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We investigate reinforcement learning in the setting of Markov decision processes for a large number of exchangeable agents interacting in a mean field manner. Applications include, for example, the control of a large number of robots…

Optimization and Control · Mathematics 2025-04-30 René Carmona , Mathieu Laurière , Zongjun Tan

This paper investigates a class of multi-player discrete games where each player aims to maximize its own utility function. Each player does not know the other players' action sets, their deployed actions or the structures of its own or the…

Optimization and Control · Mathematics 2017-12-05 Zhisheng Hu , Minghui Zhu , Ping Chen , Peng Liu

We study model-based and model-free policy optimization in a class of nonzero-sum stochastic dynamic games called linear quadratic (LQ) deep structured games. In such games, players interact with each other through a set of weighted…

Computer Science and Game Theory · Computer Science 2020-12-15 Masoud Roudneshin , Jalal Arabneydi , Amir G. Aghdam

We propose networked policy gradient play for solving Markov potential games with continuous and/or discrete state-action pairs. During the game, agents use parametrized and differentiable policies that depend on the current state and the…

Systems and Control · Electrical Eng. & Systems 2025-10-02 Sarper Aydin , Ceyhun Eksin

Considering a class of gradient-based multi-agent learning algorithms in non-cooperative settings, we provide local convergence guarantees to a neighborhood of a stable local Nash equilibrium. In particular, we consider continuous games…

Optimization and Control · Mathematics 2024-09-23 Benjamin Chasnov , Lillian J. Ratliff , Eric Mazumdar , Samuel A. Burden

A fundamental challenge in multiagent reinforcement learning is to learn beneficial behaviors in a shared environment with other simultaneously learning agents. In particular, each agent perceives the environment as effectively…

Self-interested individuals often fail to cooperate, posing a fundamental challenge for multi-agent learning. How can we achieve cooperation among self-interested, independent learning agents? Promising recent work has shown that in certain…

Federated Reinforcement Learning (FRL) allows multiple agents to collaboratively build a decision making policy without sharing raw trajectories. However, if a small fraction of these agents are adversarial, it can lead to catastrophic…

Machine Learning · Computer Science 2024-11-06 Swetha Ganesh , Jiayu Chen , Gugan Thoppe , Vaneet Aggarwal

Performative Reinforcement Learning (PRL) refers to a scenario in which the deployed policy changes the reward and transition dynamics of the underlying environment. In this work, we study multi-agent PRL by incorporating performative…

Machine Learning · Computer Science 2025-04-30 Rilind Sahitaj , Paulius Sasnauskas , Yiğit Yalın , Debmalya Mandal , Goran Radanović

This work studies an independent natural policy gradient (NPG) algorithm for the multi-agent reinforcement learning problem in Markov potential games. It is shown that, under mild technical assumptions and the introduction of the…

Machine Learning · Computer Science 2023-10-30 Youbang Sun , Tao Liu , Ruida Zhou , P. R. Kumar , Shahin Shahrampour

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 an infinite horizon optimal control problem for discrete-time linear system and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. In this general…

Optimization and Control · Mathematics 2024-03-04 Deyue Li

This letter studies multi-agent reinforcement learning in partially observable Markov potential games. Solving this problem is challenging due to partial observability, decentralized information, and the curse of dimensionality. First, to…

Multiagent Systems · Computer Science 2026-04-02 Wonseok Yang , Thinh T. Doan

This paper presents new families of algorithms for the repeated play of two-agent (near) zero-sum games and two-agent zero-sum stochastic games. For example, the family includes fictitious play and its variants as members. Commonly, the…

Computer Science and Game Theory · Computer Science 2023-11-03 Yuksel Arslantas , Ege Yuceel , Yigit Yalin , Muhammed O. Sayin

We formulate a general framework for competitive gradient-based learning that encompasses a wide breadth of multi-agent learning algorithms, and analyze the limiting behavior of competitive gradient-based learning algorithms using dynamical…

Machine Learning · Computer Science 2020-02-21 Eric Mazumdar , Lillian J. Ratliff , S. Shankar Sastry

This paper presents an algorithmic framework for learning robust policies in asymmetric imperfect-information games, where the joint reward could depend on the uncertain opponent type (a private information known only to the opponent itself…

Artificial Intelligence · Computer Science 2020-03-05 Macheng Shen , Jonathan P. How

Under mild regularity conditions, gradient-based methods converge globally to a critical point in the single-loss setting. This is known to break down for vanilla gradient descent when moving to multi-loss optimization, but can we hope to…

Optimization and Control · Mathematics 2021-01-19 Alistair Letcher

Although multi-agent reinforcement learning can tackle systems of strategically interacting entities, it currently fails in scalability and lacks rigorous convergence guarantees. Crucially, learning in multi-agent systems can become…

Multiagent Systems · Computer Science 2018-03-15 David Mguni , Joel Jennings , Enrique Munoz de Cote

Reinforcement learning is a powerful tool to learn the optimal policy of possibly multiple agents by interacting with the environment. As the number of agents grow to be very large, the system can be approximated by a mean-field problem.…

Optimization and Control · Mathematics 2020-08-18 Weichen Wang , Jiequn Han , Zhuoran Yang , Zhaoran Wang

This paper investigates the discrete-time asynchronous games in which noncooperative agents seek to minimize their individual cost functions. Building on the assumption of partial asynchronism, i.e., each agent updates at least once within…

Optimization and Control · Mathematics 2025-08-13 Zifan Wang , Xinlei Yi , Michael M. Zavlanos , Karl H. Johansson