Related papers: Equilibrium Selection in Multi-Agent Policy Gradie…

Multi-agent games are becoming an increasing prevalent formalism for the study of electronic commerce and auctions. The speed at which transactions can take place and the growing complexity of electronic marketplaces makes the study of…

We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…

Natural policy gradient (NPG) methods are among the most widely used policy optimization algorithms in contemporary reinforcement learning. This class of methods is often applied in conjunction with entropy regularization -- an algorithmic…

We study the performance of the gradient play algorithm for stochastic games (SGs), where each agent tries to maximize its own total discounted reward by making decisions independently based on current state information which is shared…

Nash equilibrium is a central concept in game theory. Several Nash solvers exist, yet none scale to normal-form games with many actions and many players, especially those with payoff tensors too big to be stored in memory. In this work, we…

Game theory is a very profound study on distributed decision-making behavior and has been extensively developed by many scholars. However, many existing works rely on certain strict assumptions such as knowing the opponent's private…

We examine global non-asymptotic convergence properties of policy gradient methods for multi-agent reinforcement learning (RL) problems in Markov potential games (MPG). To learn a Nash equilibrium of an MPG in which the size of state space…

We develop a scheme based on active learning to compute equilibria in a generalized Nash equilibrium problem (GNEP). Specifically, an external observer (or entity), with little knowledge on the multi-agent process at hand, collects sensible…

We consider a general-sum N-player linear-quadratic game with stochastic dynamics over a finite horizon and prove the global convergence of the natural policy gradient method to the Nash equilibrium. In order to prove the convergence of the…

Constrained Markov games offer a formal mathematical framework for modeling multi-agent reinforcement learning problems where the behavior of the agents is subject to constraints. In this work, we focus on the recently introduced class of…

We address two major challenges of implicit coordination in multi-agent deep reinforcement learning: non-stationarity and exponential growth of state-action space, by combining Deep-Q Networks for policy learning with Nash equilibrium for…

A major challenge in multi-agent systems is that the system complexity grows dramatically with the number of agents as well as the size of their action spaces, which is typical in real world scenarios such as autonomous vehicles, robotic…

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…

We introduce a new algorithm for the numerical computation of Nash equilibria of competitive two-player games. Our method is a natural generalization of gradient descent to the two-player setting where the update is given by the Nash…

Learning in stochastic games is a notoriously difficult problem because, in addition to each other's strategic decisions, the players must also contend with the fact that the game itself evolves over time, possibly in a very complicated…

To address issues of group-level fairness in machine learning, it is natural to adjust model parameters based on specific fairness objectives over a sensitive-attributed validation set. Such an adjustment procedure can be cast within a…

We study sequential decision-making when the agent's internal model class is misspecified. Within the infinite-horizon Berk-Nash framework, stable behavior arises as a fixed point: the agent acts optimally relative to a subjective model,…

We study Nash equilibrium learning in partially observable Markov games (POMGs), a multi-agent reinforcement learning framework in which agents cannot fully observe the underlying state. Prior work in this setting relies on centralization…

We address the generalized Nash equilibrium seeking problem in a partial-decision information scenario, where each agent can only exchange information with some neighbors, although its cost function possibly depends on the strategies of all…

We study learning dynamics induced by strategic agents who repeatedly play a game with an unknown payoff-relevant parameter. In this dynamics, a belief estimate of the parameter is repeatedly updated given players' strategies and realized…