Related papers: Hamiltonian of polymatrix zero-sum games
We present a new algorithm which is named the Dynamical Functional Particle Method, DFPM. It is based on the idea of formulating a finite dimensional damped dynamical system whose stationary points are the solution to the original…
We introduce a class of o.d.e.'s that generalizes to polymatrix games the replicator equations on symmetric and asymmetric games. We also introduce a new class of Poisson structures on the phase space of these systems, and characterize the…
A growing number of machine learning architectures, such as Generative Adversarial Networks, rely on the design of games which implement a desired functionality via a Nash equilibrium. In practice these games have an implicit complexity…
We derive the dynamics of several rigid bodies of arbitrary shape in a 2-dimensional inviscid and incompressible fluid, whose vorticity field is given by point vortices. We adopt the idea of Vankerschaver et al. (2009) to derive the…
The Nash Equilibrium is a much discussed, deceptively complex, method for the analysis of non-cooperative games. If one reads many of the commonly available definitions the description of the Nash Equilibrium is deceptively simple in…
Hamiltonian dynamics can be used to produce distant proposals for the Metropolis algorithm, thereby avoiding the slow exploration of the state space that results from the diffusive behaviour of simple random-walk proposals. Though…
We present new data structures for representing symmetric normal-form games. These data structures are optimized for efficiently computing the expected utility of each unilateral pure-strategy deviation from a symmetric mixed-strategy…
Zero-sum games are a fundamental setting for adversarial training and decision-making in multi-agent learning (MAL). Existing methods often ensure convergence to (approximate) Nash equilibria by introducing a form of regularization. Yet,…
The dynamics of physical systems is often constrained to lower dimensional sub-spaces due to the presence of conserved quantities. Here we propose a method to learn and exploit such symmetry constraints building upon Hamiltonian Neural…
Dynamists have been studying Hamiltonian systems for a long time. However, many physical systems are dissipative and do not preserve a symplectic form. This is the case, for example, with systems involving friction, which multiply the…
There has been a wave of interest in applying machine learning to study dynamical systems. We present a Hamiltonian neural network that solves the differential equations that govern dynamical systems. This is an equation-driven machine…
In this paper we establish quantitative convergence results for both open and closed-loop Nash equilibria of N-player stochastic differential games in the setting of Mean Field Games of Controls (MFGC), a class of models where interactions…
Dynamic games arise when multiple agents with differing objectives choose control inputs to a dynamic system. Dynamic games model a wide variety of applications in economics, defense, and energy systems. However, compared to single-agent…
A non-${\cal{PT}}$-symmetric Hamiltonian system of a Duffing oscillator coupled to an anti-damped oscillator with a variable angular frequency is shown to admit periodic solutions. The result implies that ${\cal{PT}}$-symmetry of a…
We develop a Hamiltonian theory of a time dispersive and dissipative inhomogeneous medium, as described by a linear response equation respecting causality and power dissipation. The proposed Hamiltonian couples the given system to auxiliary…
From the sandpoint of neural network dynamics we consider dynamical system of special type pesesses gradient (symmetric) and Hamiltonian (antisymmetric) flows. The conditions when Hamiltonian flow properties are dominant in the system are…
In this paper we study the infinitesimal symmetries, Newtonoid vector fields, infinitesimal Noether symmetries and conservation laws of Hamiltonian systems. Using the dynamical covariant derivative and Jacobi endomorphism on the cotangent…
In systems where one coordinate undergoes periodic oscillation, the net displacement in any other coordinate over a single period is shown to be given by differentiation of the action integral associated with the oscillating coordinate.…
We prove that for a class of zero-sum differential games with incomplete information on both sides, the value admits a probabilistic representation as the value of a zero-sum stochastic differential game with complete information, where…
In this paper, we study the dynamic behavior of Hedge, a well-known algorithm in theoretical machine learning and algorithmic game theory. The empirical average (arithmetic mean) of the iterates Hedge generates is known to converge to a…