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We consider a repeatedly played generalized Nash equilibrium game. This induces a multi-agent online learning problem with joint constraints. An important challenge in this setting is that the feasible set for each agent depends on the…

Machine Learning · Computer Science 2024-10-04 Sarah Sachs , Hedi Hadiji , Tim van Erven , Mathias Staudigl

We initiate the study of structured Stackelberg games, a novel form of strategic interaction between a leader and a follower where contextual information can be predictive of the follower's (unknown) type. Motivated by applications such as…

Computer Science and Game Theory · Computer Science 2026-05-18 Maria-Florina Balcan , Kiriaki Fragkia , Keegan Harris

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

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

Network games provide a natural machinery to compactly represent strategic interactions among agents whose payoffs exhibit sparsity in their dependence on the actions of others. Besides encoding interaction sparsity, however, real networks…

Computational Engineering, Finance, and Science · Computer Science 2021-01-22 Kun Jin , Yevgeniy Vorobeychik , Mingyan Liu

Many real-world multi-agent interactions consider multiple distinct criteria, i.e. the payoffs are multi-objective in nature. However, the same multi-objective payoff vector may lead to different utilities for each participant. Therefore,…

Multiagent Systems · Computer Science 2020-11-17 Roxana Rădulescu , Timothy Verstraeten , Yijie Zhang , Patrick Mannion , Diederik M. Roijers , Ann Nowé

We consider a controlled linear-quadratic (LQ) large-population system with mixture of three types agents: major leader, minor leaders and minor followers. The Stackelberg-Nash-Cournot (SNC) approximate equilibrium is studied by a…

Optimization and Control · Mathematics 2019-05-28 Kehan Si , James Huang , Zhen Wu

Game theory has been developed by scientists as a theory of strategic interaction among players who are supposed to be perfectly rational. These strategic interactions might have been presented in an auction, a business negotiation, a chess…

Computer Science and Game Theory · Computer Science 2020-04-07 Medet Kanmaz , Elif Surer

We study a class of games in which a finite number of agents each controls a quantity of flow to be routed through a network, and are able to split their own flow between multiple paths through the network. Recent work on this model has…

Computer Science and Game Theory · Computer Science 2007-11-09 P. W. Goldberg , P. Polpinit

Progress in machine learning is measured by careful evaluation on problems of outstanding common interest. However, the proliferation of benchmark suites and environments, adversarial attacks, and other complications has diluted the basic…

Machine Learning · Computer Science 2018-11-01 David Balduzzi , Karl Tuyls , Julien Perolat , Thore Graepel

Mean Field Games (MFGs) can potentially scale multi-agent systems to extremely large populations of agents. Yet, most of the literature assumes a single initial distribution for the agents, which limits the practical applications of MFGs.…

Machine Learning · Computer Science 2021-09-21 Sarah Perrin , Mathieu Laurière , Julien Pérolat , Romuald Élie , Matthieu Geist , Olivier Pietquin

Adversarial deep learning is to train robust DNNs against adversarial attacks, which is one of the major research focuses of deep learning. Game theory has been used to answer some of the basic questions about adversarial deep learning such…

Machine Learning · Computer Science 2022-07-19 Xiao-Shan Gao , Shuang Liu , Lijia Yu

Designing socially optimal policies in multi-agent environments is a fundamental challenge in both economics and artificial intelligence. This paper studies a general framework for learning Stackelberg equilibria in dynamic and uncertain…

Systems and Control · Electrical Eng. & Systems 2025-09-23 Jun He , Andrew L. Liu , Yihsu Chen

Effectively predicting intent and behavior requires inferring leadership in multi-agent interactions. Dynamic games provide an expressive theoretical framework for modeling these interactions. Employing this framework, we propose a novel…

Multiagent Systems · Computer Science 2024-04-10 Hamzah Khan , David Fridovich-Keil

Various social contexts ranging from public goods provision to information collection can be depicted as games of strategic interactions, where a player's well-being depends on her own action as well as on the actions taken by her…

Physics and Society · Physics 2015-04-01 Giulio Cimini , Claudio Castellano , Angel Sánchez

Artificially intelligent agents are increasingly being integrated into human decision-making: from large language model (LLM) assistants to autonomous vehicles. These systems often optimize their individual objective, leading to conflicts,…

Machine Learning · Computer Science 2025-02-07 Juan Agustin Duque , Milad Aghajohari , Tim Cooijmans , Razvan Ciuca , Tianyu Zhang , Gauthier Gidel , Aaron Courville

We study the performance of the gradient play algorithm for stochastic games (SGs), where each agent tries to maximize its own total discounted reward by making decisions independently based on current state information which is shared…

Machine Learning · Computer Science 2023-12-08 Runyu Zhang , Zhaolin Ren , Na Li

We study discrete-time mean-field Markov games with infinite numbers of agents where each agent aims to minimize its ergodic cost. We consider the setting where the agents have identical linear state transitions and quadratic cost…

Optimization and Control · Mathematics 2019-10-17 Zuyue Fu , Zhuoran Yang , Yongxin Chen , Zhaoran Wang

We consider seeking a Nash equilibrium (NE) of a monotone game, played by dynamic agents which are modeled as a class of lower-triangular nonlinear uncertain dynamics with external disturbances. We establish a general framework that…

Optimization and Control · Mathematics 2025-11-04 Weijian Li , Yutao Tang

Nash equilibria provide a principled framework for modeling interactions in multi-agent decision-making and control. However, many equilibrium-seeking methods implicitly assume that each agent has access to the other agents' objectives and…

Computer Science and Game Theory · Computer Science 2026-03-19 Mahdis Rabbani , Navid Mojahed , Shima Nazari