Related papers: Multi-agent learning under uncertainty: Recurrence…
Generalization remains a challenging problem for deep reinforcement learning algorithms, which are often trained and tested on the same set of deterministic game environments. When test environments are unseen and perturbed but the nature…
Animal behavior and evolution can often be described by game-theoretic models. Although in many situations, the number of players is very large, their strategic interactions are usually decomposed into a sum of two-player games. Only…
We discuss similarities and differencies between systems of many interacting players maximizing their individual payoffs and particles minimizing their interaction energy. We analyze long-run behavior of stochastic dynamics of many…
Reinforcement learning algorithms rely on carefully engineering environment rewards that are extrinsic to the agent. However, annotating each environment with hand-designed, dense rewards is not scalable, motivating the need for developing…
We study strategic interaction in data-driven games where players face uncertainty about payoff distributions inferred from finite samples. To model calibrated attitudes toward such uncertainty, we formulate distributionally robust games…
We consider a discrete-time nonatomic routing game with variable demand and uncertain costs. Given a routing network with single origin and destination, the cost function of each edge depends on some uncertain persistent state parameter. At…
We study convergence rates of random-order best-response dynamics in games on networks with linear best responses and strategic substitutes. Combining formal analysis with numerical simulations we identify phenomena that lead to slow…
We study stochastic effects on the lagging anchor dynamics, a reinforcement learning algorithm used to learn successful strategies in iterated games, which is known to converge to Nash points in the absence of noise. The dynamics is…
Starting with a group of reinforcement-learning agents we derive coupled replicator equations that describe the dynamics of collective learning in multiagent systems. We show that, although agents model their environment in a…
In this tutorial, we provide an introduction to machine learning methods for finding Nash equilibria in games with large number of agents. These types of problems are important for the operations research community because of their…
We introduce the topic of learning in multiagent systems. We first provide a quick introduction to the field of game theory, focusing on the equilibrium concepts of iterated dominance, and Nash equilibrium. We show some of the most relevant…
Reinforcement learning agents tend to develop habits that are effective only under specific policies. Following an initial exploration phase where agents try out different actions, they eventually converge onto a particular policy. As this…
Many real-life contractual relations differ completely from the clean, static model at the heart of principal-agent theory. Typically, they involve repeated strategic interactions of the principal and agent, taking place under uncertainty…
Learning algorithm design for state-based games is investigated. A heuristic uncoupled learning algorithm, which is a two memory better reply with inertia dynamics, is proposed. Under certain reasonable conditions it is proved that for any…
This paper studies the stability and convergence properties of a class of multi-agent concurrent learning (CL) algorithms with momentum and restart. Such algorithms can be integrated as part of the estimation pipelines of data-enabled…
In this paper, we study inverse game theory (resp. inverse multiagent learning) in which the goal is to find parameters of a game's payoff functions for which the expected (resp. sampled) behavior is an equilibrium. We formulate these…
In game-theoretic learning, several agents are simultaneously following their individual interests, so the environment is non-stationary from each player's perspective. In this context, the performance of a learning algorithm is often…
We study a multi-agent reinforcement learning dynamics, and analyze its asymptotic behavior in infinite-horizon discounted Markov potential games. We focus on the independent and decentralized setting, where players do not know the game…
Continual learning strives to ensure stability in solving previously seen tasks while demonstrating plasticity in a novel domain. Recent advances in continual learning are mostly confined to a supervised learning setting, especially in NLP…
Learning algorithms are often used to make decisions in sequential decision-making environments. In multi-agent settings, the decisions of each agent can affect the utilities/losses of the other agents. Therefore, if an agent is good at…