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We study policy optimization algorithms for computing correlated equilibria in multi-player general-sum Markov Games. Previous results achieve $O(T^{-1/2})$ convergence rate to a correlated equilibrium and an accelerated $O(T^{-3/4})$…

Machine Learning · Computer Science 2024-05-03 Yang Cai , Haipeng Luo , Chen-Yu Wei , Weiqiang Zheng

In the context of multi-player, general-sum games, there is an increasing interest in solution concepts modeling some form of communication among players, since they can lead to socially better outcomes with respect to Nash equilibria, and…

Computer Science and Game Theory · Computer Science 2019-10-15 Andrea Celli , Alberto Marchesi , Tommaso Bianchi , Nicola Gatti

Correlated Equilibrium is a solution concept that is more general than Nash Equilibrium (NE) and can lead to outcomes with better social welfare. However, its natural extension to the sequential setting, the \textit{Extensive Form…

Computer Science and Game Theory · Computer Science 2023-01-02 Chun Kai Ling , Fei Fang

This work investigates the ambient potential identification problem in inverse Mean-Field Games (MFGs), where the goal is to recover the unknown potential from the value function at equilibrium. We propose a simple yet effective iterative…

Optimization and Control · Mathematics 2025-10-14 Jiajia Yu , Jian-Guo Liu , Hongkai Zhao

The existence of simple, uncoupled no-regret dynamics that converge to correlated equilibria in normal-form games is a celebrated result in the theory of multi-agent systems. Specifically, it has been known for more than 20 years that when…

Computer Science and Game Theory · Computer Science 2022-09-05 Andrea Celli , Alberto Marchesi , Gabriele Farina , Nicola Gatti

We show that computing approximate stationary Markov coarse correlated equilibria (CCE) in general-sum stochastic games is computationally intractable, even when there are two players, the game is turn-based, the discount factor is an…

Machine Learning · Computer Science 2022-04-11 Constantinos Daskalakis , Noah Golowich , Kaiqing Zhang

We introduce a new approach for computing optimal equilibria via learning in games. It applies to extensive-form settings with any number of players, including mechanism design, information design, and solution concepts such as correlated,…

In settings where full incentive-compatibility is not available, such as core-constraint combinatorial auctions and budget-balanced combinatorial exchanges, we may wish to design mechanisms that are as incentive-compatible as possible. This…

Computer Science and Game Theory · Computer Science 2015-03-24 Benjamin Lubin

We study decentralized equilibrium selection in stochastic games under severe information and communication constraints. In such settings, convergence to equilibrium alone is insufficient, as stochastic games typically admit many equilibria…

Computer Science and Game Theory · Computer Science 2026-02-16 Seref Taha Kiremitci , Ahmed Said Donmez , Muhammed O. Sayin

We study the scenario where the players of a classical complete information game initially share an entangled pure quantum state. Each player may perform arbitrary local operations on his own qubits, but no direct communication is allowed.…

Quantum Physics · Physics 2015-03-17 Alan Deckelbaum

We consider the complexity of finding a correlated equilibrium of an $n$-player game in a model that allows the algorithm to make queries on players' payoffs at pure strategy profiles. Randomized regret-based dynamics are known to yield an…

Computer Science and Game Theory · Computer Science 2022-09-22 Sergiu Hart , Noam Nisan

We consider concurrent games played on graphs. At every round of a game, each player simultaneously and independently selects a move; the moves jointly determine the transition to a successor state. Two basic objectives are the safety…

Computer Science and Game Theory · Computer Science 2008-09-25 Krishnendu Chatterjee , Luca de Alfaro , Thomas A. Henzinger

While the topic of mean-field games (MFGs) has a relatively long history, heretofore there has been limited work concerning algorithms for the computation of equilibrium control policies. In this paper, we develop a computable policy…

Systems and Control · Electrical Eng. & Systems 2020-04-07 Muhammad Aneeq uz Zaman , Kaiqing Zhang , Erik Miehling , Tamer Başar

This work presents a novel policy iteration algorithm to tackle nonzero-sum stochastic impulse games arising naturally in many applications. Despite the obvious impact of solving such problems, there are no suitable numerical methods…

Optimization and Control · Mathematics 2020-06-29 René Aïd , Francisco Bernal , Mohamed Mnif , Diego Zabaljauregui , Jorge P. Zubelli

As part of an effort to apply the rigorous guarantees of formal verification to multi-agent systems, the field of equilibrium analysis, also called rational verification, studies equilibria in multiplayer games to reason about system-level…

Computer Science and Game Theory · Computer Science 2026-04-28 Senthil Rajasekaran , Jean-François Raskin , Moshe Y. Vardi

We consider infinite duration alternating move games. These games were previously studied by Roth, Balcan, Kalai and Mansour. They presented an FPTAS for computing an approximated equilibrium, and conjectured that there is a polynomial…

Computer Science and Game Theory · Computer Science 2013-04-25 Yaron Velner

This paper studies a class of strongly monotone games involving non-cooperative agents that optimize their own time-varying cost functions. We assume that the agents can observe other agents' historical actions and choose actions that best…

Optimization and Control · Mathematics 2023-09-04 Zifan Wang , Yi Shen , Michael M. Zavlanos , Karl H. Johansson

Imperfect-Information Extensive-Form Games (IIEFGs) is a prevalent model for real-world games involving imperfect information and sequential plays. The Extensive-Form Correlated Equilibrium (EFCE) has been proposed as a natural solution…

Machine Learning · Computer Science 2022-05-17 Ziang Song , Song Mei , Yu Bai

It is a well-known fact that correlated equilibria can be computed in polynomial time in a large class of concisely represented games using the celebrated Ellipsoid Against Hope algorithm (Papadimitriou and Roughgarden, 2008; Jiang and…

Computer Science and Game Theory · Computer Science 2024-05-09 Gabriele Farina , Charilaos Pipis

The threat of algorithmic collusion, and whether it merits regulatory intervention, remains debated, as existing evaluations of its emergence often rely on long learning horizons, assumptions about counterparty rationality in adopting…

Multiagent Systems · Computer Science 2026-03-11 Yuhong Luo , Daniel Schoepflin , Xintong Wang