Related papers: Q-Learning in Regularized Mean-field Games

Finite-state mean-field games (MFGs) arise as limits of large interacting particle systems and are governed by an MFG system, a coupled forward-backward differential equation consisting of a forward Kolmogorov-Fokker-Planck (KFP) equation…

Risk-aversion and bounded rationality are two key characteristics of human decision-making. Risk-averse quantal-response equilibrium (RQE) is a solution concept that incorporates these features, providing a more realistic depiction of human…

Robust real-world learning should benefit from both demonstrations and interactions with the environment. Current approaches to learning from demonstration and reward perform supervised learning on expert demonstration data and use…

One of the main challenges in reinforcement learning (RL) is generalisation. In typical deep RL methods this is achieved by approximating the optimal value function with a low-dimensional representation using a deep network. While this…

The selection of a reward function in Reinforcement Learning (RL) has garnered significant attention because of its impact on system performance. Issues of significant steady-state errors often manifest when quadratic reward functions are…

Dealing with high variance is a significant challenge in model-free reinforcement learning (RL). Existing methods are unreliable, exhibiting high variance in performance from run to run using different initializations/seeds. Focusing on…

We propose a mean field control game model for the intra-and-inter-bank borrowing and lending problem. This framework allows to study the competitive game arising between groups of collaborative banks. The solution is provided in terms of…

Reinforcement learning (RL) methods with a high replay ratio (RR) and regularization have gained interest due to their superior sample efficiency. However, these methods have mainly been developed for dense-reward tasks. In this paper, we…

This paper aims to establish an entropy-regularized value-based reinforcement learning method that can ensure the monotonic improvement of policies at each policy update. Unlike previously proposed lower-bounds on policy improvement in…

This paper presents a review of the field of reinforcement learning (RL), with a focus on providing a comprehensive overview of the key concepts, techniques, and algorithms for beginners. RL has a unique setting, jargon, and mathematics…

Mean Field Games (MFG) are the class of games with a very large number of agents and the standard equilibrium concept is a Mean Field Equilibrium (MFE). Algorithms for learning MFE in dynamic MFGs are unknown in general. Our focus is on an…

We present a method enabling a large number of agents to learn how to flock, which is a natural behavior observed in large populations of animals. This problem has drawn a lot of interest but requires many structural assumptions and is…

In this paper, we propose a new solution to reward adaptation (RA) in reinforcement learning, where the agent adapts to a target reward function based on one or more existing source behaviors learned a priori under the same domain dynamics…

This paper presents a novel approach for unsupervised video summarization using reinforcement learning (RL), addressing limitations like unstable adversarial training and reliance on heuristic-based reward functions. The method operates on…

Estimating the unknown reward functions driving agents' behaviors is of central interest in inverse reinforcement learning and game theory. To tackle this problem, we develop a unified framework for reward function recovery in two-player…

This paper employs a policy iteration reinforcement learning (RL) method to study continuous-time linear-quadratic mean-field control problems in infinite horizon. The drift and diffusion terms in the dynamics involve the states, the…

Traditional multi-agent reinforcement learning algorithms are not scalable to environments with more than a few agents, since these algorithms are exponential in the number of agents. Recent research has introduced successful methods to…

In this paper, we consider the problem of optimization and learning for constrained and multi-objective Markov decision processes, for both discounted rewards and expected average rewards. We formulate the problems as zero-sum games where…

We study reinforcement learning in infinite-horizon discounted Markov decision processes with continuous state spaces, where data are generated online from a single trajectory under a Markovian behavior policy. To avoid maintaining an…

Regularized learning is a fundamental technique in online optimization, machine learning and many other fields of computer science. A natural question that arises in these settings is how regularized learning algorithms behave when faced…