionally robust Markov games (RMGs) optimize worst-case performance when the…

Machine Learning · Computer Science 2026-05-08 Jingchu Gai , Laixi Shi

While Online Gradient Descent and other no-regret learning procedures are known to efficiently converge to a coarse correlated equilibrium in games where each agent's utility is concave in their own strategy, this is not the case when…

Computer Science and Game Theory · Computer Science 2025-04-22 Yang Cai , Constantinos Daskalakis , Haipeng Luo , Chen-Yu Wei , Weiqiang Zheng
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