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We introduce a mean field game with rank-based reward: competing agents optimize their effort to achieve a goal, are ranked according to their completion time, and paid a reward based on their relative rank. First, we propose a tractable…

最优化与控制 · 数学 2017-08-07 Marcel Nutz , Yuchong Zhang

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

We consider a simple binary market model containing $N$ competitive agents. The novel feature of our model is that it incorporates the tendency shown by traders to look for patterns in past price movements over multiple time scales, i.e.…

物理与社会 · 物理学 2009-11-11 Kurt E. Mitman , Sehyo Charley Choe , Neil F. Johnson

We introduce a two-player model of reinforcement learning with memory. Past actions of an iterated game are stored in a memory and used to determine player's next action. To examine the behaviour of the model some approximate methods are…

统计力学 · 物理学 2009-11-13 Adam Lipowski , Krzysztof Gontarek , Marcel Ausloos

We study a mixed population of adaptive agents with small and large memories, competing in a minority game. If the agents are sufficiently adaptive, we find that the average winnings per agent can exceed that obtainable in the corresponding…

凝聚态物理 · 物理学 2009-10-31 N. F. Johnson , P. M. Hui , D. Zheng , M. Hart

We propose a payoff function extending Minority Games (MG) that captures the competition between agents to make money. In constrast with previous MG, the best strategies are not always targeting the minority but are shifting…

凝聚态物理 · 物理学 2009-11-07 Jorgen Vitting Andersen , Didier Sornette

We consider the problem of learning to play a repeated multi-agent game with an unknown reward function. Single player online learning algorithms attain strong regret bounds when provided with full information feedback, which unfortunately…

机器学习 · 计算机科学 2019-10-29 Pier Giuseppe Sessa , Ilija Bogunovic , Maryam Kamgarpour , Andreas Krause

TheMinority Game (MG) has become a paradigm to probe complex social and economical phenomena where adaptive agents compete for a limited resource, and it finds applications in statistical and nonlinear physics as well. In the traditional MG…

适应与自组织系统 · 物理学 2012-04-16 Zi-Gang Huang , Ji-Qiang Zhang , Jia-Qi Dong , Liang Huang , Ying-Cheng Lai

We study learning dynamics induced by strategic agents who repeatedly play a game with an unknown payoff-relevant parameter. In this dynamics, a belief estimate of the parameter is repeatedly updated given players' strategies and realized…

计算机科学与博弈论 · 计算机科学 2021-09-06 Manxi Wu , Saurabh Amin , Asuman Ozdaglar

The models of statistical physics used to study collective phenomena in some interdisciplinary contexts, such as social dynamics and opinion spreading, do not consider the effects of the memory on individual decision processes. On the…

无序系统与神经网络 · 物理学 2007-05-23 Luca Dall'Asta , Andrea Baronchelli

This paper presents a model of multi-group Bayesian games (MBGs) to describe the group behavior in Bayesian games, and gives methods to find (strongly) multi-group Bayesian Nash equilibria (MBNE) of this model with a proposed…

计算机科学与博弈论 · 计算机科学 2025-10-03 Hongxing Yuan , Xuan Zhang , Chunyu Wei , Yushun Fan

Purpose: We propose a model to present a possible mechanism for obtaining sizeable behavioural structures by simulating an agent based on the evolutionary public good game with available social learning. Methods: The model considered a…

计算机科学与博弈论 · 计算机科学 2019-10-29 Chulwook Park

Naming Game is a recently proposed model for describing how a multi-agent system can converge towards a consensus state in a self-organized way. In this paper, we investigate this model on the so-called homogeneous small-world networks and…

数据分析、统计与概率 · 物理学 2007-05-23 Bo-Yu Lin , Jie Ren , Hui-Jie Yang , Bing-Hong Wang

Online learning algorithms that minimize regret provide strong guarantees in situations that involve repeatedly making decisions in an uncertain environment, e.g. a driver deciding what route to drive to work every day. While regret…

计算机科学与博弈论 · 计算机科学 2013-09-06 Jeremiah Blocki , Nicolas Christin , Anupam Datta , Arunesh Sinha

The widespread deployment of Machine Learning systems everywhere raises challenges, such as dealing with interactions or competition between multiple learners. In that goal, we study multi-agent sequential decision-making by considering…

计算机科学与博弈论 · 计算机科学 2025-10-28 Antoine Scheid , Etienne Boursier , Alain Durmus , Eric Moulines , Michael I. Jordan

Traditional evolutionary game theory describes how certain strategy spreads throughout the system where individual player imitates the most successful strategy among its neighborhood. Accordingly, player doesn't have own authority to change…

多智能体系统 · 计算机科学 2016-04-14 Sundong Kim , Jin-Jae Lee

When playing games in groups, it is an advantage for individuals to have accurate statistical information on the strategies of their opponents. Such information may be obtained by remembering previous interactions. We consider a…

适应与自组织系统 · 物理学 2015-10-14 James Burridge

When a game involves many agents or when communication between agents is not possible, it is useful to resort to distributed learning where each agent acts in complete autonomy without any information on the other agents' situations.…

最优化与控制 · 数学 2025-09-24 Jérôme Taupin , Xavier Leturc , Christophe J. Le Martret

In a co-evolutionary context, the survive probability of individual elements of a system depends on their relation with their neighbors. The natural selection process depends on the whole population, which is determined by local events…

生物物理 · 物理学 2009-11-13 Juan G. Diaz Ochoa

A simple model for cooperation between "selfish" agents, which play an extended version of the Prisoner's Dilemma(PD) game, in which they use arbitrary payoffs, is presented and studied. A continuous variable, representing the probability…

凝聚态物理 · 物理学 2009-11-10 H. Fort