Multiplayer performative prediction: Learning in decision-dependent games

A Narang, E Faulkner, D Drusvyatskiy, M Fazel… - Journal of Machine …, 2023 - jmlr.org
Learning problems commonly exhibit an interesting feedback mechanism wherein the
population data reacts to competing decision makers' actions. This paper formulates a new …

Online performative gradient descent for learning nash equilibria in decision-dependent games

Z Zhu, E Fang, Z Yang - Advances in Neural Information …, 2024 - proceedings.neurips.cc
We study the multi-agent game within the innovative framework of decision-dependent
games, which establishes a feedback mechanism that population data reacts to agents' …

Asymptotic convergence and performance of multi-agent q-learning dynamics

AA Hussain, F Belardinelli, G Piliouras - arXiv preprint arXiv:2301.09619, 2023 - arxiv.org
Achieving convergence of multiple learning agents in general $ N $-player games is
imperative for the development of safe and reliable machine learning (ML) algorithms and …

A unified stochastic approximation framework for learning in games

P Mertikopoulos, YP Hsieh, V Cevher - Mathematical Programming, 2024 - Springer
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 …

Distributed Nash equilibrium seeking with limited cost function knowledge via a consensus-based gradient-free method

Y Pang, G Hu - IEEE Transactions on Automatic Control, 2020 - ieeexplore.ieee.org
This article 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 …

Learning in stochastic monotone games with decision-dependent data

A Narang, E Faulkner, D Drusvyatskiy… - International …, 2022 - proceedings.mlr.press
Learning problems commonly exhibit an interesting feedback mechanism wherein the
population data reacts to competing decision makers' actions. This paper formulates a new …

Fast rates in time-varying strongly monotone games

YH Yan, P Zhao, ZH Zhou - International Conference on …, 2023 - proceedings.mlr.press
Multi-player online games depict the interaction of multiple players with each other over
time. Strongly monotone games are of particular interest since they have benign properties …

Exploitability minimization in games and beyond

D Goktas, A Greenwald - Advances in Neural Information …, 2022 - proceedings.neurips.cc
Pseudo-games are a natural and well-known generalization of normal-form games, in which
the actions taken by each player affect not only the other players' payoffs, as in games, but …

Nash equilibrium seeking in N-coalition games via a gradient-free method

Y Pang, G Hu - Automatica, 2022 - Elsevier
This paper studies an N-coalition non-cooperative game problem, where the players in the
same coalition cooperatively minimize the sum of their local cost functions under a directed …

Improved rates for derivative free gradient play in strongly monotone games

D Drusvyatskiy, M Fazel… - 2022 IEEE 61st …, 2022 - ieeexplore.ieee.org
The influential work of Bravo et al.[1] shows that derivative free gradient play in strongly
monotone games has complexity O (d 2/ε 3), where ε is the target accuracy on the expected …