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We design a distributed algorithm for learning Nash equilibria over time-varying communication networks in a partial-decision information scenario, where each agent can access its own cost function and local feasible set, but can only…

Optimization and Control · Mathematics 2020-09-11 Mattia Bianchi , Sergio Grammatico

Coalition formation concerns strategic collaborations of selfish agents that form coalitions based on their preferences. It is often assumed that coalitions are disjoint and preferences are fully known, which may not hold in practice. In…

Computer Science and Game Theory · Computer Science 2026-02-17 Saar Cohen

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…

Optimization and Control · Mathematics 2021-12-10 Jialing Zhou , Yuezu Lv , Guanghui Wen , Jinhu Lv , Dezhi Zheng

We consider multi-agent decision making where each agent's cost function depends on all agents' strategies. We propose a distributed algorithm to learn a Nash equilibrium, whereby each agent uses only obtained values of her cost function at…

Multiagent Systems · Computer Science 2019-04-04 Tatiana Tatarenko , Maryam Kamgarpour

In the first-order query model for zero-sum $K\times K$ matrix games, players observe the expected pay-offs for all their possible actions under the randomized action played by their opponent. This classical model has received renewed…

Computer Science and Game Theory · Computer Science 2023-11-03 Hédi Hadiji , Sarah Sachs , Tim van Erven , Wouter M. Koolen

In the traditional game-theoretic set up, where agents select actions and experience corresponding utilities, an equilibrium is a configuration where no agent can improve their utility by unilaterally switching to a different action. In…

Systems and Control · Electrical Eng. & Systems 2019-10-02 Basilio Gentile , Dario Paccagnan , Bolutife Ogunsula , John Lygeros

Nash Q-learning may be considered one of the first and most known algorithms in multi-agent reinforcement learning (MARL) for learning policies that constitute a Nash equilibrium of an underlying general-sum Markov game. Its original proof…

Machine Learning · Computer Science 2023-03-02 Pedro Cisneros-Velarde , Sanmi Koyejo

We analyse the computational complexity of finding Nash equilibria in stochastic multiplayer games with $\omega$-regular objectives. While the existence of an equilibrium whose payoff falls into a certain interval may be undecidable, we…

Computer Science and Game Theory · Computer Science 2010-06-24 Michael Ummels , Dominik Wojtczak

In this paper we investigate Nash equilibrium payoffs for two-player nonzero-sum stochastic differential games whose cost functionals are defined by a system of coupled backward stochastic differential equations. We obtain an existence…

Probability · Mathematics 2014-01-21 Qian Lin

We consider an environment where players are involved in a public goods game and must decide repeatedly whether to make an individual contribution or not. However, players lack strategically relevant information about the game and about the…

Physics and Society · Physics 2015-01-27 Heinrich H. Nax , Matjaz Perc

We study the repeated congestion game, in which multiple populations of players share resources, and make, at each iteration, a decentralized decision on which resources to utilize. We investigate the following question: given a model of…

Machine Learning · Computer Science 2014-08-04 Walid Krichene , Benjamin Drighès , Alexandre M. Bayen

We investigate stochastic differential games of optimal trading comprising a finite population. There are market frictions in the present framework, which take the form of stochastic permanent and temporary price impacts. Moreover,…

Mathematical Finance · Quantitative Finance 2021-02-09 David Evangelista , Yuri Thamsten

We consider generalized Nash equilibrium problems (GNEPs) with linear coupling constraints affected by both local (i.e., agent-wise) and global (i.e., shared resources) disturbances taking values in polyhedral uncertainty sets. By making…

Systems and Control · Electrical Eng. & Systems 2023-04-07 Marta Fochesato , Filippo Fabiani , John Lygeros

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 the framework of aggregative games, in which the cost function of each agent depends on his own strategy and on the average population strategy. As first contribution, we investigate the relations between the concepts of Nash…

Systems and Control · Computer Science 2018-07-27 Dario Paccagnan , Basilio Gentile , Francesca Parise , Maryam Kamgarpour , John Lygeros

This paper considers the problem of inverse reinforcement learning in zero-sum stochastic games when expert demonstrations are known to be not optimal. Compared to previous works that decouple agents in the game by assuming optimality in…

Machine Learning · Statistics 2018-06-07 Xingyu Wang , Diego Klabjan

In order to better understand the impact of environmental stochastic fluctuations on the evolution of animal behavior, we introduce the concept of a stochastic Nash equilibrium (SNE) that extends the classical concept of a Nash equilibrium…

Populations and Evolution · Quantitative Biology 2023-10-26 Cong Li , Tianjiao Feng , Xiudeng Zheng , Sabin Lessard , Yi Tao

Existing settings of decentralized learning either require players to have full information or the system to have certain special structure that may be hard to check and hinder their applicability to practical systems. To overcome this, we…

Systems and Control · Electrical Eng. & Systems 2023-05-17 Yan Jiang , Wenqi Cui , Baosen Zhang , Jorge Cortés

Multi-agent games are becoming an increasing prevalent formalism for the study of electronic commerce and auctions. The speed at which transactions can take place and the growing complexity of electronic marketplaces makes the study of…

Computer Science and Game Theory · Computer Science 2013-01-18 Satinder Singh , Michael Kearns , Yishay Mansour

We investigate the behavior of equilibria in an $M/M/1$ feedback queue where price and time sensitive customers are homogeneous with respect to service valuation and cost per unit time of waiting. Upon arrival, customers can observe the…

Optimization and Control · Mathematics 2022-02-02 Mark Fackrell , Peter Taylor , Jiesen Wang