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Multi-agent reinforcement learning methods have shown remarkable potential in solving complex multi-agent problems but mostly lack theoretical guarantees. Recently, mean field control and mean field games have been established as a…

Machine Learning · Computer Science 2021-12-20 Kai Cui , Anam Tahir , Mark Sinzger , Heinz Koeppl

In recent years, reinforcement learning and its multi-agent analogue have achieved great success in solving various complex control problems. However, multi-agent reinforcement learning remains challenging both in its theoretical analysis…

Robotics · Computer Science 2023-02-10 Kai Cui , Mengguang Li , Christian Fabian , Heinz Koeppl

Empirically derived continuum models of collective behavior among large populations of dynamic agents are a subject of intense study in several fields, including biology, engineering and finance. We formulate and study a mean-field game…

Adaptation and Self-Organizing Systems · Physics 2018-06-22 Piyush Grover , Kaivalya Bakshi , Evangelos A. Theodorou

This paper studies a general class of stochastic population processes in which agents interact with one another over a network. Agents update their behaviors in a random and decentralized manner according to a policy that depends only on…

Probability · Mathematics 2023-07-21 Anirudh Sridhar , Soummya Kar

Existing multi-agent reinforcement learning methods are limited typically to a small number of agents. When the agent number increases largely, the learning becomes intractable due to the curse of the dimensionality and the exponential…

Multiagent Systems · Computer Science 2020-12-16 Yaodong Yang , Rui Luo , Minne Li , Ming Zhou , Weinan Zhang , Jun Wang

Cooperation is fundamental in Multi-Agent Systems (MAS) and Multi-Agent Reinforcement Learning (MARL), often requiring agents to balance individual gains with collective rewards. In this regard, this paper aims to investigate strategies to…

Computer Science and Game Theory · Computer Science 2024-05-06 Vaigarai Sathi , Sabahat Shaik , Jaswanth Nidamanuri

Mean-Field Control (MFC) is a powerful tool to solve Multi-Agent Reinforcement Learning (MARL) problems. Recent studies have shown that MFC can well-approximate MARL when the population size is large and the agents are exchangeable.…

Machine Learning · Computer Science 2022-06-02 Washim Uddin Mondal , Vaneet Aggarwal , Satish V. Ukkusuri

In this work, we systematically investigate mean field games and mean field type control problems with multiple populations using a coupled system of forward-backward stochastic differential equations of McKean-Vlasov type stemming from…

Probability · Mathematics 2020-11-03 Masaaki Fujii

In this article, we employ an input-output approach to expand the study of cooperative multi-agent control and optimization problems characterized by mean-field interactions that admit decentralized and selfish solutions. The setting…

Optimization and Control · Mathematics 2025-10-02 Vivek Khatana , Duo Wang , Petros Voulgaris , Nicola Elia , Naira Hovakimyan

We review existing approaches to mathematical modeling and analysis of multi-agent systems in which complex collective behavior arises out of local interactions between many simple agents. Though the behavior of an individual agent can be…

Robotics · Computer Science 2007-05-23 Kristina Lerman , Aram Galstyan , Tad Hogg

In this paper, we investigate the interaction of two populations with a large number of indistinguishable agents. The problem consists in two levels: the interaction between agents of a same population, and the interaction between the two…

Optimization and Control · Mathematics 2018-10-30 Alain Bensoussan , Tao Huang , Mathieu Laurière

We study a model of competition among nomadic agents for time-varying and location-specific resources, arising in crowd-sourced transportation services, online communities, and traditional location-based economic activity. This model…

Computer Science and Game Theory · Computer Science 2018-08-17 Pu Yang , Krishnamurthy Iyer , Peter Frazier

A group behavior of a heterogeneous multi-agent system is studied which obeys an "average of individual vector fields" under strong couplings among the agents. Under stability of the averaged dynamics (not asking stability of individual…

Systems and Control · Electrical Eng. & Systems 2021-09-21 Jin Gyu Lee , Hyungbo Shim

Learning collaborative behaviors is essential for multi-agent systems. Traditionally, multi-agent reinforcement learning solves this implicitly through a joint reward and centralized observations, assuming collaborative behavior will…

Robotics · Computer Science 2025-02-27 Zhengran Ji , Lingyu Zhang , Paul Sajda , Boyuan Chen

Experiments in predator-prey systems show the emergence of long-term cycles. Deterministic model typically fails in capturing these behaviors, which emerge from the microscopic interplay of individual based dynamics and stochastic effects.…

Numerical Analysis · Mathematics 2022-03-03 Giacomo Albi , Roberto Chignola , Federica Ferrarese

In many stochastic games stemming from financial models, the environment evolves with latent factors and there may be common noise across agents' states. Two classic examples are: (i) multi-agent trading on electronic exchanges, and (ii)…

Optimization and Control · Mathematics 2019-07-24 Dena Firoozi , Peter E. Caines , Sebastian Jaimungal

We consider interacting agent systems with a large number of stochastic agents (or particles) influenced by a fixed number of external stochastic lead agents. Such examples arise, for example in models of opinion dynamics, where a small…

Optimization and Control · Mathematics 2025-12-23 Sebastian Zimper , Ana Djurdjevac , Carsten Hartmann , Christof Schütte , Nataša Djurdjevac Conrad

We consider a class of mean field games in which the agents interact through both their states and controls, and we focus on situations in which a generic agent tries to adjust her speed (control) to an average speed (the average is made in…

Analysis of PDEs · Mathematics 2020-03-10 Y Achdou , Z Kobeissi

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 work addresses the coordination problem of multiple robots with the goal of finding specific hazardous targets in an unknown area and dealing with them cooperatively. The desired behaviour for the robotic system entails multiple…

Robotics · Computer Science 2019-03-29 Nunzia Palmieri , Xin-She Yang , Floriano De Rango , Amilcare Francesco Santamaria
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