相关论文: Learning in nonatomic games, Part I: Finite action…
In this paper, we examine the convergence landscape of multi-agent learning under uncertainty. Specifically, we analyze two stochastic models of regularized learning in continuous games -- one in continuous and one in discrete time with the…
Evolutionary game dynamics with two 2-strategy games in a finite population has been investigated in this study. Traditionally, frequency-dependent evolutionary dynamics are modeled by deterministic replicator dynamics under the assumption…
Understanding the evolutionary dynamics of reinforcement learning under multi-agent settings has long remained an open problem. While previous works primarily focus on 2-player games, we consider population games, which model the strategic…
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…
We study an atomic signaling game under stochastic evolutionary dynamics. There is a finite number of players who repeatedly update from a finite number of available languages/signaling strategies. Players imitate the most fit agents with…
We introduce a model of anonymous games with the player dependent action sets. We propose several learning procedures based on the well-known Fictitious Play and Online Mirror Descent and prove their convergence to equilibrium under the…
We study games with finitely many participants, each having finitely many choices. We consider the following categories of participants: (I) populations: sets of nonatomic agents, (II) atomic splittable players, (III) atomic non splittable…
We consider a broad class of stochastic imitation dynamics over networks, encompassing several well known learning models such as the replicator dynamics. In the considered models, players have no global information about the game…
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…
We consider learning by fictitious play in a large population of agents engaged in single-play, two-person rounds of a symmetric game, and derive a mean-filed type model for the corresponding stochastic process. Using this model, we…
Many socio-economic and biological processes can be modeled as systems of interacting individuals. The behaviour of such systems can be often described within game-theoretic models. In these lecture notes, we introduce fundamental concepts…
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…
We develop the fictitious play algorithm in the context of the linear programming approach for mean field games of optimal stopping and mean field games with regular control and absorption. This algorithm allows to approximate the mean…
We introduce the notion of regularized Bayesian best response (RBBR) learning dynamic in heterogeneous population games. We obtain such a dynamic via perturbation by an arbitrary lower semicontinuous, strongly convex regularizer in Bayesian…
Evolutionary dynamics in finite populations is known to fixate eventually in the absence of mutation. We here show that a similar phenomenon can be found in stochastic game dynamical batch learning, and investigate fixation in learning…
We analyze inertial coordination games: dynamic coordination games with an endogenously changing state that depends on (i) a persistent fundamental players privately learn about over time; and (ii) past play. The speed of learning…
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…
In games with a large number of players where players may have overlapping objectives, the analysis of stable outcomes typically depends on player types. A special case is when a large part of the player population consists of imitation…
Although learning has found wide application in multi-agent systems, its effects on the temporal evolution of a system are far from understood. This paper focuses on the dynamics of Q-learning in large-scale multi-agent systems modeled as…
Imitation dynamics for population games are studied and their asymptotic properties analyzed. In the considered class of imitation dynamics - that encompass the replicator equation as well as other models previously considered in…