Related papers: B\"orgers's Open Question Resolved
This letter studies multi-agent reinforcement learning in partially observable Markov potential games. Solving this problem is challenging due to partial observability, decentralized information, and the curse of dimensionality. First, to…
Self-stabilization is an excellent approach for adding fault tolerance to a distributed multi-agent system. However, two properties of self-stabilization theory, convergence and closure, may not be satisfied if agents are selfish. To…
We study learning dynamics induced by strategic agents who repeatedly play a game with an unknown payoff-relevant parameter. In this dynamics, a belief estimate of the parameter is repeatedly updated given players' strategies and realized…
This paper is concerned with an indefinite linear-quadratic mean field games of stochastic large-population system, where the individual diffusion coefficients can depend on both the state and the control of the agents. Moreover, the…
Variational regularization and the quasisolutions method are justified for unbounded closed, possibly nonlinear, operators. The argument is quite simple and yields general results.
The principle that rational agents should maximize expected utility or choiceworthiness is intuitively plausible in many ordinary cases of decision-making under uncertainty. But it is less plausible in cases of extreme, low-probability risk…
In this paper we propose a new operator splitting algorithm for distributed Nash equilibrium seeking under stochastic uncertainty, featuring relaxation and inertial effects. Our work is inspired by recent deterministic operator splitting…
We introduce a new unified framework for modelling both decision problems and finite games based on quantifiers and selection functions. We show that the canonical utility maximisation is one special case of a quantifier and that our more…
Game contingent claims (GCCs) generalize American contingent claims by allowing the writer to recall the option as long as it is not exercised, at the price of paying some penalty. In incomplete markets, an appealing approach is to analyze…
In this paper, we propose a method for solving a PPAD-complete problem [Papadimitriou, 1994]. Given is the payoff matrix $C$ of a symmetric bimatrix game $(C, C^T)$ and our goal is to compute a Nash equilibrium of $(C, C^T)$. In this paper,…
We construct examples of finitely generated decidable group presentations that satisfy certain combinations of solvability for the word problem, solvability for the bounded word problem, and computablity for the Dehn function. We prove that…
Addressing uncertainty is critical for autonomous systems to robustly adapt to the real world. We formulate the problem of model uncertainty as a continuous Bayes-Adaptive Markov Decision Process (BAMDP), where an agent maintains a…
Computing Nash equilibria for strategic multi-agent systems is challenging for expensive black box systems. Motivated by the ubiquity of games involving exploitation of common resources, this paper considers the above problem for potential…
Programs that combine I/O and countable probabilistic choice, modulo either bisimilarity or trace equivalence, can be seen as describing a probabilistic strategy. For well-founded programs, we might expect to axiomatize bisimilarity via a…
The main objective of this paper is the following two results. (1) There exists a computable bi-orderable group that does not have a computable bi-ordering; (2) There exists a bi-orderable, two-generated recursively presented solvable group…
Ensuring robust decision-making in multi-agent systems is challenging when agents have distinct, possibly conflicting objectives and lack full knowledge of each other's strategies. This is apparent in safety-critical applications such as…
We consider a 3-player game in the normal form, in which each player has two actions. We assume that the game is symmetric and repeated infinitely many times. At each stage players make their choices knowing only the average payoffs from…
[J. Moore and R. Repullo, \emph{Econometrica} \textbf{58} (1990) 1083-1099] and [B. Dutta and A. Sen, \emph{Rev. Econom. Stud.} \textbf{58} (1991) 121-128] are two important papers on two-agent Nash implementation. Recently, [H. Wu, Quantum…
Coordination is a desirable feature in multi-agent systems, allowing the execution of tasks that would be impossible by individual agents. We study coordination by a team of strategic agents choosing to undertake one of the multiple tasks.…
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…