Related papers: Unified Reinforcement Q-Learning for Mean Field Ga…
Multi-agent reinforcement learning (MARL), despite its popularity and empirical success, suffers from the curse of dimensionality. This paper builds the mathematical framework to approximate cooperative MARL by a mean-field control (MFC)…
We revisit the unified two-timescale Q-learning algorithm as initially introduced by Angiuli et al. \cite{angiuli2022unified}. This algorithm demonstrates efficacy in solving mean field game (MFG) and mean field control (MFC) problems,…
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…
Mean-Field Control (MFC) has recently been proven to be a scalable tool to approximately solve large-scale multi-agent reinforcement learning (MARL) problems. However, these studies are typically limited to unconstrained cumulative reward…
Mean-field reinforcement learning (MF-RL) scales multi-agent RL to large populations by reducing each agent's dependence on others to a single summary statistic -- the mean action. However, this reduction requires every agent to act at…
This paper presents a general mean-field game (GMFG) framework for simultaneous learning and decision-making in stochastic games with a large population. It first establishes the existence of a unique Nash Equilibrium to this GMFG, and…
Mean Field Games (MFGs) have been introduced to efficiently approximate games with very large populations of strategic agents. Recently, the question of learning equilibria in MFGs has gained momentum, particularly using model-free…
Mean field games (MFG) and mean field control (MFC) are critical classes of multi-agent models for efficient analysis of massive populations of interacting agents. Their areas of application span topics in economics, finance, game theory,…
We address in this paper Reinforcement Learning (RL) among agents that are grouped into teams such that there is cooperation within each team but general-sum (non-zero sum) competition across different teams. To develop an RL method that…
Designing suitable reward functions for numerous interacting intelligent agents is challenging in real-world applications. Inverse reinforcement learning (IRL) in mean field games (MFGs) offers a practical framework to infer reward…
The recent mean field game (MFG) formalism has enabled the application of inverse reinforcement learning (IRL) methods in large-scale multi-agent systems, with the goal of inferring reward signals that can explain demonstrated behaviours of…
In this paper, we consider a finite horizon, non-stationary, mean field games (MFG) with a large population of homogeneous players, sequentially making strategic decisions, where each player is affected by other players through an aggregate…
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…
This paper presents a novel model-free method to solve linear quadratic Gaussian mean field social control problems in the presence of multiplicative noise. The objective is to achieve a social optimum by solving two algebraic Riccati…
This paper presents a general mean-field game (GMFG) framework for simultaneous learning and decision-making in stochastic games with a large population. It first establishes the existence of a unique Nash Equilibrium to this GMFG, and…
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…
In this paper, we introduce a regularized mean-field game and study learning of this game under an infinite-horizon discounted reward function. Regularization is introduced by adding a strongly concave regularization function to the…
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…
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…
Concave Utility Reinforcement Learning (CURL) extends RL from linear to concave utilities in the occupancy measure induced by the agent's policy. This encompasses not only RL but also imitation learning and exploration, among others. Yet,…