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Cooperative and Competitive Multi-Agent Systems: From Optimization to Games
Authors:Jianrui Wang  Yitian Hong  Jiali Wang  Jiapeng Xu  Yang Tang  Qing-Long Han  Jürgen Kurths
Abstract:Multi-agent systems can solve scientific issues related to complex systems that are difficult or impossible for a single agent to solve through mutual collaboration and cooperation optimization. In a multi-agent system, agents with a certain degree of autonomy generate complex interactions due to the correlation and coordination, which is manifested as cooperative/competitive behavior. This survey focuses on multi-agent cooperative optimization and cooperative/non-cooperative games. Starting from cooperative optimization, the studies on distributed optimization and federated optimization are summarized. The survey mainly focuses on distributed online optimization and its application in privacy protection, and overviews federated optimization from the perspective of privacy protection me- chanisms. Then, cooperative games and non-cooperative games are introduced to expand the cooperative optimization problems from two aspects of minimizing global costs and minimizing individual costs, respectively. Multi-agent cooperative and non-cooperative behaviors are modeled by games from both static and dynamic aspects, according to whether each player can make decisions based on the information of other players. Finally, future directions for cooperative optimization, cooperative/non-cooperative games, and their applications are discussed. 
Keywords:Cooperative games  counterfactual regret min- imization  distributed optimization  federated optimization  fictitious self-play  mean field games  multi-agent reinforcement learning  non-cooperative games
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