相关论文: Actively Learning to Coordinate in Convex Games vi…
Game-theoretic techniques and equilibria analysis facilitate the design and verification of competitive systems. While algorithmic complexity of equilibria computation has been extensively studied, practical implementation and application…
A recent line of work has established uncoupled learning dynamics such that, when employed by all players in a game, each player's \emph{regret} after $T$ repetitions grows polylogarithmically in $T$, an exponential improvement over the…
This paper considers risk-averse learning in convex games involving multiple agents that aim to minimize their individual risk of incurring significantly high costs. Specifically, the agents adopt the conditional value at risk (CVaR) as a…
We introduce Cut-and-Play, a practically-efficient algorithm for computing Nash equilibria in simultaneous non-cooperative games where players decide via nonconvex and possibly unbounded optimization problems with separable payoff…
We show that learning algorithms satisfying a $\textit{low approximate regret}$ property experience fast convergence to approximate optimality in a large class of repeated games. Our property, which simply requires that each learner has…
Learning in games considers how multiple agents maximize their own rewards through repeated games. Memory, an ability that an agent changes his/her action depending on the history of actions in previous games, is often introduced into…
Repeated games consider a situation where multiple agents are motivated by their independent rewards throughout learning. In general, the dynamics of their learning become complex. Especially when their rewards compete with each other like…
The computational study of equilibria involving constraints on players' strategies has been largely neglected. However, in real-world applications, players are usually subject to constraints ruling out the feasibility of some of their…
A natural goal in multiagent learning besides finding equilibria is to learn rationalizable behavior, where players learn to avoid iteratively dominated actions. However, even in the basic setting of multiplayer general-sum games, existing…
In this work, we study stochastic non-cooperative games, where only noisy black-box function evaluations are available to estimate the cost function for each player. Since each player's cost function depends on both its own decision…
We study N-player finite games with costs perturbed due to time-varying disturbances in the underlying system and to that end, we propose the concept of Robust Correlated Equilibrium that generalizes the definition of Correlated…
We develop a flexible stochastic approximation framework for analyzing the long-run behavior of learning in games (both continuous and finite). The proposed analysis template incorporates a wide array of popular learning algorithms,…
This paper investigates the challenge of learning in black-box games, where the underlying utility function is unknown to any of the agents. While there is an extensive body of literature on the theoretical analysis of algorithms for…
This paper proposes a distributed algorithm to find the Nash equilibrium in a class of non-cooperative convex games with partial-decision information. Our method employs a distributed projected gradient play approach alongside consensus…
This paper considers information sharing in a multi-player repeated game. Every round, each player observes a subset of components of a random vector and then takes a control action. The utility earned by each player depends on the full…
In this paper, Nash equilibrium seeking among a network of players is considered. Different from many existing works on Nash equilibrium seeking in non-cooperative games, the players considered in this paper cannot directly observe the…
Regret minimization is a powerful tool for solving large-scale extensive-form games. State-of-the-art methods rely on minimizing regret locally at each decision point. In this work we derive a new framework for regret minimization on…
We give a simple proof of the well-known result that the marginal strategies of a coarse correlated equilibrium form a Nash equilibrium in two-player zero-sum games. A corollary of this fact is that no-external-regret learning algorithms…
We study the problem of learning in zero-sum matrix games with repeated play and bandit feedback. Specifically, we focus on developing uncoupled algorithms that guarantee, without communication between players, the convergence of the…
This paper considers a distributed Nash equilibrium seeking problem, where the players only have partial access to other players' actions, such as their neighbors' actions. Thus, the players are supposed to communicate with each other to…