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Related papers: Reinforcement Learning for Mean Field Game

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In this paper, we investigate the interaction of two populations with a large number of indistinguishable agents. The problem consists in two levels: the interaction between agents of a same population, and the interaction between the two…

Optimization and Control · Mathematics 2018-10-30 Alain Bensoussan , Tao Huang , Mathieu Laurière

When a game involves many agents or when communication between agents is not possible, it is useful to resort to distributed learning where each agent acts in complete autonomy without any information on the other agents' situations.…

Optimization and Control · Mathematics 2025-09-24 Jérôme Taupin , Xavier Leturc , Christophe J. Le Martret

We consider a class of mean field games in which the agents interact through both their states and controls, and we focus on situations in which a generic agent tries to adjust her speed (control) to an average speed (the average is made in…

Analysis of PDEs · Mathematics 2020-03-10 Y Achdou , Z Kobeissi

Mean field games (MFGs) have emerged as a powerful framework for modeling interactions in large-scale multi-agent systems. Despite recent advancements in reinforcement learning (RL) for MFGs, existing methods are typically limited to finite…

Machine Learning · Computer Science 2025-10-28 Lorenzo Magnino , Kai Shao , Zida Wu , Jiacheng Shen , Mathieu Laurière

While multi-agent reinforcement learning (MARL) has produced numerous algorithms that converge to Nash or related equilibria, such equilibria are often non-unique and can exhibit widely varying efficiency. This raises a fundamental…

Computer Science and Game Theory · Computer Science 2026-01-29 Runyu Zhang , Gioele Zardini , Asuman Ozdaglar , Jeff Shamma , Na Li

Designing efficient algorithms for multi-agent reinforcement learning (MARL) is fundamentally challenging because the size of the joint state and action spaces grows exponentially in the number of agents. These difficulties are exacerbated…

Machine Learning · Computer Science 2025-10-27 Emile Anand , Ishani Karmarkar , Guannan Qu

Reinforcement learning (RL) has recently achieved tremendous successes in many artificial intelligence applications. Many of the forefront applications of RL involve multiple agents, e.g., playing chess and Go games, autonomous driving, and…

Computer Science and Game Theory · Computer Science 2021-11-24 Asuman Ozdaglar , Muhammed O. Sayin , Kaiqing Zhang

Stochastic games are a popular framework for studying multi-agent reinforcement learning (MARL). Recent advances in MARL have focused primarily on games with finitely many states. In this work, we study multi-agent learning in stochastic…

Machine Learning · Computer Science 2024-03-28 Awni Altabaa , Bora Yongacoglu , Serdar Yüksel

We introduce a mean field model for optimal holding of a representative agent of her peers as a natural expected scaling limit from the corresponding $N-$agent model. The induced mean field dynamics appear naturally in a form which is not…

Optimization and Control · Mathematics 2022-04-05 Mao Fabrice Djete , Nizar Touzi

We present a new combined \textit{mean field control game} (MFCG) problem which can be interpreted as a competitive game between collaborating groups and its solution as a Nash equilibrium between groups. Players coordinate their strategies…

Optimization and Control · Mathematics 2023-02-16 Andrea Angiuli , Nils Detering , Jean-Pierre Fouque , Mathieu Lauriere , Jimin Lin

Consider a 2-player normal-form game repeated over time. We introduce an adaptive learning procedure, where the players only observe their own realized payoff at each stage. We assume that agents do not know their own payoff function, and…

Computer Science and Game Theory · Computer Science 2013-06-13 Mario Bravo , Mathieu Faure

In this paper, we consider a mean field game model inspired by crowd motion in which several interacting populations evolving in $\mathbb R^d$ aim at reaching given target sets in minimal time. The movement of each agent is described by a…

Optimization and Control · Mathematics 2022-08-16 Saeed Sadeghi Arjmand , Guilherme Mazanti

We study a multi-agent decision problem in population games, where agents select from multiple available strategies and continually revise their selections based on the payoffs associated with these strategies. Unlike conventional…

Multiagent Systems · Computer Science 2024-09-17 Shinkyu Park

Mean field games (MFGs) provide a mathematically tractable framework for modelling large-scale multi-agent systems by leveraging mean field theory to simplify interactions among agents. It enables applying inverse reinforcement learning…

Machine Learning · Computer Science 2025-12-02 Yang Chen , Libo Zhang , Jiamou Liu , Michael Witbrock

In stochastic games with incomplete information, the uncertainty is evoked by the lack of knowledge about a player's own and the other players' types, i.e. the utility function and the policy space, and also the inherent stochasticity of…

Machine Learning · Computer Science 2022-03-21 Hannes Eriksson , Debabrota Basu , Mina Alibeigi , Christos Dimitrakakis

Mean field games are concerned with the limit of large-population stochastic differential games where the agents interact through their empirical distribution. In the classical setting, the number of players is large but fixed throughout…

Optimization and Control · Mathematics 2019-12-30 Julien Claisse , Zhenjie Ren , Xiaolu Tan

We introduce a mean field game with rank-based reward: competing agents optimize their effort to achieve a goal, are ranked according to their completion time, and paid a reward based on their relative rank. First, we propose a tractable…

Optimization and Control · Mathematics 2017-08-07 Marcel Nutz , Yuchong Zhang

In this paper, we study the problem of robust cooperative multi-agent reinforcement learning (RL) where a large number of cooperative agents with distributed information aim to learn policies in the presence of \emph{stochastic} and…

Multiagent Systems · Computer Science 2025-06-16 Muhammad Aneeq uz Zaman , Mathieu Laurière , Alec Koppel , Tamer Başar

This paper studies a type of rank-based mean field game in which competing agents strategically switch among multiple effort regimes. We propose an entropy regularized auxiliary problem where the switching decisions are randomized to the…

Optimization and Control · Mathematics 2026-05-29 Zongxia Liang , Shu Wang , Xiang Yu

We propose and analyze a framework for mean-field Markov games under model uncertainty. In this framework, a state-measure flow describing the collective behavior of a population affects the given reward function as well as the unknown…

Optimization and Control · Mathematics 2024-10-16 Johannes Langner , Ariel Neufeld , Kyunghyun Park