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Noncooperative game theory provides a normative framework for analyzing strategic interactions. However, for the toolbox to be operational, the solutions it defines will have to be computed. In this paper, we provide a single reduction that…

Computer Science and Game Theory · Computer Science 2007-05-23 Vincent Conitzer , Tuomas Sandholm

We consider a number of questions related to tradeoffs between reward and regret in repeated gameplay between two agents. To facilitate this, we introduce a notion of $\textit{generalized equilibrium}$ which allows for asymmetric regret…

Computer Science and Game Theory · Computer Science 2023-12-19 William Brown , Jon Schneider , Kiran Vodrahalli

This paper considers the problem of inverse reinforcement learning in zero-sum stochastic games when expert demonstrations are known to be not optimal. Compared to previous works that decouple agents in the game by assuming optimality in…

Machine Learning · Statistics 2018-06-07 Xingyu Wang , Diego Klabjan

For prediction of interacting agents' trajectories, we propose an end-to-end trainable architecture that hybridizes neural nets with game-theoretic reasoning, has interpretable intermediate representations, and transfers to downstream…

Computer Science and Game Theory · Computer Science 2022-02-21 Philipp Geiger , Christoph-Nikolas Straehle

We study the robust Nash equilibrium (RNE) for a class of games in communications systems and networks where the impact of users on each other is an additive function of their strategies. Each user measures this impact, which may be…

Computer Science and Game Theory · Computer Science 2011-09-21 Saeedeh Parsaeefard , Ahmad R. Sharafat , Mihaela van der Schaar

We present a framework that incorporates the idea of bounded rationality into dynamic stochastic pursuit-evasion games. The solution of a stochastic game is characterized, in general, by its (Nash) equilibria in feedback form. However,…

Systems and Control · Electrical Eng. & Systems 2020-03-17 Yue Guan , Dipankar Maity , Christopher M. Kroninger , Panagiotis Tsiotras

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…

Optimization and Control · Mathematics 2018-10-16 Tatiana Tatarenko , Maryam Kamgarpour

Many emerging agentic paradigms require agents to collaborate with one another (or people) to achieve shared goals. Unfortunately, existing approaches to learning policies for such collaborative problems produce brittle solutions that fail…

Machine Learning · Computer Science 2026-03-02 Chengrui Qu , Yizhou Zhang , Nicolas Lanzetti , Eric Mazumdar

The game-theoretic risk management framework put forth in the precursor reports "Towards a Theory of Games with Payoffs that are Probability-Distributions" (arXiv:1506.07368 [q-fin.EC]) and "Algorithms to Compute Nash-Equilibria in Games…

Economics · Quantitative Finance 2017-11-03 Stefan Rass

This work studies an independent natural policy gradient (NPG) algorithm for the multi-agent reinforcement learning problem in Markov potential games. It is shown that, under mild technical assumptions and the introduction of the…

Machine Learning · Computer Science 2023-10-30 Youbang Sun , Tao Liu , Ruida Zhou , P. R. Kumar , Shahin Shahrampour

In this paper, detectability is first put forward for discrete-time Markov jump linear systems with the Markov chain on a Borel space ($\Theta$, $\mathcal{B}(\Theta)$). Under the assumption that the unforced system is detectable, a…

Optimization and Control · Mathematics 2025-02-20 Chunjie Xiao , Ting Hou , Weihai Zhang , Feiqi Deng

We propose a generalization of Quantal Response Equilibrium (QRE) built on a simple premise: some actions are more focal than others. In our model, which we call the Focal Quantal Response Equilibrium (Focal QRE), each player plays a…

Theoretical Economics · Economics 2026-05-26 Matthew Kovach , Gerelt Tserenjigmid

Many autonomous agents, such as intelligent vehicles, are inherently required to interact with one another. Game theory provides a natural mathematical tool for robot motion planning in such interactive settings. However, tractable…

Robotics · Computer Science 2023-03-23 Xinjie Liu , Lasse Peters , Javier Alonso-Mora

Training multi-agent systems (MAS) to achieve realistic equilibria gives us a useful tool to understand and model real-world systems. We consider a general sum partially observable Markov game where agents of different types share a single…

Multiagent Systems · Computer Science 2020-10-26 Nelson Vadori , Sumitra Ganesh , Prashant Reddy , Manuela Veloso

We develop a general game-theoretic framework for reasoning about strategic agents performing possibly costly computation. In this framework, many traditional game-theoretic results (such as the existence of a Nash equilibrium) no longer…

Computer Science and Game Theory · Computer Science 2008-09-02 Joseph Y. Halpern , Rafael Pass

The infinite horizon risk-sensitive discounted-cost and ergodic-cost nonzero-sum stochastic games for controlled Markov chains with countably many states are analyzed. For the discounted-cost game, we prove the existence of Nash equilibrium…

Optimization and Control · Mathematics 2016-03-14 Arnab Basu , Mrinal K. Ghosh

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 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

In this work, we consider the problem of autonomous racing with multiple agents where agents must interact closely and influence each other to compete. We model interactions among agents through a game-theoretical framework and propose an…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Yixuan Jia , Maulik Bhatt , Negar Mehr

Within the context of video games the notion of perfectly rational agents can be undesirable as it leads to uninteresting situations, where humans face tough adversarial decision makers. Current frameworks for stochastic games and…

Artificial Intelligence · Computer Science 2019-01-09 Jordi Grau-Moya , Felix Leibfried , Haitham Bou-Ammar