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Multi-agent imitation learning (MA-IL) aims to learn optimal policies from expert demonstrations of interactions in multi-agent interactive domains. Despite existing guarantees on the performance of the resulting learned policies,…

Machine Learning · Computer Science 2026-02-25 Antoine Bergerault , Volkan Cevher , Negar Mehr

The thriving field of multi-agent reinforcement learning (MARL) studies how a group of interacting agents make decisions autonomously in a shared dynamic environment. Existing theoretical studies in this area suffer from at least two of the…

Machine Learning · Computer Science 2025-12-02 Na Li , Yuchen Jiao , Hangguan Shan , Shefeng Yan

We study a game between liquidity provider and liquidity taker agents interacting in an over-the-counter market, for which the typical example is foreign exchange. We show how a suitable design of parameterized families of reward functions…

Multiagent Systems · Computer Science 2023-08-02 Nelson Vadori , Leo Ardon , Sumitra Ganesh , Thomas Spooner , Selim Amrouni , Jared Vann , Mengda Xu , Zeyu Zheng , Tucker Balch , Manuela Veloso

Recent trends in Agent Computational Economics research, envelop a government agent in the model of the economy, whose decisions are based on learning algorithms. In this paper we try to evaluate the performance of simulated annealing in…

Optimization and Control · Mathematics 2009-06-26 Mattheos K. Protopapas , Elias B. Kosmatopoulos

We study a heterogeneous agent macroeconomic model with an infinite number of households and firms competing in a labor market. Each household earns income and engages in consumption at each time step while aiming to maximize a concave…

General Economics · Economics 2023-03-10 Ruitu Xu , Yifei Min , Tianhao Wang , Zhaoran Wang , Michael I. Jordan , Zhuoran Yang

We consider multi-agent decision making, where each agent optimizes its cost function subject to constraints. Agents' actions belong to a compact convex Euclidean space and the agents' cost functions are coupled. We propose a distributed…

Optimization and Control · Mathematics 2016-12-01 Tatiana Tatarenko , Maryam Kamgarpour

Multi-agent reinforcement learning (MARL) models multiple agents that interact and learn within a shared environment. This paradigm is applicable to various industrial scenarios such as autonomous driving, quantitative trading, and…

Artificial Intelligence · Computer Science 2023-06-14 Xianliang Yang , Zhihao Liu , Wei Jiang , Chuheng Zhang , Li Zhao , Lei Song , Jiang Bian

We discuss the problem of decentralized multi-agent reinforcement learning (MARL) in this work. In our setting, the global state, action, and reward are assumed to be fully observable, while the local policy is protected as privacy by each…

Multiagent Systems · Computer Science 2021-11-02 Kuo Li , Qing-Shan Jia

This paper investigates the evaluation of learned multiagent strategies in the incomplete information setting, which plays a critical role in ranking and training of agents. Traditionally, researchers have relied on Elo ratings for this…

Multiagent Systems · Computer Science 2020-01-13 Mark Rowland , Shayegan Omidshafiei , Karl Tuyls , Julien Perolat , Michal Valko , Georgios Piliouras , Remi Munos

In human society, the conflict between self-interest and collective well-being often obstructs efforts to achieve shared welfare. Related concepts like the Tragedy of the Commons and Social Dilemmas frequently manifest in our daily lives.…

Multiagent Systems · Computer Science 2025-06-17 Yue Jin , Shuangqing Wei , Giovanni Montana

Multi-agent games in dynamic nonlinear settings are challenging due to the time-varying interactions among the agents and the non-stationarity of the (potential) Nash equilibria. In this paper we consider model-free games, where agent…

Systems and Control · Electrical Eng. & Systems 2025-09-24 Eduardo Sebastián , Maitrayee Keskar , Eeman Iqbal , Eduardo Montijano , Carlos Sagüés , Nikolay Atanasov

We investigate Nash equilibrium learning in a competitive Markov Game (MG) environment, where multiple agents compete, and multiple Nash equilibria can exist. In particular, for an oligopolistic dynamic pricing environment, exact Nash…

Computer Science and Game Theory · Computer Science 2024-03-05 Larkin Liu

We develop a scheme based on active learning to compute equilibria in a generalized Nash equilibrium problem (GNEP). Specifically, an external observer (or entity), with little knowledge on the multi-agent process at hand, collects sensible…

Optimization and Control · Mathematics 2025-05-08 Barbara Franci , Filippo Fabiani , Alberto Bemporad

Pommerman is a multi-agent environment that has received considerable attention from researchers in recent years. This environment is an ideal benchmark for multi-agent training, providing a battleground for two teams with communication…

Multiagent Systems · Computer Science 2025-01-09 Nhat-Minh Huynh , Hoang-Giang Cao , I-Chen Wu

When solving two-player zero-sum games, multi-agent reinforcement learning (MARL) algorithms often create populations of agents where, at each iteration, a new agent is discovered as the best response to a mixture over the opponent…

Artificial Intelligence · Computer Science 2021-11-02 Xidong Feng , Oliver Slumbers , Ziyu Wan , Bo Liu , Stephen McAleer , Ying Wen , Jun Wang , Yaodong Yang

Reinforcement learning has significant applications for multi-agent systems, especially in unknown dynamic environments. However, most multi-agent reinforcement learning (MARL) algorithms suffer from such problems as exponential computation…

Multiagent Systems · Computer Science 2016-04-01 Luowei Zhou , Pei Yang , Chunlin Chen , Yang Gao

Cooperatively planning for multiple agents has been proposed as a promising method for strategic and motion planning for automated vehicles. By taking into account the intent of every agent, the ego agent can incorporate future interactions…

Robotics · Computer Science 2021-10-01 Tobias Kessler , Klemens Esterle , Alois Knoll

Imitation learning algorithms can be used to learn a policy from expert demonstrations without access to a reward signal. However, most existing approaches are not applicable in multi-agent settings due to the existence of multiple (Nash)…

Machine Learning · Computer Science 2018-07-27 Jiaming Song , Hongyu Ren , Dorsa Sadigh , Stefano Ermon

Multi-agent learning algorithms have been shown to display complex, unstable behaviours in a wide array of games. In fact, previous works indicate that convergent behaviours are less likely to occur as the total number of agents increases.…

Computer Science and Game Theory · Computer Science 2024-03-26 Aamal Hussain , Dan Leonte , Francesco Belardinelli , Georgios Piliouras

This work leverages adaptive social learning to estimate partially observable global states in multi-agent reinforcement learning (MARL) problems. Unlike existing methods, the proposed approach enables the concurrent operation of social…

Multiagent Systems · Computer Science 2025-08-11 Ainur Zhaikhan , Malek Khammassi , Ali H. Sayed