相关论文: Decentralized Fictitious Play in Near-Potential Ga…

We investigate convergence of decentralized fictitious play (DFP) in near-potential games, wherein agents preferences can almost be captured by a potential function. In DFP agents keep local estimates of other agents' empirical frequencies,…

Multiple autonomous agents interact over a random communication network to maximize their individual utility functions which depend on the actions of other agents. We consider decentralized best-response with inertia type algorithms in…

The paper is concerned with distributed learning in large-scale games. The well-known fictitious play (FP) algorithm is addressed, which, despite theoretical convergence results, might be impractical to implement in large-scale settings due…

Stochastic differential games have been used extensively to model agents' competitions in Finance, for instance, in P2P lending platforms from the Fintech industry, the banking system for systemic risk, and insurance markets. The recently…

Fictitious play (FP) is one of the most fundamental game-theoretical learning frameworks for computing Nash equilibrium in $n$-player games, which builds the foundation for modern multi-agent learning algorithms. Although FP has provable…

It is now well known that decentralised optimisation can be formulated as a potential game, and game-theoretical learning algorithms can be used to find an optimum. One of the most common learning techniques in game theory is fictitious…

Decentralised optimisation tasks are important components of multi-agent systems. These tasks can be interpreted as n-player potential games: therefore game-theoretic learning algorithms can be used to solve decentralised optimisation…

Fictitious Play (FP) is a simple and natural dynamic for repeated play with many applications in game theory and multi-agent reinforcement learning. It was introduced by Brown (1949,1951) and its convergence properties for two-player…

Self-play reinforcement learning has demonstrated significant success in learning complex strategic and interactive behaviors in competitive multi-agent games. However, achieving such behaviors in continuous decision spaces remains…

Fictitious play (FP) is a well-studied algorithm that enables agents to learn Nash equilibrium in games with certain reward structures. However, when agents have no prior knowledge of the reward functions, FP faces a major challenge: the…

Fictitious play is an algorithm for computing Nash equilibria of matrix games. Recently, machine learning variants of fictitious play have been successfully applied to complicated real-world games. This paper presents a simple modification…

The paper studies fictitious play (FP) learning dynamics in continuous time. It is shown that in almost every potential game, and for almost every initial condition, the rate of convergence of FP is exponential. In particular, the paper…

A multi-agent system operates in an uncertain environment about which agents have different and time varying beliefs that, as time progresses, converge to a common belief. A global utility function that depends on the realized state of the…

We propose a distributed algorithm for multiagent systems that aim to optimize a common objective when agents differ in their estimates of the objective-relevant state of the environment. Each agent keeps an estimate of the environment and…

In this paper, we apply the idea of fictitious play to design deep neural networks (DNNs), and develop deep learning theory and algorithms for computing the Nash equilibrium of asymmetric $N$-player non-zero-sum stochastic differential…

Considering the interaction through mutual interference of the different radio devices, the channel selection (CS) problem in decentralized parallel multiple access channels can be modeled by strategic-form games. Here, we show that the CS…

Fictitious play (FP) is a canonical game-theoretic learning algorithm which has been deployed extensively in decentralized control scenarios. However standard treatments of FP, and of many other game-theoretic models, assume rather…

Markov games provide a powerful framework for modeling strategic multi-agent interactions in dynamic environments. Traditionally, convergence properties of decentralized learning algorithms in these settings have been established only for…

Multi-team games, prevalent in robotics and resource management, involve team members striving for a joint best response against other teams. Team-Nash equilibrium (TNE) predicts the outcomes of such coordinated interactions. However, can…

Except for special classes of games, there is no systematic framework for analyzing the dynamical properties of multi-agent strategic interactions. Potential games are one such special but restrictive class of games that allow for tractable…