A common assumption when designing an agent in a multi-agent system is that the other agents behave adversarially. This allows a designer to obtain the strongest guarantees when they have no control over nor knowledge about the other agents' behavior. However, when all agents are designed under this adversarial assumption, their actual interaction is not adversarial (e.g., when all players play defensively, no player actually attacks). In such settings, we would like to know what behavior arises in the multi-agent system. However, analyzing the interaction among agents is notoriously challenging, both mathematically and algorithmically. In this paper, we provide such an analysis, focusing on bidding games, played by two agents on a graph as follows. A token is placed on a vertex, and in each turn an auction (bidding) determines which agent moves the token, thus generating an infinite path that determines the agents' utilities. We consider mean-payoff objectives; each vertex is associated with a reward for each player, and the utility in an infinite play is the limit average of the rewards. We analyze the play that is generated when each agent follows a strategy that optimizes against an adversary, and consider the two known explicit constructions of optimal strategies. The technical challenge stems from the infinitely-many configurations of a bidding game and their complicated dynamics. We show that, under some restrictions, the generated play is ultimately periodic, and develop algorithms to compute the players' utilities in it.
Many real-world competitive systems require multiple decision-makers to act simultaneously under shared constraints, limited information, and repeated interaction, as in auctions, resource allocation, and security competition. We study multi-turn simultaneous bidding as a controlled testbed for such problems and propose DNQ, a solver-in-the-loop equilibrium supervision framework for training bidding agents. DNQ alternates between trajectory collection, critic-based payoff estimation, equilibrium computation, and policy imitation. At each visited state, a shared critic predicts either pairwise payoff matrices or an exact N-player payoff tensor, an external solver computes equilibrium strategies, and the agents are trained by minimizing the KL divergence between their masked policies and the solver-derived equilibrium targets. We focus on a scalable pairwise formulation that greatly reduces equilibrium-solving cost and training time compared with the exact formulation, while the shared critic amortizes payoff learning across agents and states. Experiments compare the pairwise and exact variants using critic loss, policy entropy, bidding resource usage, and training cost, showing that the pairwise method scales to larger numbers of agents, whereas the exact method becomes computationally impractical as the joint game grows. These results illustrate the trade-off between strategic fidelity and scalability in repeated competitive environments.
We consider a game theoretic approach to solve multi-agent coordination problems with submodular maximization objectives. It is known for such problems that the Nash equilibria for the corresponding game are always within 50% of the optimal, but that the equilibria which achieve this worst-case bound are not stable. To exploit this instability, we propose a family of algorithms which we call Truncated Noisy Best-Response (TNBR) Algorithms. These algorithms are flexibly characterized by agents asynchronously and stochastically selecting actions from a neighbourhood of their best response payoffs. We compute bounds on the recurrent classes of TNBR algorithms' associated Markov chains. Our bounds fall into two categories: first, "Performance" bounds ensure that TNBR algorithms always have a high-value recurrent state; second, "Safety" bounds ensure that TNBR algorithms never have arbitrarily-bad recurrent states. Furthermore, these two types of bounds are linked by a waterbed-like effect: every game with a poor Safety guarantee necessarily has a favorable Performance guarantee.
We study collaborative learning in multi-agent Bayesian bandit problems, where strategic agents collectively solve the same bandit instance. While multiple agents can accelerate learning by sharing information, strategic agents might prefer to free-ride and avoid exploration. We consider a setting with persistent agents that participate in multiple time periods. This is in contrast to most previous works on incentives in multi-agent MAB, which assume short-lived agents, namely each agent has a single decision to make and optimizes their expected reward in that single decision. As in the multi-agent MAB model with incentives, our model does not have monetary transfers, and the only incentives are through information sharing. We propose \texttt{CAOS}, a mechanism that sustains collaboration as a Nash equilibrium while achieving strong regret guarantees. Our results demonstrate that collaborative exploration can be sustained purely through information sharing, achieving performance close to that of fully cooperative systems despite strategic behavior.