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Reinforcement learning is a powerful tool to learn the optimal policy of possibly multiple agents by interacting with the environment. As the number of agents grow to be very large, the system can be approximated by a mean-field problem.…

最优化与控制 · 数学 2020-08-18 Weichen Wang , Jiequn Han , Zhuoran Yang , Zhaoran Wang

Tri-level defender-attacker game models are a well-studied method for determining how best to protect a system (e.g., a transportation network) from attacks. Existing models assume that defender and attacker actions have a perfect effect,…

最优化与控制 · 数学 2024-09-16 Samuel Affar , Hugh Medal

An iterative finite difference scheme for mean field games (MFGs) is proposed. The target MFGs are derived from control problems for multidimensional systems with advection terms. For such MFGs, linearization using the Cole-Hopf…

最优化与控制 · 数学 2023-04-26 Daisuke Inoue , Yuji Ito , Takahito Kashiwabara , Norikazu Saito , Hiroaki Yoshida

Two-player mean-payoff Stackelberg games are nonzero-sum infinite duration games played on a bi-weighted graph by Leader (Player 0) and Follower (Player 1). Such games are played sequentially: first, Leader announces her strategy, second,…

最优化与控制 · 数学 2021-08-04 Mrudula Balachander , Shibashis Guha , Jean-François Raskin

In this note, we develop Fourier approximation methods for the solutions of first-order nonlocal mean-field games (MFG) systems. Using Fourier expansion techniques, we approximate a given MFG system by a simpler one that is equivalent to a…

偏微分方程分析 · 数学 2019-01-21 Levon Nurbekyan , Joao Saude

This paper studies a variant of the multi-player reach-avoid game played between intruders and defenders with applications to perimeter defense. The intruder team tries to score by sending as many intruders as possible to the target area,…

系统与控制 · 电气工程与系统科学 2020-06-05 Daigo Shishika , James Paulos , Vijay Kumar

Game-theoretic algorithms are commonly benchmarked on recreational games, classical constructs from economic theory such as congestion and dispersion games, or entirely random game instances. While the past two decades have seen the rise of…

计算机科学与博弈论 · 计算机科学 2025-05-29 Noah Krever , Jakub Černý , Moïse Blanchard , Christian Kroer

Solution concepts of traditional game theory assume entirely rational players; therefore, their ability to exploit subrational opponents is limited. One type of subrationality that describes human behavior well is the quantal response.…

人工智能 · 计算机科学 2021-07-08 David Milec , Jakub Černý , Viliam Lisý , Bo An

We examine online safe multi-agent reinforcement learning using constrained Markov games in which agents compete by maximizing their expected total rewards under a constraint on expected total utilities. Our focus is confined to an episodic…

机器学习 · 计算机科学 2023-06-02 Dongsheng Ding , Xiaohan Wei , Zhuoran Yang , Zhaoran Wang , Mihailo R. Jovanović

This paper analyzes a class of infinite-time-horizon stochastic games with singular controls motivated from the partially reversible problem. It provides an explicit solution for the mean-field game (MFG) and presents sensitivity analysis…

最优化与控制 · 数学 2020-08-12 Haoyang Cao , Xin Guo

A query game is a pair of a set $Q$ of queries and a set $\mathcal{F}$ of functions, or codewords $f:Q\rightarrow \mathbb{Z}.$ We think of this as a two-player game. One player, Codemaker, picks a hidden codeword $f\in \mathcal{F}$. The…

组合数学 · 数学 2023-07-11 Anders Martinsson

While the topic of mean-field games (MFGs) has a relatively long history, heretofore there has been limited work concerning algorithms for the computation of equilibrium control policies. In this paper, we develop a computable policy…

系统与控制 · 电气工程与系统科学 2020-04-07 Muhammad Aneeq uz Zaman , Kaiqing Zhang , Erik Miehling , Tamer Başar

Finite-state mean-field games (MFGs) arise as limits of large interacting particle systems and are governed by an MFG system, a coupled forward-backward differential equation consisting of a forward Kolmogorov-Fokker-Planck (KFP) equation…

最优化与控制 · 数学 2026-02-16 William Hofgard , Asaf Cohen , Mathieu Laurière

We study online reinforcement learning in average-reward stochastic games (SGs). An SG models a two-player zero-sum game in a Markov environment, where state transitions and one-step payoffs are determined simultaneously by a learner and an…

机器学习 · 计算机科学 2017-12-05 Chen-Yu Wei , Yi-Te Hong , Chi-Jen Lu

In this paper, the problem of seeking optimal distributed resource allocation (DRA) policies on cellular networks in the presence of an unknown malicious adding-edge attacker is investigated. This problem is described as the games of games…

系统与控制 · 电气工程与系统科学 2023-04-04 Yukang Cui , Xinru Yang , Tingwen Huang , Xin Gong

To ensure the usefulness of Reinforcement Learning (RL) in real systems, it is crucial to ensure they are robust to noise and adversarial attacks. In adversarial RL, an external attacker has the power to manipulate the victim agent's…

机器学习 · 计算机科学 2024-06-18 Jeremy McMahan , Young Wu , Xiaojin Zhu , Qiaomin Xie

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…

计算机科学与博弈论 · 计算机科学 2022-05-04 Yurong Chen , Xiaotie Deng , Chenchen Li , David Mguni , Jun Wang , Xiang Yan , Yaodong Yang

Resource allocation is the process of optimizing the rare resources. In the area of security, how to allocate limited resources to protect a massive number of targets is especially challenging. This paper addresses this resource allocation…

计算机科学与博弈论 · 计算机科学 2019-02-26 Xu Liu , Xiaoqiang Di , Jinqing Li , Huan Wang , Jianping Zhao , Huamin Yang , Ligang Cong

Extensive-form games (EFGs) model finite sequential interactions between players. The amount of memory required to represent these games is the main bottleneck of algorithms for computing optimal strategies and the size of these strategies…

计算机科学与博弈论 · 计算机科学 2020-04-16 Jiri Cermak , Viliam Lisy , Branislav Bosansky

This paper extends and generalizes the well-known cut-matching game framework and provides a novel cut-strategy that produces constant-hop expanders. Constant-hop expanders are a significant strengthening of regular expanders with the…

数据结构与算法 · 计算机科学 2024-10-29 Bernhard Haeupler , Jonas Huebotter , Mohsen Ghaffari