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We propose the first loss function for approximate Nash equilibria of normal-form games that is amenable to unbiased Monte Carlo estimation. This construction allows us to deploy standard non-convex stochastic optimization techniques for…

计算机科学与博弈论 · 计算机科学 2024-04-16 Ian Gemp , Luke Marris , Georgios Piliouras

We propose a type of non-cooperative game, termed multi-cluster aggregative game, which is composed of clusters as players, where each cluster consists of collaborative agents with cost functions depending on their own decisions and the…

多智能体系统 · 计算机科学 2023-05-16 Yue Chen , Peng Yi

Model-based reinforcement learning (RL), which finds an optimal policy using an empirical model, has long been recognized as one of the corner stones of RL. It is especially suitable for multi-agent RL (MARL), as it naturally decouples the…

机器学习 · 计算机科学 2023-08-10 Kaiqing Zhang , Sham M. Kakade , Tamer Başar , Lin F. Yang

In this work, we study the sample complexity of obtaining a Nash equilibrium (NE) estimate in two-player zero-sum matrix games with noisy feedback. Specifically, we propose a novel algorithm that repeatedly solves linear programs (LPs) to…

最优化与控制 · 数学 2026-02-16 Jiashuo Jiang , Mengxiao Zhang

The Nash equilibrium is an important benchmark for behaviour in systems of strategic autonomous agents. Polymatrix games are a succinct and expressive representation of multiplayer games that model pairwise interactions between players. The…

计算机科学与博弈论 · 计算机科学 2016-03-17 Argyrios Deligkas , John Fearnley , Tobenna Peter Igwe , Rahul Savani

In an $\epsilon$-Nash equilibrium, a player can gain at most $\epsilon$ by unilaterally changing his behaviour. For two-player (bimatrix) games with payoffs in $[0,1]$, the best-known$\epsilon$ achievable in polynomial time is 0.3393. In…

计算机科学与博弈论 · 计算机科学 2014-10-02 Argyrios Deligkas , John Fearnley , Rahul Savani , Paul Spirakis

We prove that in a normal form n-player game with m actions for each player, there exists an approximate Nash equilibrium where each player randomizes uniformly among a set of O(log(m) + log(n)) pure strategies. This result induces an…

计算机科学与博弈论 · 计算机科学 2013-07-19 Yakov Babichenko , Ron Peretz

We study Markov perfect equilibria in continuous-time dynamic games with finitely many symmetric players. The corresponding Nash system reduces to the Nash-Lasry-Lions equation for the common value function, also known as the master…

最优化与控制 · 数学 2025-07-29 Felix Höfer , Mathieu Laurière , H. Mete Soner , Qinxin Yan

Mean-field games have been used as a theoretical tool to obtain an approximate Nash equilibrium for symmetric and anonymous $N$-player games. However, limiting applicability, existing theoretical results assume variations of a "population…

最优化与控制 · 数学 2023-06-12 Batuhan Yardim , Semih Cayci , Matthieu Geist , Niao He

Several multiagent reinforcement learning (MARL) algorithms have been proposed to optimize agents decisions. Due to the complexity of the problem, the majority of the previously developed MARL algorithms assumed agents either had some…

机器学习 · 计算机科学 2014-01-16 Sherief Abdallah , Victor Lesser

We study the problem of learning a Nash equilibrium (NE) in Markov games which is a cornerstone in multi-agent reinforcement learning (MARL). In particular, we focus on infinite-horizon adversarial team Markov games (ATMGs) in which agents…

计算机科学与博弈论 · 计算机科学 2024-10-10 Fivos Kalogiannis , Jingming Yan , Ioannis Panageas

Reinforcement learning from self-play has recently reported many successes. Self-play, where the agents compete with themselves, is often used to generate training data for iterative policy improvement. In previous work, heuristic rules are…

机器学习 · 计算机科学 2020-09-15 Yuanyi Zhong , Yuan Zhou , Jian Peng

We derive the rate of convergence to the strongly variationally stable Nash equilibrium in a convex game, for a zeroth-order learning algorithm. Though we do not assume strong monotonicity of the game, our rates for the one-point feedback…

最优化与控制 · 数学 2024-03-12 Tatiana Tatarenko , Maryam Kamgarpour

We simulate behaviour of two independent reinforcement learning algorithms playing the Crawford and Sobel (1982) game of strategic information transmission. We adopt memoryless algorithms to capture learning in a static game where a large…

理论经济学 · 经济学 2024-10-02 Daniele Condorelli , Massimiliano Furlan

Multi-agent learning algorithms have been shown to display complex, unstable behaviours in a wide array of games. In fact, previous works indicate that convergent behaviours are less likely to occur as the total number of agents increases.…

计算机科学与博弈论 · 计算机科学 2024-03-26 Aamal Hussain , Dan Leonte , Francesco Belardinelli , Georgios Piliouras

Multi-agent robust reinforcement learning, also known as multi-player robust Markov games (RMGs), is a crucial framework for modeling competitive interactions under environmental uncertainties, with wide applications in multi-agent systems.…

机器学习 · 计算机科学 2024-12-31 Yuchen Jiao , Gen Li

In this paper we present a novel generic mapping between Graphical Games and Markov Random Fields so that pure Nash equilibria in the former can be found by statistical inference on the latter. Thus, the problem of deciding whether a…

计算机科学与博弈论 · 计算机科学 2007-05-23 Constantinos Daskalakis

Multi-agent reinforcement learning (MARL) algorithms often suffer from an exponential sample complexity dependence on the number of agents, a phenomenon known as \emph{the curse of multiagents}. In this paper, we address this challenge by…

机器学习 · 计算机科学 2022-02-01 Weichao Mao , Lin F. Yang , Kaiqing Zhang , Tamer Başar

Imperfect-recall abstraction has emerged as the leading paradigm for practical large-scale equilibrium computation in incomplete-information games. However, imperfect-recall abstractions are poorly understood, and only weak…

计算机科学与博弈论 · 计算机科学 2016-06-07 Christian Kroer , Tuomas Sandholm

We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…

最优化与控制 · 数学 2018-10-16 Tatiana Tatarenko , Maryam Kamgarpour