Core Concepts
The authors propose a new framework of Markov α-potential games to study Markov games, introducing the concept of an α-potential function. This framework allows for the analysis and characterization of various classes of Markov games.
Abstract
Markov games are analyzed through the innovative framework of Markov α-potential games, introducing an α-stationary Nash equilibrium concept. The paper explores different classes of dynamic games and presents algorithms for equilibrium approximation.
The study begins by discussing static and Markov potential games, highlighting the importance of potential functions in analyzing non-cooperative games. It then introduces the concept of Markov α-potential games as a generalization of traditional potential games to dynamic settings with state transitions.
The paper delves into the existence and properties of α-potential functions in Markov games, showcasing their role in minimizing distance between utility functions. Two important classes of dynamic games, including congestion and team games, are identified as instances of Markov α-potential games.
Furthermore, the study formulates optimization problems to find upper bounds for α in different game scenarios. It presents two equilibrium approximation algorithms, projected gradient-ascent, and sequential maximum improvement algorithm, along with their Nash-regret analysis.
Overall, the research provides a comprehensive framework for analyzing and approximating equilibria in dynamic Markov games using the concept of α-potential functions.
Stats
Any optimizer of an α-potential function is shown to be an α-stationary NE.
An upper bound for α scales linearly on the size of state space, resource set, and 1/N.
The upper bound for PMTGs scales linearly with respect to the heterogeneous parameter κ.
Quotes
"Any optimizer of an α-potential function with respect to policies yields an α-stationary NE."
"An optimization problem is formulated to find an upper bound for alpha."
"The proposed algorithms demonstrate effective application to Markov alpha-potential games."