相关论文: Decentralized Q-Learning for Stochastic Teams and …

In this paper, we formulate the adaptive learning problem---the problem of how to find an individualized learning plan (called policy) that chooses the most appropriate learning materials based on learner's latent traits---faced in adaptive…

We study the problem of Bayesian learning in a dynamical system involving strategic agents with asymmetric information. In a series of seminal papers in the literature, this problem has been investigated under a simplifying model where…

[Zhang, ICML 2018] provided the first decentralized actor-critic algorithm for multi-agent reinforcement learning (MARL) that offers convergence guarantees. In that work, policies are stochastic and are defined on finite action spaces. We…

Decentralized online learning for seeking generalized Nash equilibrium (GNE) of noncooperative games in dynamic environments is studied in this paper. Each player aims at selfishly minimizing its own time-varying cost function subject to…

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…

In this article we analyze a partial-information Nash Q-learning algorithm for a general 2-player stochastic game. Partial information refers to the setting where a player does not know the strategy or the actions taken by the opposing…

We study infinite-horizon discounted two-player zero-sum Markov games, and develop a decentralized algorithm that provably converges to the set of Nash equilibria under self-play. Our algorithm is based on running an Optimistic Gradient…

Distributed decision-makers are modeled as players in a game with two levels. High level decisions concern the game environment and determine the willingness of the players to form a coalition (or group). Low level decisions involve the…

Variational inequalities are a formalism that includes games, minimization, saddle point, and equilibrium problems as special cases. Methods for variational inequalities are therefore universal approaches for many applied tasks, including…

We study a Q learning algorithm for continuous time stochastic control problems. The proposed algorithm uses the sampled state process by discretizing the state and control action spaces under piece-wise constant control processes. We show…

This paper studies a stochastic dynamic game between two competing teams, each consisting of a network of collaborating agents. Unlike fully cooperative settings, where all agents share a common objective, each team in this game aims to…

We study a stochastic game framework with dynamic set of players, for modeling and analyzing their computational investment strategies in distributed computing. Players obtain a certain reward for solving the problem or for providing their…

Game theory serves as a powerful tool for distributed optimization in multi-agent systems in different applications. In this paper we consider multi-agent systems that can be modeled by means of potential games whose potential function…

In stochastic dynamic environments, team Markov games have emerged as a versatile paradigm for studying sequential decision-making problems of fully cooperative multi-agent systems. However, the optimality of the derived policies is usually…

Consider a two-player zero-sum stochastic game where the transition function can be embedded in a given feature space. We propose a two-player Q-learning algorithm for approximating the Nash equilibrium strategy via sampling. The algorithm…

We study decentralized policy learning in Markov games where we control a single agent to play with nonstationary and possibly adversarial opponents. Our goal is to develop a no-regret online learning algorithm that (i) takes actions based…

When optimizing problems with uncertain parameter values in a linear objective, decision-focused learning enables end-to-end learning of these values. We are interested in a stochastic scheduling problem, in which processing times are…

In stochastic Nash equilibrium problems (SNEPs), it is natural for players to be uncertain about their complex environments and have multi-dimensional unknown parameters in their models. Among various SNEPs, this paper focuses on locally…

Multi-Agent Reinforcement Learning involves agents that learn together in a shared environment, leading to emergent dynamics sensitive to initial conditions and parameter variations. A Dynamical Systems approach, which studies the evolution…

One of the proposed solutions to the equilibrium selection problem for agents learning in repeated games is obtained via the notion of stochastic stability. Learning algorithms are perturbed so that the Markov chain underlying the learning…