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1. Approximate Nash Equilibria of Imitation Games: Algorithms and Complexity

   https://doi.org/10.5555/3398761.3398865  

   Murhekar, Aniket and ( January 2020 , AAMAS Conference proceedings)

   null (Ed.)

   A two-player finite game is represented by two payoff matrices (A, B), one for each player. Imitation games are a subclass of two-player games in which B is the identity matrix, implying that the second player gets a positive payoff only if she "imitates" the first. Given that the problem of computing a Nash equilibrium (NE) is known to be provably hard, even to approximate, we ask if it is any easier for imitation games. We show that much like the general case, for any c > 0, computing a 1 over n^c -approximate NE of imitation games remains PPAD-hard, where n is the number of moves available to the players. On the other hand, we design a polynomial-time algorithm to find ε-approximate NE for any given constant ε > 0 (PTAS). The former result also rules out the smooth complexity being in P, unless PPAD ⊂ RP. 

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2. On non-unique solutions in mean field games

   https://doi.org/10.1109/CDC40024.2019.9029906  

   Hajek, Bruce ; Livesay, Michael ( December 2019 , 2019 58th Conference on Decision and Control)

   The theory of mean field games is a tool to understand noncooperative dynamic stochastic games with a large number of players. Much of the theory has evolved under conditions ensuring uniqueness of the mean field game Nash equilibrium. However, in some situations, typically involving symmetry breaking, non-uniqueness of solutions is an essential feature. To investigate the nature of non-unique solutions, this paper focuses on the technically simple setting where players have one of two states, with continuous time dynamics, and the game is symmetric in the players, and players are restricted to using Markov strategies. All the mean field game Nash equilibria are identified for a symmetric follow the crowd game. Such equilibria correspond to symmetric $\epsilon$-Nash Markov equilibria for $N$ players with $\epsilon$ converging to zero as $N$ goes to infinity. In contrast to the mean field game, there is a unique Nash equilibrium for finite $N.$ It is shown that fluid limits arising from the Nash equilibria for finite $N$ as $N$ goes to infinity are mean field game Nash equilibria, and evidence is given supporting the conjecture that such limits, among all mean field game Nash equilibria, are the ones that are stable fixed points of the mean field best response mapping. 

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3. Dynamic Games Among Teams with Delayed Intra-Team Information Sharing

   https://doi.org/10.1007/s13235-022-00424-4  

   Tang, Dengwang ; Tavafoghi, Hamidreza ; Subramanian, Vijay ; Nayyar, Ashutosh ; Teneketzis, Demosthenis ( February 2022 , Dynamic Games and Applications)

   We analyze a class of stochastic dynamic games among teams with asymmetric information, where members of a team share their observations internally with a delay of d. Each team is associated with a controlled Markov Chain, whose dynamics are coupled through the players’ actions. These games exhibit challenges in both theory and practice due to the presence of signaling and the increasing domain of information over time. We develop a general approach to characterize a subset of Nash equilibria where the agents can use a compressed version of their information, instead of the full information, to choose their actions. We identify two subclasses of strategies: sufficient private information-Based (SPIB) strategies, which only compress private information, and compressed information-based (CIB) strategies, which compress both common and private information. We show that SPIB-strategy-based equilibria exist and the set of payoff profiles of such equilibria is the same as that of all Nash equilibria. On the other hand, we show that CIB-strategy-based equilibria may not exist. We develop a backward inductive sequential procedure, whose solution (if it exists) provides a CIB strategy-based equilibrium. We identify some instances where we can guarantee the existence of a solution to the above procedure. Our results highlight the tension among compression of information, ability of compression-based strategies to sustain all or some of the equilibrium payoff profiles, and backward inductive sequential computation of equilibria in stochastic dynamic games with asymmetric information. 

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4. Bayesian Multiagent Inverse Reinforcement Learning for Policy Recommendation

   Martin, C. ; Sandholm, T. ( January 2021 , AAAI-21 Workshop on Reinforcement Learning in Games)

   null (Ed.)

   We study the following problem, which to our knowledge has been addressed only partially in the literature and not in full generality. An agent observes two players play a zero-sum game that is known to the players but not the agent. The agent observes the actions and state transitions of their game play, but not rewards. The players may play either op-timally (according to some Nash equilibrium) or according to any other solution concept, such as a quantal response equilibrium. Following these observations, the agent must recommend a policy for one player, say Player 1. The goal is to recommend a policy that is minimally exploitable un-der the true, but unknown, game. We take a Bayesian ap-proach. We establish a likelihood function based on obser-vations and the specified solution concept. We then propose an approach based on Markov chain Monte Carlo (MCMC), which allows us to approximately sample games from the agent’s posterior belief distribution. Once we have a batch of independent samples from the posterior, we use linear pro-gramming and backward induction to compute a policy for Player 1 that minimizes the sum of exploitabilities over these games. This approximates the policy that minimizes the ex-pected exploitability under the full distribution. Our approach is also capable of handling counterfactuals, where known modifications are applied to the unknown game. We show that our Bayesian MCMC-based technique outperforms two other techniques—one based on the equilibrium policy of the maximum-probability game and the other based on imitation of observed behavior—on all the tested stochastic game envi-ronments. 

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5. Instance-dependent Sample Complexity Bounds for Zero-sum Matrix Games

   Maiti, Arnab ; Jamieson, Kevin ; Ratliff, Lillian J. ( January 2023 , Proceedings of Machine Learning Research)

   Francisco Ruiz, Jennifer Dy (Ed.)

   We study the sample complexity of identifying an approximate equilibrium for two-player zero-sum n × 2 matrix games. That is, in a sequence of repeated game plays, how many rounds must the two players play before reaching an approximate equilibrium (e.g., Nash)? We derive instance-dependent bounds that define an ordering over game matrices that captures the intuition that the dynamics of some games converge faster than others. Specifically, we consider a stochastic observation model such that when the two players choose actions i and j, respectively, they both observe each other’s played actions and a stochastic observation Xij such that E [Xij ] = Aij . To our knowledge, our work is the first case of instance-dependent lower bounds on the number of rounds the players must play before reaching an approximate equilibrium in the sense that the number of rounds depends on the specific properties of the game matrix A as well as the desired accuracy. We also prove a converse statement: there exist player strategies that achieve this lower bound. 

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