Related papers: Value-Set Iteration: Computing Optimal Correlated …
Two-player complete-information game trees are perhaps the simplest possible setting for studying general-sum games and the computational problem of finding equilibria. These games admit a simple bottom-up algorithm for finding subgame…
This report investigates the optimal design of event-triggered estimation for first-order linear stochastic systems. The problem is posed as a two-player team problem with a partially nested information pattern. The two players are given by…
We study time-inconsistent recursive stochastic control problems, i.e., for which the Bellman principle of optimality does not hold. For this class of problems classical optimal controls may fail to exist, or to be relevant in practice, and…
AI systems are increasingly used to assist humans in sequential decision-making tasks, yet determining when and how an AI assistant should intervene remains a fundamental challenge. A potential baseline is to recommend the optimal action…
Competitive equilibrium with equal income (CEEI) is considered one of the best mechanisms to allocate a set of items among agents fairly and efficiently. In this paper, we study the computation of CEEI when items are chores that are…
This paper examines multiplayer symmetric constant-sum games with more than two players in a competitive setting, including examples like Mahjong, Poker, and various board and video games. In contrast to two-player zero-sum games,…
As quantum processors advance, the emergence of large-scale decentralized systems involving interacting quantum-enabled agents is on the horizon. Recent research efforts have explored quantum versions of Nash and correlated equilibria as…
Competitive equilibrium (CE) for chores has recently attracted significant attention, with many algorithms proposed to approximately compute it. However, existing algorithms either lack iterate convergence guarantees to an exact CE or…
We consider the complexity of maximizing egalitarian welfare in Friends and Enemies Games -- a subclass of hedonic games in which every agent partitions other agents into friends and enemies. We investigate two classic scenarios proposed in…
We formulate and study a general time-varying multi-agent system where players repeatedly compete under incomplete information. Our work is motivated by scenarios commonly observed in online advertising and retail marketplaces, where agents…
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…
The convergence of online learning algorithms in games under self-play is a fundamental question in game theory and machine learning. Among various notions of convergence, last-iterate convergence is particularly desirable, as it reflects…
Perfect Bayesian Equilibrium (PBE) is a refinement of the Nash equilibrium for imperfect-information extensive-form games (EFGs) that enforces consistency between the two components of a solution: agents' strategy profile describing their…
The policy iteration method is a classical algorithm for solving optimal control problems. In this paper, we introduce a policy iteration method for Mean Field Games systems, and we study the convergence of this procedure to a solution of…
We study deterministic optimal control problems for differential games with finite horizon. We propose new approximations of the strategies in feedback form, and show error estimates and a convergence result of the value in some weak sense…
Value iteration is a commonly used and empirically competitive method in solving many Markov decision process problems. However, it is known that value iteration has only pseudo-polynomial complexity in general. We establish a somewhat…
Two-player, constant-sum games are well studied in the literature, but there has been limited progress outside of this setting. We propose Joint Policy-Space Response Oracles (JPSRO), an algorithm for training agents in n-player,…
Two-player graph games have found numerous applications, most notably in the synthesis of reactive systems from temporal specifications, but also in verification. The relevance of infinite-state systems in these areas has lead to…
LP-duality theory has played a central role in the study of cores of games, right from the early days of this notion to the present time. The classic paper of Shapley and Shubik \cite{Shapley1971assignment} introduced the "right" way of…
Automated decision-making tools increasingly assess individuals to determine if they qualify for high-stakes opportunities. A recent line of research investigates how strategic agents may respond to such scoring tools to receive favorable…