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Non-cooperative and cooperative games with a very large number of players have many applications but remain generally intractable when the number of players increases. Introduced by Lasry and Lions, and Huang, Caines and Malham\'e, Mean…

Mean field games (MFGs) have emerged as a powerful framework for modeling interactions in large-scale multi-agent systems. Despite recent advancements in reinforcement learning (RL) for MFGs, existing methods are typically limited to finite…

Machine Learning · Computer Science 2025-10-28 Lorenzo Magnino , Kai Shao , Zida Wu , Jiacheng Shen , Mathieu Laurière

Mean Field Games (MFGs) have the ability to handle large-scale multi-agent systems, but learning Nash equilibria in MFGs remains a challenging task. In this paper, we propose a deep reinforcement learning (DRL) algorithm that achieves…

Computer Science and Game Theory · Computer Science 2024-03-07 Zida Wu , Mathieu Lauriere , Samuel Jia Cong Chua , Matthieu Geist , Olivier Pietquin , Ankur Mehta

Mean field games (MFG) and mean field control problems (MFC) are frameworks to study Nash equilibria or social optima in games with a continuum of agents. These problems can be used to approximate competitive or cooperative games with a…

Optimization and Control · Mathematics 2021-06-28 Andrea Angiuli , Jean-Pierre Fouque , Mathieu Lauriere

This work studies non-cooperative Multi-Agent Reinforcement Learning (MARL) where multiple agents interact in the same environment and whose goal is to maximize the individual returns. Challenges arise when scaling up the number of agents…

Artificial Intelligence · Computer Science 2023-04-14 Talal Algumaei , Ruben Solozabal , Reda Alami , Hakim Hacid , Merouane Debbah , Martin Takac

Mean Field Games (MFGs) offer a powerful framework for studying large-scale multi-agent systems. Yet, learning Nash equilibria in MFGs remains a challenging problem, particularly when the initial distribution is unknown or when the…

Machine Learning · Computer Science 2025-09-04 Zida Wu , Mathieu Lauriere , Matthieu Geist , Olivier Pietquin , Ankur Mehta

Mean Field Control Games (MFCGs) provide a powerful theoretical framework for analyzing systems of infinitely many interacting agents, blending elements from Mean Field Games (MFGs) and Mean Field Control (MFC). However, solving the coupled…

Machine Learning · Computer Science 2025-01-03 Nianli Peng , Yilin Wang

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…

Multiagent Systems · Computer Science 2021-05-18 Sarah Perrin , Mathieu Laurière , Julien Pérolat , Matthieu Geist , Romuald Élie , Olivier Pietquin

We establish the convergence of the unified two-timescale Reinforcement Learning (RL) algorithm presented in a previous work by Angiuli et al. This algorithm provides solutions to Mean Field Game (MFG) or Mean Field Control (MFC) problems…

Optimization and Control · Mathematics 2024-05-02 Andrea Angiuli , Jean-Pierre Fouque , Mathieu Laurière , Mengrui Zhang

We present a Reinforcement Learning (RL) algorithm to solve infinite horizon asymptotic Mean Field Game (MFG) and Mean Field Control (MFC) problems. Our approach can be described as a unified two-timescale Mean Field Q-learning: The…

Optimization and Control · Mathematics 2021-06-01 Andrea Angiuli , Jean-Pierre Fouque , Mathieu Laurière

Reinforcement learning algorithms for mean-field games offer a scalable framework for optimizing policies in large populations of interacting agents. Existing methods often depend on online interactions or access to system dynamics,…

Machine Learning · Computer Science 2024-10-24 Axel Brunnbauer , Julian Lemmel , Zahra Babaiee , Sophie Neubauer , Radu Grosu

Recent techniques based on Mean Field Games (MFGs) allow the scalable analysis of multi-player games with many similar, rational agents. However, standard MFGs remain limited to homogeneous players that weakly influence each other, and…

Computer Science and Game Theory · Computer Science 2023-12-19 Kai Cui , Gökçe Dayanıklı , Mathieu Laurière , Matthieu Geist , Olivier Pietquin , Heinz Koeppl

Mean field type games (MFTGs) describe Nash equilibria between large coalitions: each coalition consists of a continuum of cooperative agents who maximize the average reward of their coalition while interacting non-cooperatively with a…

Computer Science and Game Theory · Computer Science 2025-07-29 Kai Shao , Jiacheng Shen , Mathieu Laurière

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…

Machine Learning · Computer Science 2025-09-05 Yang Chen , Xiao Lin , Bo Yan , Libo Zhang , Jiamou Liu , Neset Özkan Tan , Michael Witbrock

The recent mean field game (MFG) formalism facilitates otherwise intractable computation of approximate Nash equilibria in many-agent settings. In this paper, we consider discrete-time finite MFGs subject to finite-horizon objectives. We…

Multiagent Systems · Computer Science 2022-07-11 Kai Cui , Heinz Koeppl

The intersection of Mean Field Games (MFGs) and Reinforcement Learning (RL) has fostered a growing family of algorithms designed to solve large-scale multi-agent systems. However, the field currently lacks a standardized evaluation…

Machine Learning · Computer Science 2026-02-16 Lorenzo Magnino , Jiacheng Shen , Matthieu Geist , Olivier Pietquin , Mathieu Laurière

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…

Machine Learning · Computer Science 2025-12-02 Yang Chen , Libo Zhang , Jiamou Liu , Michael Witbrock

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

In this paper, we study large population multi-agent reinforcement learning (RL) in the context of discrete-time linear-quadratic mean-field games (LQ-MFGs). Our setting differs from most existing work on RL for MFGs, in that we consider a…

Systems and Control · Electrical Eng. & Systems 2020-10-02 Muhammad Aneeq uz Zaman , Kaiqing Zhang , Erik Miehling , Tamer Başar

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…

Multiagent Systems · Computer Science 2025-06-16 Muhammad Aneeq uz Zaman , Mathieu Laurière , Alec Koppel , Tamer Başar
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