Robust Multi-Agent Decision-Making in Finite-Population Games

2025/05/09 by Shinkyu Park, Park, Shinkyu, Bezerra, Lucas C. D.
Decision Sciences · Economics, Econometrics and Finance · Physics and Astronomy · #Complex Systems and Time Series Analysis #FOS: Computer and information sciences #FOS: Electrical engineering #Game Theory and Applications #Multiagent Systems (cs.MA) #Opinion Dynamics and Social Influence #Systems and Control (eess.SY) #electronic engineering #information engineering

paper · pdf · doi:10.48550/arxiv.2505.06200

openalex publication_date 2025/05/09 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We study the robustness of an agent decision-making model in finite-population games, with a particular focus on the Kullback-Leibler Divergence Regularized Learning (KLD-RL) model. Specifically, we examine how the model's parameters influence the impact of various sources of noise and modeling inaccuracies -- factors commonly encountered in engineering applications of population games -- on agents' decision-making. Our analysis provides insights into how these parameters can be effectively tuned to mitigate such effects. Theoretical results are supported by numerical examples and simulation studies that validate the analysis and illustrate practical strategies for parameter selection.

Citations

• Optimal Strategy Revision in Population Games: A Mean Field Game Theory Perspective
• Learning Equilibrium with Estimated Payoffs in Population Games
• Learning with Delayed Payoffs in Population Games using Kullback-Leibler Divergence Regularization
• Payoff Mechanism Design for Coordination in Multi-Agent Task Allocation Games
• Tuning Rate of Strategy Revision in Population Games
• Learning in Games with Quantized Payoff Observations
• Dissipativity Tools for Convergence to Nash Equilibria in Population\n Games
• On the Properties of the Softmax Function with Application in Game Theory and Reinforcement Learning
• On the robustness of learning in games with stochastically perturbed\n payoff observations

Related

• Learning with Delayed Payoffs in Population Games using Kullback-Leibler Divergence Regularization
• Online Robust Multi-Agent Reinforcement Learning under Model Uncertainties
• Sample-Efficient Robust Multi-Agent Reinforcement Learning in the Face of Environmental Uncertainty
• Learning Equilibrium with Estimated Payoffs in Population Games
• Breaking the Curse of Multiagency in Robust Multi-Agent Reinforcement Learning