Related papers: Dynamic Nash Equilibrium Seeking for a Class of No…
In this paper, we propose a numerical methodology for finding the closed-loop Nash equilibrium of stochastic delay differential games through deep learning. These games are prevalent in finance and economics where multi-agent interaction…
We consider a class of dynamic collective choice models with social interactions, whereby a large number of non-uniform agents have to individually settle on one of multiple discrete alternative choices, with the relevance of their would-be…
Network games provide a framework to study strategic decision making processes that are governed by structured interdependencies among agents. However, existing models do not account for environments in which agents simultaneously interact…
Creating strong agents for games with more than two players is a major open problem in AI. Common approaches are based on approximating game-theoretic solution concepts such as Nash equilibrium, which have strong theoretical guarantees in…
We propose a game-theoretic framework for adaptive multi-agent intelligent systems. Unlike classical game theory, which often treats strategies as primitive objects chosen by perfectly rational agents, the proposed framework provides a…
In multi-agent autonomous systems, deception is a fundamental concept which characterizes the exploitation of unbalanced information to mislead victims into choosing oblivious actions. This effectively alters the system's long term…
We consider the problem of computing Nash equilibria in potential games where each player's strategy set is subject to private uncoupled constraints. This scenario is frequently encountered in real-world applications like road network…
We study distributed algorithms for seeking a Nash equilibrium in a class of non-cooperative convex games with strongly monotone mappings. Each player has access to her own smooth local cost function and can communicate to her neighbors in…
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…
Nash Equilibrium (NE) is the canonical solution concept of game theory, which provides an elegant tool to understand the rationalities. Though mixed strategy NE exists in any game with finite players and actions, computing NE in two- or…
In this note, we investigate the robustness of Nash equilibria (NE) in multi-player aggregative games with coupling constraints. There are many algorithms for computing an NE of an aggregative game given a known aggregator. When the…
This paper considers a class of noncooperative games in which the feasible decision sets of all players are coupled together by a coupled inequality constraint. Adopting the variational inequality formulation of the game, we first introduce…
We consider a repeatedly played generalized Nash equilibrium game. This induces a multi-agent online learning problem with joint constraints. An important challenge in this setting is that the feasible set for each agent depends on the…
Generalized Nash equilibrium (GNE) is a solution concept for complete information games, in which each player's objective function and feasible region depend on other players' actions. While numerical methods for finding GNE when players…
Dynamic games arise when multiple agents with differing objectives control a dynamic system. They model a wide variety of applications in economics, defense, energy systems and etc. However, compared to single-agent control problems, the…
A fundamental problem in noncooperative dynamic game theory is the computation of Nash equilibria under different information structures, which specify the information available to each agent during decision-making. Prior work has…
Dynamic nonzero sum games are widely used to model multi agent decision making in control, economics, and related fields. Classical methods for computing Nash equilibria, especially in linear quadratic settings, rely on strong structural…
Mechanism design for fully strategic agents commonly assumes broadcast nature of communication between agents of the system. Moreover, for mechanism design, the stability of Nash equilibrium (NE) is demonstrated by showing convergence of…
Multi-agent games in dynamic nonlinear settings are challenging due to the time-varying interactions among the agents and the non-stationarity of the (potential) Nash equilibria. In this paper we consider model-free games, where agent…
The development of extremum seeking (ES) has progressed, over the past hundred years, from static maps, to finite-dimensional dynamic systems, to networks of static and dynamic agents. Extensions from ODE dynamics to maps and agents that…