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Self-play is a technique for machine learning in multi-agent systems where a learning algorithm learns by interacting with copies of itself. Self-play is useful for generating large quantities of data for learning, but has the drawback that…

Computer Science and Game Theory · Computer Science 2023-11-30 Revan MacQueen , James R. Wright

We consider a non-zero-sum linear quadratic Gaussian (LQG) dynamic game with asymmetric information. Each player observes privately a noisy version of a (hidden) state of the world $V$, resulting in dependent private observations. We study…

General Economics · Economics 2019-09-12 Nasimeh Heydaribeni , Achilleas Anastasopoulos

For any two-by-two game $\G$, we define a new two-player game $\G^Q$. The definition is motivated by a vision of players in game $\G$ communicating via quantum technology according to a certain standard protocol originally introduced by…

Optimization and Control · Mathematics 2011-10-07 Steven E. Landsburg

In this paper, we study the distributed generalized Nash equilibrium seeking problem of non-cooperative games in dynamic environments. Each player in the game aims to minimize its own time-varying cost function subject to a local action…

Optimization and Control · Mathematics 2020-04-02 Kaihong Lu , Guangqi Li , Long Wang

We consider stochastic differential games with $N$ players, linear-Gaussian dynamics in arbitrary state-space dimension, and long-time-average cost with quadratic running cost. Admissible controls are feedbacks for which the system is…

Analysis of PDEs · Mathematics 2014-07-10 Martino Bardi , Fabio S. Priuli

This paper presents a concurrent learning-based actor-critic-identifier architecture to obtain an approximate feedback-Nash equilibrium solution to an infinite horizon N-player nonzero-sum differential game online, without requiring…

Systems and Control · Computer Science 2017-07-25 Rushikesh Kamalapurkar , Justin Klotz , Warren E. Dixon

This paper investigates the equilibrium convergence properties of a proposed algorithm for potential games with continuous strategy spaces in the presence of feedback delays, a main challenge in multi-agent systems that compromises the…

Optimization and Control · Mathematics 2023-03-20 Yuanhanqing Huang , Jianghai Hu

We consider a finite horizon repeated game with $N$ selfish players who observe their types privately and take actions, which are publicly observed. Their actions and types jointly determine their instantaneous rewards. In each period,…

Computer Science and Game Theory · Computer Science 2019-05-17 Deepanshu Vasal

We analyse the computational complexity of finding Nash equilibria in turn-based stochastic multiplayer games with omega-regular objectives. We show that restricting the search space to equilibria whose payoffs fall into a certain interval…

Computer Science and Game Theory · Computer Science 2015-07-01 Michael Ummels , Dominik Wojtczak

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…

Machine Learning · Computer Science 2025-04-02 Chinmay Maheshwari , Manxi Wu , Druv Pai , Shankar Sastry

In multi-agent autonomous systems, deception is a fundamental concept which characterizes the exploitation of unbalanced information to mislead victims into choosing oblivious actions. This effectively alters the system's long term…

Systems and Control · Electrical Eng. & Systems 2025-08-27 Michael Tang , Miroslav Krstic , Jorge Poveda

This paper investigates closed-loop Nash equilibria for discrete-time linear-quadratic (LQ) stochastic nonzero-sum difference games with random coefficients. Unlike existing works, we consider randomness in both state dynamics and cost…

Optimization and Control · Mathematics 2025-07-23 Qingxin Meng , Yiwei Wu

Static potential games are non-cooperative games which admit a fictitious function, also referred to as a potential function, such that the minimizers of this function constitute a subset (or a refinement) of the Nash equilibrium strategies…

Optimization and Control · Mathematics 2021-03-08 Aathira Prasad , Puduru Viswanadha Reddy

We study the problem of computing an approximate Nash equilibrium of a game whose strategy space is continuous without access to gradients of the utility function. Such games arise, for example, when players' strategies are represented by…

Computer Science and Game Theory · Computer Science 2025-10-28 Carlos Martin , Tuomas Sandholm

This paper considers a two-player game where each player chooses a resource from a finite collection of options. Each resource brings a random reward. Both players have statistical information regarding the rewards of each resource.…

Computer Science and Game Theory · Computer Science 2023-09-19 Mevan Wijewardena , Michael J. Neely

We consider two classes of constrained finite state-action stochastic games. First, we consider a two player nonzero sum single controller constrained stochastic game with both average and discounted cost criterion. We consider the same…

Optimization and Control · Mathematics 2012-06-11 Vikas Vikram Singh , N. Hemachandra

We develop a flexible stochastic approximation framework for analyzing the long-run behavior of learning in games (both continuous and finite). The proposed analysis template incorporates a wide array of popular learning algorithms,…

Computer Science and Game Theory · Computer Science 2023-07-04 Panayotis Mertikopoulos , Ya-Ping Hsieh , Volkan Cevher

We present a novel variant of fictitious play dynamics combining classical fictitious play with Q-learning for stochastic games and analyze its convergence properties in two-player zero-sum stochastic games. Our dynamics involves players…

Computer Science and Game Theory · Computer Science 2022-06-03 Muhammed O. Sayin , Francesca Parise , Asuman Ozdaglar

Finite-player dynamic games with dispersed private information are difficult because actions both move payoffs and reshape what opponents learn, generating hierarchies of beliefs about beliefs. This paper provides a recursive representation…

Optimization and Control · Mathematics 2026-05-21 Sam Babichenko

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…

Optimization and Control · Mathematics 2022-04-21 Min Meng , Xiuxian Li , Jie Chen
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