Related papers: Evolutionary Dynamics in Continuous-time Finite-st…

We give an example of a finite-state two-player turn-based stochastic game with safety objectives for both players which has no stationary Nash equilibrium. This answers an open question of Secchi and Sudderth.

This paper investigates stochastic generalized dynamic games with coupling chance constraints, where agents have incomplete information about uncertainties satisfying a concentration of measure property. This problem, in general, is…

In this paper, we formulate an evolutionary multiple access channel game with continuous-variable actions and coupled rate constraints. We characterize Nash equilibria of the game and show that the pure Nash equilibria are Pareto optimal…

We consider in discrete time, a general class of sequential stochastic dynamic games with asymmetric information with the following features. The underlying system has Markovian dynamics controlled by the agents' joint actions. Each agent's…

In this paper, we present a model of a game among teams. Each team consists of a homogeneous population of agents. Agents within a team are cooperative while the teams compete with other teams. The dynamics and the costs are coupled through…

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…

We study the distribution of strategies in a large game that models how agents choose among different double auction markets. We classify the possible mean field Nash equilibria, which include potentially segregated states where an agent…

We extend the study of learning in games to dynamics that exhibit non-asymptotic stability. We do so through the notion of uniform stability, which is concerned with equilibria of individually utility-seeking dynamics. Perhaps surprisingly,…

Over the past few decades, many works have studied the evolutionary dynamics of continuous games. However, previous works have primarily focused on two-player games with pairwise interactions. Indeed, group interactions rather than pairwise…

In stochastic dynamic games, when the number of players is sufficiently large and the interactions between agents depend on empirical state distribution, one way to approximate the original game is to introduce infinite-population limit of…

In this manuscript we derive a new nonlinear transport equation written on the space of probability measures that allows to study a class of deterministic mean field games and master equations, where the interaction of the agents happens…

We consider a tournament among four equally strong semifinalists. The players have to decide how much stamina to use in the semifinals, provided that the rest is available in the final and the third-place playoff. We investigate optimal…

Multi-agent learning algorithms have been shown to display complex, unstable behaviours in a wide array of games. In fact, previous works indicate that convergent behaviours are less likely to occur as the total number of agents increases.…

We propose a new evolutionary dynamics for population games with a discrete strategy set, inspired by the theory of optimal transport and Mean field games. The dynamics can be described as a Fokker-Planck equation on a discrete strategy…

Learning by experience in Multi-Agent Systems (MAS) is a difficult and exciting task, due to the lack of stationarity of the environment, whose dynamics evolves as the population learns. In order to design scalable algorithms for systems…

The standard solution concept for stochastic games is Markov perfect equilibrium (MPE); however, its computation becomes intractable as the number of players increases. Instead, we consider mean field equilibrium (MFE) that has been…

We construct two models of discrete-time replicator dynamics with time delay. In the social-type model, players imitate opponents taking into account average payoffs of games played some units of time ago. In the biological-type model, new…

Finding the mixed Nash equilibria (MNE) of a two-player zero sum continuous game is an important and challenging problem in machine learning. A canonical algorithm to finding the MNE is the noisy gradient descent ascent method which in the…

We discuss long-run behavior of stochastic dynamics of many interacting agents. In particular, three-player spatial games are studied. The effect of the number of players and the noise level on the stochastic stability of Nash equilibria is…

In finite games mixed Nash equilibria always exist, but pure equilibria may fail to exist. To assess the relevance of this nonexistence, we consider games where the payoffs are drawn at random. In particular, we focus on games where a large…