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In this paper, we investigate a competitive market involving two agents who consider both their own wealth and the wealth gap with their opponent. Both agents can invest in a financial market consisting of a risk-free asset and a risky…
We study risk-sensitive multi-agent reinforcement learning under general-sum Markov games, where agents optimize the entropic risk measure of rewards with possibly diverse risk preferences. We show that using the regret naively adapted from…
As AI agents become increasingly capable of tool use and long-horizon tasks, they have begun to be deployed in settings where multiple agents can interact. However, whereas prior work has mostly focused on human-AI interactions, there is an…
Traditional evolutionary game theory describes how certain strategy spreads throughout the system where individual player imitates the most successful strategy among its neighborhood. Accordingly, player doesn't have own authority to change…
To overcome the sim-to-real gap in reinforcement learning (RL), learned policies must maintain robustness against environmental uncertainties. While robust RL has been widely studied in single-agent regimes, in multi-agent environments, the…
Training multi-agent systems (MAS) to achieve realistic equilibria gives us a useful tool to understand and model real-world systems. We consider a general sum partially observable Markov game where agents of different types share a single…
Strategy evaluation schemes are a crucial factor in any agent-based market model, as they determine the agents' strategy preferences and consequently their behavioral pattern. This study investigates how the strategy evaluation schemes…
Federated learning (FL) becomes popular and has shown great potentials in training large-scale machine learning (ML) models without exposing the owners' raw data. In FL, the data owners can train ML models based on their local data and only…
Research in multi-agent teaming has increased substantially over recent years, with knowledge-based systems to support teaming processes typically focused on delivering functional (communicative) solutions for a team to act meaningfully in…
The lack of cooperation can easily result in inequality among members of a society, which provides an increasing gap between individual incomes. To tackle this issue, we introduce an incentive mechanism based on individual strategies and…
Evaluating deep multiagent reinforcement learning (MARL) algorithms is complicated by stochasticity in training and sensitivity of agent performance to the behavior of other agents. We propose a meta-game evaluation framework for deep MARL,…
We propose a payoff function extending Minority Games (MG) that captures the competition between agents to make money. In constrast with previous MG, the best strategies are not always targeting the minority but are shifting…
Evolutionary game theory is a powerful mathematical framework to study how intelligent individuals adjust their strategies in collective interactions. It has been widely believed that it is impossible to unilaterally control players'…
Games are challenging for Reinforcement Learning~(RL) agents due to their reward-sparsity, as rewards are only obtainable after long sequences of deliberate actions. Intrinsic Motivation~(IM) methods -- which introduce exploration rewards…
Groups of humans are often able to find ways to cooperate with one another in complex, temporally extended social dilemmas. Models based on behavioral economics are only able to explain this phenomenon for unrealistic stateless matrix…
The analysis and control of large-population systems is of great interest to diverse areas of research and engineering, ranging from epidemiology over robotic swarms to economics and finance. An increasingly popular and effective approach…
Data marketplaces, which mediate the purchase and exchange of data from third parties, have attracted growing attention for reducing the cost and effort of data collection while enabling the trading of diverse datasets. However, a…
We propose a new model, independent linear Markov game, for multi-agent reinforcement learning with a large state space and a large number of agents. This is a class of Markov games with independent linear function approximation, where each…
Federated learning promises significant sample-efficiency gains by pooling data across multiple agents, yet incentive misalignment is an obstacle: each update is costly to the contributor but boosts every participant. We introduce a…
In human society, the conflict between self-interest and collective well-being often obstructs efforts to achieve shared welfare. Related concepts like the Tragedy of the Commons and Social Dilemmas frequently manifest in our daily lives.…