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In this paper, we propose a provably convergent and practical framework for multi-objective reinforcement learning with max-min criterion. From a game-theoretic perspective, we reformulate max-min multi-objective reinforcement learning as a…

Machine Learning · Computer Science 2025-10-24 Woohyeon Byeon , Giseung Park , Jongseong Chae , Amir Leshem , Youngchul Sung

In multi-agent problems requiring a high degree of cooperation, success often depends on the ability of the agents to adapt to each other's behavior. A natural solution concept in such settings is the Stackelberg equilibrium, in which the…

Machine Learning · Computer Science 2024-06-14 Robert Loftin , Mustafa Mert Çelikok , Herke van Hoof , Samuel Kaski , Frans A. Oliehoek

We consider Cournot mean field games of controls, a model originally developed for the production of an exhaustible resource by a continuum of producers. We prove uniqueness of the solution under general assumptions on the price function.…

Optimization and Control · Mathematics 2024-10-30 Fabio Camilli , Mathieu Laurière , Qing Tang

In communication systems where users share common resources, users' selfish behavior usually results in suboptimal resource utilization. There have been extensive works that model communication systems with selfish users as one-shot games…

Information Theory · Computer Science 2011-11-11 Yuanzhang Xiao , Jaeok Park , Mihaela van der Schaar

We study a variation of the minority game. There are N agents. Each has to choose between one of two alternatives everyday, and there is reward to each member of the smaller group. The agents cannot communicate with each other, but try to…

Trading and Market Microstructure · Quantitative Finance 2015-05-27 Deepak Dhar , V. Sasidevan , Bikas K. Chakrabarti

In game theory, mechanism design is concerned with the design of incentives so that a desired outcome of the game can be achieved. In this paper, we study the design of incentives so that a desirable equilibrium is obtained, for instance,…

Computer Science and Game Theory · Computer Science 2021-06-21 Julian Gutierrez , Muhammad Najib , Giuseppe Perelli , Michael Wooldridge

We propose a stochastic first-order algorithm to learn the rationality parameters of simultaneous and non-cooperative potential games, i.e., the parameters of the agents' optimization problems. Our technique combines (i.) an active-set step…

Optimization and Control · Mathematics 2023-07-31 Stefan Clarke , Gabriele Dragotto , Jaime Fernández Fisac , Bartolomeo Stellato

Social learning is learning through the observation of or interaction with other individuals; it is critical in the understanding of the collective behaviors of humans in social physics. We study the learning process of agents in a restless…

Physics and Society · Physics 2020-12-01 Kazuaki Nakayama , Ryuzo Nakamura , Masato Hisakado , Shintaro Mori

In lowest unique bid auctions, $N$ players bid for an item. The winner is whoever places the \emph{lowest} bid, provided that it is also unique. We use a grand canonical approach to derive an analytical expression for the equilibrium…

Computer Science and Game Theory · Computer Science 2015-05-28 Simone Pigolotti , Sebastian Bernhardsson , Jeppe Juul , Gorm Galster , Pierpaolo Vivo

We introduce a method based on the Public Goods Game for solving optimization tasks. In particular, we focus on the Traveling Salesman Problem, i.e. a NP-hard problem whose search space exponentially grows increasing the number of cities.…

Physics and Society · Physics 2017-08-30 Marco Alberto Javarone

Reinforcement learning from self-play has recently reported many successes. Self-play, where the agents compete with themselves, is often used to generate training data for iterative policy improvement. In previous work, heuristic rules are…

Machine Learning · Computer Science 2020-09-15 Yuanyi Zhong , Yuan Zhou , Jian Peng

Regularized learning is a fundamental technique in online optimization, machine learning and many other fields of computer science. A natural question that arises in these settings is how regularized learning algorithms behave when faced…

Computer Science and Game Theory · Computer Science 2017-09-11 Panayotis Mertikopoulos , Christos Papadimitriou , Georgios Piliouras

Motivated by the increasing attention to overall social benefits in networked multi-agent systems, this paper investigates an optimization problem building on noncooperative games under high-level regulation, which can be formulated in a…

Optimization and Control · Mathematics 2025-12-02 Kaixin Du , Min Meng , Xiaoming Hu

Consider a set of agents who play a network game repeatedly. Agents may not know the network. They may even be unaware that they are interacting with other agents in a network. Possibly, they just understand that their payoffs depend on an…

Theoretical Economics · Economics 2022-07-26 Pierpaolo Battigalli , Fabrizio Panebianco , Paolo Pin

We study two-player general sum repeated finite games where the rewards of each player are generated from an unknown distribution. Our aim is to find the egalitarian bargaining solution (EBS) for the repeated game, which can lead to much…

Machine Learning · Computer Science 2019-06-05 Aristide Tossou , Christos Dimitrakakis , Jaroslaw Rzepecki , Katja Hofmann

Fully cooperative multiagent systems - those in which agents share a joint utility model- is of special interest in AI. A key problem is that of ensuring that the actions of individual agents are coordinated, especially in settings where…

Computer Science and Game Theory · Computer Science 2013-02-18 Craig Boutilier

We consider 2-players, 2-values minimization games where the players' costs take on two values, $a,b$, $a<b$. The players play mixed strategies and their costs are evaluated by unimodal valuations. This broad class of valuations includes…

Computer Science and Game Theory · Computer Science 2020-09-10 Chryssis Georgiou , Marios Mavronicolas , Burkhard Monien

Mechanism design has found considerable application to the construction of agent-interaction protocols. In the standard setting, the type (e.g., utility function) of an agent is not known by other agents, nor is it known by the mechanism…

Computer Science and Game Theory · Computer Science 2012-07-19 Nathanael Hyafil , Craig Boutilier

We consider polymatrix coordination games with individual preferences where every player corresponds to a node in a graph who plays with each neighbor a separate bimatrix game with non-negative symmetric payoffs. In this paper, we study…

Computer Science and Game Theory · Computer Science 2015-04-29 Mona Rahn , Guido Schäfer

Game theory has emerged as a fruitful paradigm for the design of networked multiagent systems. A fundamental component of this approach is the design of agents' utility functions so that their self-interested maximization results in a…

Computer Science and Game Theory · Computer Science 2020-03-12 Dario Paccagnan , Rahul Chandan , Jason R. Marden