Related papers: Equilibrium Selection in Multi-Agent Policy Gradie…
Computing Nash equilibrium policies is a central problem in multi-agent reinforcement learning that has received extensive attention both in theory and in practice. However, provable guarantees have been thus far either limited to fully…
Regret minimization is a general approach to online optimization which plays a crucial role in many algorithms for approximating Nash equilibria in two-player zero-sum games. The literature mainly focuses on solving individual games in…
Projected gradient ascent is known to satisfy no-external regret as a learning algorithm. However, recent empirical work shows that projected gradient ascent often finds the Nash equilibrium in settings beyond two-player zero-sum…
This paper studies policy optimization algorithms for multi-agent reinforcement learning. We begin by proposing an algorithm framework for two-player zero-sum Markov Games in the full-information setting, where each iteration consists of a…
In practical applications, decision-makers with heterogeneous dynamics may be engaged in the same decision-making process. This motivates us to study distributed Nash equilibrium seeking for games in which players are mixed-order (first-…
This paper investigates the convergence of learning dynamics in Stackelberg games. In the class of games we consider, there is a hierarchical game being played between a leader and a follower with continuous action spaces. We establish a…
One key in real-life Nash equilibrium applications is to calibrate players' cost functions. To leverage the approximation ability of neural networks, we proposed a general framework for optimizing and learning Nash equilibrium using neural…
We study the open question of how players learn to play a social optimum pure-strategy Nash equilibrium (PSNE) through repeated interactions in general-sum coordination games. A social optimum of a game is the stable Pareto-optimal state…
Nash equilibrium is perhaps the best-known solution concept in game theory. Such a solution assigns a strategy to each player which offers no incentive to unilaterally deviate. While a Nash equilibrium is guaranteed to always exist, the…
We formulate computation offloading as a decentralized decision-making problem with autonomous agents. We design an interaction mechanism that incentivizes agents to align private and system goals by balancing between competition and…
In this paper, we address the challenge of Nash equilibrium (NE) seeking in non-cooperative convex games with partial-decision information. We propose a distributed algorithm, where each agent refines its strategy through projected-gradient…
This paper considers a non-cooperative game in which competing users sharing a frequency-selective interference channel selfishly optimize their power allocation in order to improve their achievable rates. Previously, it was shown that a…
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…
Multi-agent learning algorithms have been shown to display complex, unstable behaviours in a wide array of games. In fact, previous works indicate that convergent behaviours are less likely to occur as the total number of agents increases.…
Learning processes in games explain how players grapple with one another in seeking an equilibrium. We study a natural model of learning based on individual gradients in two-player continuous games. In such games, the arguably natural…
Power system operators and electric utility companies often impose a coincident peak demand charge on customers when the aggregate system demand reaches its maximum. This charge incentivizes customers to strategically shift their peak usage…
Learning in games considers how multiple agents maximize their own rewards through repeated games. Memory, an ability that an agent changes his/her action depending on the history of actions in previous games, is often introduced into…
Consider a strongly monotone game where the players' utility functions include a reward function and a linear term for each dimension, with coefficients that are controlled by the manager. Gradient play converges to a unique Nash…
Coordination is one of the essential problems in multi-agent systems. Typically multi-agent reinforcement learning (MARL) methods treat agents equally and the goal is to solve the Markov game to an arbitrary Nash equilibrium (NE) when…
Markov Potential Games (MPGs) form an important sub-class of Markov games, which are a common framework to model multi-agent reinforcement learning problems. In particular, MPGs include as a special case the identical-interest setting where…