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Traffic scenarios are inherently interactive. Multiple decision-makers predict the actions of others and choose strategies that maximize their rewards. We view these interactions from the perspective of game theory which introduces various…
We study a stochastic differential game with $N$ competitive players in a linear-quadratic framework with ergodic cost, where $d$-dimensional diffusion processes govern the state dynamics with an unknown common drift (matrix). Assuming a…
We here adopt Bayesian nonparametric mixture models to extend multi-armed bandits in general, and Thompson sampling in particular, to scenarios where there is reward model uncertainty. In the stochastic multi-armed bandit, the reward for…
This paper tackles the problem of solving stochastic optimization problems with a decision-dependent distribution in the setting of stochastic strongly-monotone games and when the distributional dependence is unknown. A two-stage approach…
Multiplayer games with selfish agents naturally occur in the design of distributed and embedded systems. As the goals of selfish agents are usually neither equivalent nor antagonistic to each other, such games are non zero-sum games. We…
In this work, we study the problem of power allocation and adaptive modulation in teams of decision makers. We consider the special case of two teams with each team consisting of two mobile agents. Agents belonging to the same team…
We study repeated two-player games where one of the players, the learner, employs a no-regret learning strategy, while the other, the optimizer, is a rational utility maximizer. We consider general Bayesian games, where the payoffs of both…
Imitation is widely observed in populations of decision-making agents. Using our recent convergence results for asynchronous imitation dynamics on networks, we consider how such networks can be efficiently driven to a desired equilibrium…
This paper studies a Stackelberg game wherein a sender (leader) attempts to shape the information of a less informed receiver (follower) who in turn takes an action that determines the payoff for both players. The sender chooses signals to…
Federated learning promises significant sample-efficiency gains by pooling data across multiple agents, yet incentive misalignment is an obstacle: each update is costly to the contributor but boosts every participant. We introduce a…
Federated learning offers a decentralized approach to machine learning, where multiple agents collaboratively train a model while preserving data privacy. In this paper, we investigate the decision-making and equilibrium behavior in…
In this paper, we present a framework for multi-agent learning in a nonstationary dynamic network environment. More specifically, we examine projected gradient play in smooth monotone repeated network games in which the agents'…
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…
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…
Consider a set of agents who play a network game repeatedly. Agents may not know the network. They may even be unaware that they are interacting with other agents in a network. Possibly, they just understand that their payoffs depend on an…
In this work, we study stochastic non-cooperative games, where only noisy black-box function evaluations are available to estimate the cost function for each player. Since each player's cost function depends on both its own decision…
In various economic environments, people observe other people with whom they strategically interact. We can model such information-sharing relations as an information network, and the strategic interactions as a game on the network. When…
We study the problem of regret minimization in a multi-armed bandit setup where the agent is allowed to play multiple arms at each round by spreading the resources usually allocated to only one arm. At each iteration the agent selects a…
Which equilibria will arise in signaling games depends on how the receiver interprets deviations from the path of play. We develop a micro-foundation for these off-path beliefs, and an associated equilibrium refinement, in a model where…
We propose an adaptive incentive mechanism that learns the optimal incentives in environments where players continuously update their strategies. Our mechanism updates incentives based on each player's externality, defined as the difference…