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This paper studies mean field games for multi-agent systems with control-dependent multiplicative noises. For the general systems with nonuniform agents, we obtain a set of decentralized strategies by solving an auxiliary limiting optimal…
Team competition in multi-agent Markov games is an increasingly important setting for multi-agent reinforcement learning, due to its general applicability in modeling many real-life situations. Multi-agent actor-critic methods are the most…
Multi-agent reinforcement learning is an area of rapid advancement in artificial intelligence and machine learning. One of the important questions to be answered is how to conduct credit assignment in a multi-agent system. There have been…
We study a multi-agent reinforcement learning dynamics, and analyze its asymptotic behavior in infinite-horizon discounted Markov potential games. We focus on the independent and decentralized setting, where players do not know the game…
Multi-agent Reinforcement Learning (MARL) is a powerful tool for training autonomous agents acting independently in a common environment. However, it can lead to sub-optimal behavior when individual incentives and group incentives diverge.…
Mean Field Control Games (MFCGs) provide a powerful theoretical framework for analyzing systems of infinitely many interacting agents, blending elements from Mean Field Games (MFGs) and Mean Field Control (MFC). However, solving the coupled…
We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…
Multi-agent reinforcement learning (MARL) optimizes strategic interactions in non-cooperative dynamic games, where agents have misaligned objectives. However, data-driven methods such as multi-agent policy gradients (MA-PG) often suffer…
Game theory is a very profound study on distributed decision-making behavior and has been extensively developed by many scholars. However, many existing works rely on certain strict assumptions such as knowing the opponent's private…
We study the problem of designing autonomous agents that can learn to cooperate effectively with a potentially suboptimal partner while having no access to the joint reward function. This problem is modeled as a cooperative episodic…
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…
Multi-agent reinforcement learning has made substantial empirical progresses in solving games with a large number of players. However, theoretically, the best known sample complexity for finding a Nash equilibrium in general-sum games…
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.…
In cellular networks, User Equipment (UE) handoff from one Base Station (BS) to another, giving rise to the load balancing problem among the BSs. To address this problem, BSs can work collaboratively to deliver a smooth migration (or…
Most of the current game-theoretic demand-side management methods focus primarily on the scheduling of home appliances, and the related numerical experiments are analyzed under various scenarios to achieve the corresponding Nash-equilibrium…
A central problem in the theory of multi-agent reinforcement learning (MARL) is to understand what structural conditions and algorithmic principles lead to sample-efficient learning guarantees, and how these considerations change as we move…
We characterize zonal ancillary market coupling relying on noncooperative game theory. To that purpose, we formulate the ancillary market as a multi-leader single follower bilevel problem, that we subsequently cast as a generalized Nash…
Humans possess innate collaborative capacities. However, effective teamwork often remains challenging. This study delves into the feasibility of collaboration within teams of rational, self-interested agents who engage in teamwork without…
Training agents in multi-agent competitive games presents significant challenges due to their intricate nature. These challenges are exacerbated by dynamics influenced not only by the environment but also by opponents' strategies. Existing…
Feedback Nash equilibrium strategies in multi-agent dynamic games require availability of all players' state information to compute control actions. However, in real-world scenarios, sensing and communication limitations between agents make…