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We design and analyze reinforcement learning algorithms for Graphon Mean-Field Games (GMFGs). In contrast to previous works that require the precise values of the graphons, we aim to learn the Nash Equilibrium (NE) of the regularized GMFGs…

Computer Science and Game Theory · Computer Science 2023-10-27 Fengzhuo Zhang , Vincent Y. F. Tan , Zhaoran Wang , Zhuoran Yang

In this paper, a multi-cluster game with high-order players is investigated. Different from the well-known multi-cluster games, the dynamics of players are taken into account in our problem. Due to the high-order dynamics of players,…

Systems and Control · Electrical Eng. & Systems 2021-06-28 Zhenhua Deng , Yangyang Liu

Markov games model interactions among multiple players in a stochastic, dynamic environment. Each player in a Markov game maximizes its expected total discounted reward, which depends upon the policies of the other players. We formulate a…

Computer Science and Game Theory · Computer Science 2023-09-11 Shenghui Chen , Yue Yu , David Fridovich-Keil , Ufuk Topcu

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…

Computer Science and Game Theory · Computer Science 2024-02-13 Huaqing Li , Liang Ran , Lifeng Zheng , Zhe Li , Jinhui Hu , Jun Li , Tingwen Huang

We study Markov potential games under the infinite horizon average reward criterion. Most previous studies have been for discounted rewards. We prove that both algorithms based on independent policy gradient and independent natural policy…

Machine Learning · Computer Science 2024-03-12 Min Cheng , Ruida Zhou , P. R. Kumar , Chao Tian

The problem of distributed rate maximization in multi-channel ALOHA networks is considered. First, we study the problem of constrained distributed rate maximization, where user rates are subject to total transmission probability…

Networking and Internet Architecture · Computer Science 2015-05-25 Kobi Cohen , Amir Leshem

The distributed computation of a Nash equilibrium in aggregative games is gaining increased traction in recent years. Of particular interest is the mediator-free scenario where individual players only access or observe the decisions of…

Computer Science and Game Theory · Computer Science 2023-06-26 Yongqiang Wang , Angelia Nedich

We consider aggregative games with affine coupling constraints, where agents have partial information on the aggregate value and can only communicate with neighbouring agents. We propose a single-layer distributed algorithm that reaches a…

Optimization and Control · Mathematics 2020-08-14 Dian Gadjov , Lacra Pavel

We define solution concepts appropriate for computationally bounded players playing a fixed finite game. To do so, we need to define what it means for a \emph{computational game}, which is a sequence of games that get larger in some…

Computer Science and Game Theory · Computer Science 2015-06-10 Joseph Y. Halpern , Rafael Pass , Lior Seeman

This short paper concerns discretization schemes for representing and computing approximate Nash equilibria, with emphasis on graphical games, but briefly touching on normal-form and poly-matrix games. The main technical contribution is a…

Artificial Intelligence · Computer Science 2014-11-13 Luis E. Ortiz

Fine-tuning large language models (LLMs) for alignment typically relies on supervised fine-tuning or reinforcement learning from human feedback, both limited by the cost and scarcity of high-quality annotations. Recent self-play and…

Machine Learning · Computer Science 2026-02-03 Shiguang Wu , Yaqing Wang , Quanming Yao

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…

Optimization and Control · Mathematics 2024-06-18 Gokce Dayanikli , Mathieu Lauriere

Optimization of parameterized policies for reinforcement learning (RL) is an important and challenging problem in artificial intelligence. Among the most common approaches are algorithms based on gradient ascent of a score function…

Machine Learning · Computer Science 2020-06-15 Sriram Srinivasan , Marc Lanctot , Vinicius Zambaldi , Julien Perolat , Karl Tuyls , Remi Munos , Michael Bowling

This work leverages tools from evolutionary game theory to solve unconstrained nonconvex optimization problems. Specifically, we lift such a problem to an optimization over probability measures, whose minimizers exactly correspond to the…

Optimization and Control · Mathematics 2024-09-11 Brendon G. Anderson , Samuel Pfrommer , Somayeh Sojoudi

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…

Logic in Computer Science · Computer Science 2014-09-29 Jules Hedges , Paulo Oliva , Evguenia Winschel , Viktor Winschel , Philipp Zahn

In this article we study the convergence of the Nash Equilibria in a N-player differential game towards the optimal strategies in the Mean Field Games, when the dynamic of the generic player includes a reflection process which guarantees…

Analysis of PDEs · Mathematics 2022-03-16 Michele Ricciardi

Policy gradient methods have become a staple of any single-agent reinforcement learning toolbox, due to their combination of desirable properties: iterate convergence, efficient use of stochastic trajectory feedback, and theoretically-sound…

Computer Science and Game Theory · Computer Science 2025-07-10 Mingyang Liu , Gabriele Farina , Asuman Ozdaglar

Aligning generative models with human preference via RLHF typically suffers from overoptimization, where an imperfectly learned reward model can misguide the generative model to output undesired responses. We investigate this problem in a…

Machine Learning · Computer Science 2024-12-05 Zhihan Liu , Miao Lu , Shenao Zhang , Boyi Liu , Hongyi Guo , Yingxiang Yang , Jose Blanchet , Zhaoran Wang

Financial markets are often driven by latent factors which traders cannot observe. Here, we address an algorithmic trading problem with collections of heterogeneous agents who aim to perform optimal execution or statistical arbitrage, where…

Mathematical Finance · Quantitative Finance 2019-04-02 Philippe Casgrain , Sebastian Jaimungal

Contemporary applications of machine learning in two-team e-sports and the superior expressivity of multi-agent generative adversarial networks raise important and overlooked theoretical questions regarding optimization in two-team games.…

Computer Science and Game Theory · Computer Science 2023-04-18 Fivos Kalogiannis , Ioannis Panageas , Emmanouil-Vasileios Vlatakis-Gkaragkounis
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