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Learning by experience in Multi-Agent Systems (MAS) is a difficult and exciting task, due to the lack of stationarity of the environment, whose dynamics evolves as the population learns. In order to design scalable algorithms for systems…
Several notions of game enjoy a Nash-like notion of equilibrium without guarantee of existence. There are different ways of weakening a definition of Nash-like equilibrium in order to guarantee the existence of a weakened equilibrium.…
Reinforcement learning from self-play has recently reported many successes. Self-play, where the agents compete with themselves, is often used to generate training data for iterative policy improvement. In previous work, heuristic rules are…
We propose a simple, general and effective technique, Reward Randomization for discovering diverse strategic policies in complex multi-agent games. Combining reward randomization and policy gradient, we derive a new algorithm,…
Nash equilibrium is a central concept in game theory. Several Nash solvers exist, yet none scale to normal-form games with many actions and many players, especially those with payoff tensors too big to be stored in memory. In this work, we…
This paper investigates Nash equilibrium (NE) seeking problems for noncooperative games over multi-players networks with finite bandwidth communication. A distributed quantized algorithm is presented, which consists of local gradient play,…
We formulate and solve a multi-player stochastic differential game between financial agents who seek to cost-efficiently liquidate their position in a risky asset in the presence of jointly aggregated transient price impact, along with…
Nash Equilibrium (NE) is the canonical solution concept of game theory, which provides an elegant tool to understand the rationalities. Though mixed strategy NE exists in any game with finite players and actions, computing NE in two- or…
Coordination is one of the essential problems in multi-agent systems. Typically multi-agent reinforcement learning (MARL) methods treat agents equally and the goal is to solve the Markov game to an arbitrary Nash equilibrium (NE) when…
Game-theoretic concepts have been extensively studied in economics to provide insight into competitive behaviour and strategic decision making. As computing systems increasingly involve concurrently acting autonomous agents, game-theoretic…
In this paper, we propose a passivity-based methodology for analysis and design of reinforcement learning in multi-agent finite games. Starting from a known exponentially-discounted reinforcement learning scheme, we show that convergence to…
Distributed Nash equilibrium (NE) seeking problem for multi-coalition games has attracted increasing attention in recent years, but the research mainly focuses on the case without agreement demand within coalitions. This paper considers a…
We study techniques to incentivize self-interested agents to form socially desirable solutions in scenarios where they benefit from mutual coordination. Towards this end, we consider coordination games where agents have different intrinsic…
Solution concepts such as Nash Equilibria, Correlated Equilibria, and Coarse Correlated Equilibria are useful components for many multiagent machine learning algorithms. Unfortunately, solving a normal-form game could take prohibitive or…
Due to the lack of coordination, it is unlikely that the selfish players of a strategic game reach a socially good state. A possible way to cope with selfishness is to compute a desired outcome (if it is tractable) and impose it. However…
While multi-agent reinforcement learning (MARL) has produced numerous algorithms that converge to Nash or related equilibria, such equilibria are often non-unique and can exhibit widely varying efficiency. This raises a fundamental…
Mean field games are concerned with the limit of large-population stochastic differential games where the agents interact through their empirical distribution. In the classical setting, the number of players is large but fixed throughout…
In this paper, the problem of distributively seeking the equilibria of aggregative games with bilevel structures is studied. Different from the traditional aggregative games, here the aggregation is determined by the minimizer of a virtual…
We study an optimal targeting problem for super-modular games with binary actions and finitely many players. The considered problem consists in the selection of a subset of players of minimum size such that, when the actions of these…
This paper provides a comprehensive review of mainly GNN, DRL, and PTM methods with a focus on their potential incorporation in strategic multiagent settings. We draw interest in (i) ML methods currently utilized for uncovering unknown…