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In this paper, Nash equilibrium seeking among a network of players is considered. Different from many existing works on Nash equilibrium seeking in non-cooperative games, the players considered in this paper cannot directly observe the…
This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with merely monotone and restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method…
In an inverse game problem, one needs to infer the cost function of the players in a game such that a desired joint strategy is a Nash equilibrium. We study the inverse game problem for a class of multiplayer matrix games, where the cost…
In this paper, we consider the problem of finding a Nash equilibrium in a multi-player game over generally connected networks. This model differs from a conventional setting in that players have partial information on the actions of their…
This paper considers convex games involving multiple agents that aim to minimize their own cost functions using locally available information. A common assumption in the study of such games is that the agents are symmetric, meaning that…
We consider an example of stochastic games with partial, asymmetric and non-classical information. We obtain relevant equilibrium policies using a new approach which allows managing the belief updates in a structured manner. Agents have…
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.…
We propose fully-distributed algorithms for Nash equilibrium seeking in aggregative games over networks. We first consider the case where local constraints are present and we design an algorithm combining, for each agent, (i) the projected…
It is common to assume that agents will adopt Nash equilibrium strategies; however, experimental studies have demonstrated that Nash equilibrium is often a poor description of human players' behavior in unrepeated normal-form games. In this…
There has been significant recent progress in algorithms for approximation of Nash equilibrium in large two-player zero-sum imperfect-information games and exact computation of Nash equilibrium in multiplayer strategic-form games. While…
Dynamic nonzero sum games are widely used to model multi agent decision making in control, economics, and related fields. Classical methods for computing Nash equilibria, especially in linear quadratic settings, rely on strong structural…
This paper studies distributed online bandit learning of generalized Nash equilibria for online game, where cost functions of all players and coupled constraints are time-varying. The values rather than full information of cost and local…
We suggest a novel stochastic-approximation algorithm to compute a symmetric Nash-equilibrium strategy in a general queueing game with a finite action space. The algorithm involves a single simulation of the queueing process with dynamic…
We examine global non-asymptotic convergence properties of policy gradient methods for multi-agent reinforcement learning (RL) problems in Markov potential games (MPG). To learn a Nash equilibrium of an MPG in which the size of state space…
The standard risk minimization paradigm of machine learning is brittle when operating in environments whose test distributions are different from the training distribution due to spurious correlations. Training on data from many…
In this paper, we consider a learning problem among non-cooperative agents interacting in a time-varying system. Specifically, we focus on repeated linear quadratic network games, in which the network of interactions changes with time and…
We formulate a general framework for competitive gradient-based learning that encompasses a wide breadth of multi-agent learning algorithms, and analyze the limiting behavior of competitive gradient-based learning algorithms using dynamical…
This letter studies multi-agent reinforcement learning in partially observable Markov potential games. Solving this problem is challenging due to partial observability, decentralized information, and the curse of dimensionality. First, to…
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…
This paper studies the distributed generalized Nash equilibrium seeking problem for aggregative games with coupling constraints, where each player optimizes its strategy depending on its local cost function and the estimated strategy…