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Interacting particle systems are known for their ability to generate large-scale self-organized structures from simple local interaction rules between each agent and its neighbors. In addition to studying their emergent behavior, a main…

Analysis of PDEs · Mathematics 2024-10-21 Nathalie Ayi , Nastassia Pouradier Duteil , David Poyato

Although the field of multi-agent reinforcement learning (MARL) has made considerable progress in the last years, solving systems with a large number of agents remains a hard challenge. Graphon mean field games (GMFGs) enable the scalable…

Multiagent Systems · Computer Science 2023-03-14 Christian Fabian , Kai Cui , Heinz Koeppl

The Mean-Field Schrodinger Bridge (MFSB) problem is an optimization problem aiming to find the minimum effort control policy to drive a McKean-Vlassov stochastic differential equation from one probability measure to another. In the context…

Machine Learning · Computer Science 2025-06-19 George Rapakoulias , Ali Reza Pedram , Panagiotis Tsiotras

We consider the general problem of resource sharing in societal networks, consisting of interconnected communication, transportation, energy and other networks important to the functioning of society. Participants in such network need to…

Computer Science and Game Theory · Computer Science 2018-03-28 Jian Li , Bainan Xia , Xinbo Geng , Hao Ming , Srinivas Shakkottai , Vijay Subramanian , Le Xie

An iterative finite difference scheme for mean field games (MFGs) is proposed. The target MFGs are derived from control problems for multidimensional systems with advection terms. For such MFGs, linearization using the Cole-Hopf…

Optimization and Control · Mathematics 2023-04-26 Daisuke Inoue , Yuji Ito , Takahito Kashiwabara , Norikazu Saito , Hiroaki Yoshida

This paper revisits well-studied dynamic decisions of weakly coupled large-population (LP) systems. Specifically, three types of LP decision problems: mean-field game (MG), mean-field team (MT), and mean-field-type control (MC), are…

Optimization and Control · Mathematics 2022-11-22 Huang Jianhui , Qiu Zhenghong , Wang Shujun , Wu Zhen

Independent sample generation is the prevailing paradigm in modern diffusion-based generative models of AI. We ask a different question: can samples \emph{coordinate} through shared population statistics to transport probability mass more…

Optimization and Control · Mathematics 2026-05-04 Michael Chertkov

A game process is a system where the decisions of one agent can influence the decisions of other agents. In the real world, social influences and relationships between agents may influence the decision makings of agents with game behaviors.…

Social and Information Networks · Computer Science 2021-03-31 Jie Huang , Fanghua Ye , Xu Chen

This study addresses primal-dual dynamics for a stochastic programming problem for capacity network design. It is proven that consensus can be achieved on the \textit{here and now} variables which represent the capacity of the network. The…

Optimization and Control · Mathematics 2020-09-11 Casper T. Röling , Dario Bauso , Hamidou Tembine

Mean-field games (MFGs) study the Nash equilibrium of systems with a continuum of interacting agents, which can be formulated as the fixed-point of optimal control problems. They provide a unified framework for a variety of applications,…

Machine Learning · Statistics 2025-12-02 Jiajia Yu , Junghwan Lee , Yao Xie , Xiuyuan Cheng

We apply a convexification-based numerical method to forecast public sentiment dynamics using Mean Field Games (MFGs). The theoretical foundation for the convexification approach, established in our prior work, guarantees global convergence…

Numerical Analysis · Mathematics 2026-04-22 Shi Chen , Michael V. Klibanov , Kevin McGoff , Trung Truong , Wangjiaxuan Xin , Shuhua Yin

Mean field games (MFGs) tractably model behavior in large agent populations. The literature on learning MFG equilibria typically focuses on finding Nash equilibria (NE), which assume perfectly rational agents and are hence implausible in…

Computer Science and Game Theory · Computer Science 2025-01-31 Yannick Eich , Christian Fabian , Kai Cui , Heinz Koeppl

We address density control problems for large-scale multi-agent systems in leader-follower settings, where a group of controllable leaders must steer a population of followers toward a desired spatial distribution. Unlike prior work, we…

Systems and Control · Electrical Eng. & Systems 2026-04-14 Beniamino Di Lorenzo , Gian Carlo Maffettone , Mario di Bernardo

Mean Field Control Games (MFCG), introduced in [Angiuli et al., 2022a], represent competitive games between a large number of large collaborative groups of agents in the infinite limit of number and size of groups. In this paper, we prove…

Optimization and Control · Mathematics 2024-06-05 Andrea Angiuli , Jean-Pierre Fouque , Mathieu Laurière , Mengrui Zhang

Multiagent reinforcement learning algorithms have not been widely adopted in large scale environments with many agents as they often scale poorly with the number of agents. Using mean field theory to aggregate agents has been proposed as a…

Multiagent Systems · Computer Science 2022-04-14 Sriram Ganapathi Subramanian , Matthew E. Taylor , Mark Crowley , Pascal Poupart

In this paper, we consider a first-order deterministic mean field game model inspired by crowd motion in which agents moving in a given domain aim to reach a given target set in minimal time. To model interaction between agents, we assume…

Optimization and Control · Mathematics 2022-02-21 Saeed Sadeghi Arjmand , Guilherme Mazanti

In this paper, we consider a mean field game model inspired by crowd motion where agents aim to reach a closed set, called target set, in minimal time. Congestion phenomena are modeled through a constraint on the velocity of an agent that…

Optimization and Control · Mathematics 2022-12-23 Saeed Sadeghi Arjmand , Guilherme Mazanti

This paper presents a mean-field control approach for Piecewise Deterministic Markov Processes (PDMPs), specifically designed for controlling a large number of agents. By modeling the interactions of a large number of agents through an…

Optimization and Control · Mathematics 2025-11-04 Thomas Le Corre , Adrien Séguret , Ana Bušić

Mean-field games (MFG) provide a statistical physics inspired modeling framework for decision making in large-populations of strategic, non-cooperative agents. Mathematically, these systems consist of a forward-backward in time system of…

Dynamical Systems · Mathematics 2024-05-10 Ali Akbar Rezaei Lori , Piyush Grover

Scalability remains a challenge in multi-agent reinforcement learning and is currently under active research. A framework named mean-field reinforcement learning (MFRL) could alleviate the scalability problem by employing the Mean Field…

Artificial Intelligence · Computer Science 2025-02-21 Hao Ma , Zhiqiang Pu , Yi Pan , Boyin Liu , Junlong Gao , Zhenyu Guo