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相关论文: On the robustness of learning in games with stocha…

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We study stochastic effects on the lagging anchor dynamics, a reinforcement learning algorithm used to learn successful strategies in iterated games, which is known to converge to Nash points in the absence of noise. The dynamics is…

适应与自组织系统 · 物理学 2012-04-20 James B. T. Sanders , Tobias Galla , Jonathan Shapiro

In this paper, we consider two-player zero-sum matrix and stochastic games and develop learning dynamics that are payoff-based, convergent, rational, and symmetric between the two players. Specifically, the learning dynamics for matrix…

机器学习 · 计算机科学 2024-09-06 Zaiwei Chen , Kaiqing Zhang , Eric Mazumdar , Asuman Ozdaglar , Adam Wierman

Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…

计算机科学与博弈论 · 计算机科学 2022-04-08 Adhyyan Narang , Evan Faulkner , Dmitriy Drusvyatskiy , Maryam Fazel , Lillian J. Ratliff

We investigate the impact of payoff shocks on the evolution of large populations of myopic players that employ simple strategy revision protocols such as the "imitation of success". In the noiseless case, this process is governed by the…

概率论 · 数学 2014-12-30 Panayotis Mertikopoulos , Yannick Viossat

We discuss similarities and differencies between systems of many interacting players maximizing their individual payoffs and particles minimizing their interaction energy. We analyze long-run behavior of stochastic dynamics of many…

统计力学 · 物理学 2007-05-23 Jacek Miekisz

We study repeated games where players use an exponential learning scheme in order to adapt to an ever-changing environment. If the game's payoffs are subject to random perturbations, this scheme leads to a new stochastic version of the…

概率论 · 数学 2010-10-22 Panayotis Mertikopoulos , Aris L. Moustakas

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…

计算机科学与博弈论 · 计算机科学 2021-09-06 Manxi Wu , Saurabh Amin , Asuman Ozdaglar

Learning from repeated play in a fixed two-player zero-sum game is a classic problem in game theory and online learning. We consider a variant of this problem where the game payoff matrix changes over time, possibly in an adversarial…

机器学习 · 计算机科学 2022-02-01 Mengxiao Zhang , Peng Zhao , Haipeng Luo , Zhi-Hua Zhou

In multi-agent autonomous systems, deception is a fundamental concept which characterizes the exploitation of unbalanced information to mislead victims into choosing oblivious actions. This effectively alters the system's long term…

系统与控制 · 电气工程与系统科学 2025-08-27 Michael Tang , Miroslav Krstic , Jorge Poveda

Starting from a heuristic learning scheme for N-person games, we derive a new class of continuous-time learning dynamics consisting of a replicator-like drift adjusted by a penalty term that renders the boundary of the game's strategy space…

最优化与控制 · 数学 2014-04-08 Pierre Coucheney , Bruno Gaujal , Panayotis Mertikopoulos

We study the quality of outcomes in repeated games when the population of players is dynamically changing and participants use learning algorithms to adapt to the changing environment. Game theory classically considers Nash equilibria of…

计算机科学与博弈论 · 计算机科学 2020-05-25 Thodoris Lykouris , Vasilis Syrgkanis , Eva Tardos

We study learning dynamics induced by strategic agents who repeatedly play a game with an unknown payoff-relevant parameter. In each step, an information system estimates a belief distribution of the parameter based on the players'…

系统与控制 · 电气工程与系统科学 2020-10-20 Manxi Wu , Saurabh Amin , Asuman Ozdaglar

We introduce a stochastic learning process called the dampened gradient approximation process. While learning models have almost exclusively focused on finite games, in this paper we design a learning process for games with continuous…

计算机科学与博弈论 · 计算机科学 2018-07-02 Sebastian Bervoets , Mario Bravo , Mathieu Faure

Recent extensions to dynamic games of the well-known fictitious play learning procedure in static games were proved to globally converge to stationary Nash equilibria in two important classes of dynamic games (zero-sum and…

计算机科学与博弈论 · 计算机科学 2022-07-08 Lucas Baudin , Rida Laraki

In this paper, we present a framework for multi-agent learning in a nonstationary dynamic network environment. More specifically, we examine projected gradient play in smooth monotone repeated network games in which the agents'…

计算机科学与博弈论 · 计算机科学 2024-08-13 Feras Al Taha , Kiran Rokade , Francesca Parise

We study adaptive learning in a typical p-player game. The payoffs of the games are randomly generated and then held fixed. The strategies of the players evolve through time as the players learn. The trajectories in the strategy space…

经济学 · 定量金融 2018-04-09 James B. T. Sanders , J. Doyne Farmer , Tobias Galla

We discuss the long-run behavior of stochastic dynamics of many interacting players in spatial evolutionary games. In particular, we investigate the effect of the number of players and the noise level on the stochastic stability of Nash…

统计力学 · 物理学 2009-11-07 Jacek Miekisz

We introduce a simple stochastic dynamics for game theory. It assumes ``local'' rationality in the sense that any player climbs the gradient of his utility function in the presence of a stochastic force which represents deviation from…

统计力学 · 物理学 2008-11-23 Matteo Marsili , Yi-Cheng Zhang

We propose a novel independent and payoff-based learning framework for stochastic games that is model-free, game-agnostic, and gradient-free. The learning dynamics follow a best-response-type actor-critic architecture, where agents update…

机器学习 · 计算机科学 2026-02-03 Ahmed Said Donmez , Yuksel Arslantas , Muhammed O. Sayin

We discuss similarities and differences between systems of interacting players maximizing their individual payoffs and particles minimizing their interaction energy. Long-run behavior of stochastic dynamics of spatial games with multiple…

统计力学 · 物理学 2009-11-10 Jacek Miekisz
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