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Many potential applications of reinforcement learning in the real world involve interacting with other agents whose numbers vary over time. We propose new neural policy architectures for these multi-agent problems. In contrast to other…

Machine Learning · Computer Science 2019-06-03 Matthew A. Wright , Roberto Horowitz

Autonomous multi-agent systems such as hospital robots and package delivery drones often operate in highly uncertain environments and are expected to achieve complex temporal task objectives while ensuring safety. While learning-based…

Multiagent Systems · Computer Science 2024-11-19 Sheryl Paul , Anand Balakrishnan , Xin Qin , Jyotirmoy V. Deshmukh

Financial markets investors are involved in many games -- they must interact with other agents to achieve their goals. Among them are those directly connected with their activity on markets but one cannot neglect other aspects that…

Trading and Market Microstructure · Quantitative Finance 2008-12-02 Edward W. Piotrowski , Jan Sladkowski , Anna Szczypinska

Fairness is essential for human society, contributing to stability and productivity. Similarly, fairness is also the key for many multi-agent systems. Taking fairness into multi-agent learning could help multi-agent systems become both…

Machine Learning · Computer Science 2019-11-01 Jiechuan Jiang , Zongqing Lu

In recent years, reinforcement learning has been successful in solving video games from Atari to Star Craft II. However, the end-to-end model-free reinforcement learning (RL) is not sample efficient and requires a significant amount of…

Multiagent Systems · Computer Science 2019-06-26 Yunqi Zhao , Igor Borovikov , Jason Rupert , Caedmon Somers , Ahmad Beirami

The mean field games (MFG) paradigm was introduced to provide tractable approximations of games involving very large populations. The theory typically rests on two key assumptions: homogeneity, meaning that all players share the same…

Optimization and Control · Mathematics 2025-11-10 Mathieu Laurière

We propose a reinforcement learning algorithm for stationary mean-field games, where the goal is to learn a pair of mean-field state and stationary policy that constitutes the Nash equilibrium. When viewing the mean-field state and the…

Machine Learning · Computer Science 2020-10-12 Qiaomin Xie , Zhuoran Yang , Zhaoran Wang , Andreea Minca

Reinforcement learning is a powerful technique to train an agent to perform a task. However, an agent that is trained using reinforcement learning is only capable of achieving the single task that is specified via its reward function. Such…

Machine Learning · Computer Science 2018-07-24 Carlos Florensa , David Held , Xinyang Geng , Pieter Abbeel

Machine learning algorithms relying on deep neural networks recently allowed a great leap forward in artificial intelligence. Despite the popularity of their applications, the efficiency of these algorithms remains largely unexplained from…

Disordered Systems and Neural Networks · Physics 2020-03-24 Marylou Gabrié

Reinforcement learning (RL) algorithms have been around for decades and employed to solve various sequential decision-making problems. These algorithms however have faced great challenges when dealing with high-dimensional environments. The…

Machine Learning · Computer Science 2020-04-01 Thanh Thi Nguyen , Ngoc Duy Nguyen , Saeid Nahavandi

Maneuvering in dense traffic is a challenging task for autonomous vehicles because it requires reasoning about the stochastic behaviors of many other participants. In addition, the agent must achieve the maneuver within a limited time and…

Artificial Intelligence · Computer Science 2020-05-26 Maxime Bouton , Alireza Nakhaei , David Isele , Kikuo Fujimura , Mykel J. Kochenderfer

This work develops a fully decentralized multi-agent algorithm for policy evaluation. The proposed scheme can be applied to two distinct scenarios. In the first scenario, a collection of agents have distinct datasets gathered following…

Machine Learning · Computer Science 2019-08-13 Lucas Cassano , Kun Yuan , Ali H. Sayed

This paper studies mean field games for multi-agent systems with control-dependent multiplicative noises. For the general systems with nonuniform agents, we obtain a set of decentralized strategies by solving an auxiliary limiting optimal…

Optimization and Control · Mathematics 2019-06-10 Bing-Chang Wang , Yuan-Hua Ni , Huanshui Zhang

Achieving cooperation among self-interested agents remains a fundamental challenge in multi-agent reinforcement learning. Recent work showed that mutual cooperation can be induced between "learning-aware" agents that account for and shape…

Reinforcement learning algorithms can train agents that solve problems in complex, interesting environments. Normally, the complexity of the trained agent is closely related to the complexity of the environment. This suggests that a highly…

Artificial Intelligence · Computer Science 2018-03-16 Trapit Bansal , Jakub Pachocki , Szymon Sidor , Ilya Sutskever , Igor Mordatch

Mean Field Game (MFG) models implicitly assume "rational expectations", meaning that the heterogeneous agents being modeled correctly know all relevant transition probabilities for the complex system they inhabit. When there is common…

Analysis of PDEs · Mathematics 2026-02-26 Benjamin Moll , Lenya Ryzhik

In multi-agent systems, agents need to interact and collaborate with other agents in environments. Agent modeling is crucial to facilitate agent interactions and make adaptive cooperation strategies. However, it is challenging for agents to…

Artificial Intelligence · Computer Science 2023-10-20 Baofu Fang , Caiming Zheng , Hao Wang

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

Multi-agent reinforcement learning (MARL) extends (single-agent) reinforcement learning (RL) by introducing additional agents and (potentially) partial observability of the environment. Consequently, algorithms for solving MARL problems…

Multiagent Systems · Computer Science 2019-09-12 Yilun Zhou , Derrik E. Asher , Nicholas R. Waytowich , Julie A. Shah

Real Time Strategy (RTS) games require macro strategies as well as micro strategies to obtain satisfactory performance since it has large state space, action space, and hidden information. This paper presents a novel hierarchical…

Machine Learning · Computer Science 2019-06-24 Zhijian Zhang , Haozheng Li , Luo Zhang , Tianyin Zheng , Ting Zhang , Xiong Hao , Xiaoxin Chen , Min Chen , Fangxu Xiao , Wei Zhou
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