Related papers: Scalable Deep Reinforcement Learning Algorithms fo…

Recently, deep reinforcement learning (RL) methods have been applied successfully to multi-agent scenarios. Typically, these methods rely on a concatenation of agent states to represent the information content required for decentralized…

In this note, we develop Fourier approximation methods for the solutions of first-order nonlocal mean-field games (MFG) systems. Using Fourier expansion techniques, we approximate a given MFG system by a simpler one that is equivalent to a…

Two player zero sum simultaneous action games are common in video games, financial markets, war, business competition, and many other settings. We first introduce the fundamental concepts of reinforcement learning in two player zero sum…

To model complex real-world systems, such as traders in stock markets, or the dissemination of contagious diseases, graphon mean-field games (GMFG) have been proposed to model many agents. Despite the empirical success, our understanding of…

Stackelberg equilibria arise naturally in a range of popular learning problems, such as in security games or indirect mechanism design, and have received increasing attention in the reinforcement learning literature. We present a general…

The main focus of this paper is on enhancement of two types of game-theoretic learning algorithms: log-linear learning and reinforcement learning. The standard analysis of log-linear learning needs a highly structured environment, i.e.…

This paper studies multi-agent reinforcement learning in Markov games, with the goal of learning Nash equilibria or coarse correlated equilibria (CCE) sample-optimally. All prior results suffer from at least one of the two obstacles: the…

Multitask Representation Learning (MRL) has emerged as a prevalent technique to improve sample efficiency in Reinforcement Learning (RL). Empirical studies have found that training agents on multiple tasks simultaneously within online and…

We study provable multi-agent reinforcement learning (RL) in the general framework of partially observable stochastic games (POSGs). To circumvent the known hardness results and the use of computationally intractable oracles, we advocate…

Macroeconomic outcomes emerge from individuals' decisions, making it essential to model how agents interact with macro policy via consumption, investment, and labor choices. We formulate this as a dynamic Stackelberg game: the government…

Real Time Strategy (RTS) games require macro strategies as well as micro strategies to obtain satisfactory performance since it has large state space, action space, and hidden information. This paper presents a novel hierarchical…

Playing repeated matrix games (RMG) while maximizing the cumulative returns is a basic method to evaluate multi-agent learning (MAL) algorithms. Previous work has shown that $UCB$, $M3$, $S$ or $Exp3$ algorithms have good behaviours on…

Calibrating agent-based models (ABMs) in economics and finance typically involves a derivative-free search in a very large parameter space. In this work, we benchmark a number of search methods in the calibration of a well-known…

Humans achieve efficient learning by relying on prior knowledge about the structure of naturally occurring tasks. There is considerable interest in designing reinforcement learning (RL) algorithms with similar properties. This includes…

Traditional portfolio management methods can incorporate specific investor preferences but rely on accurate forecasts of asset returns and covariances. Reinforcement learning (RL) methods do not rely on these explicit forecasts and are…

Deep Reinforcement Learning (DRL) is a paradigm of artificial intelligence where an agent uses a neural network to learn which actions to take in a given environment. DRL has recently gained traction from being able to solve complex…

This paper presents a review of the field of reinforcement learning (RL), with a focus on providing a comprehensive overview of the key concepts, techniques, and algorithms for beginners. RL has a unique setting, jargon, and mathematics…

Reinforcement learning (RL) methods often rely on massive exploration data to search optimal policies, and suffer from poor sampling efficiency. This paper presents a mixed reinforcement learning (mixed RL) algorithm by simultaneously using…

We study reinforcement learning (RL) for text-based games, which are interactive simulations in the context of natural language. While different methods have been developed to represent the environment information and language actions,…

We extend the methods from Nurbekyan, Saude "Fourier approximation methods for first-order nonlocal mean-field games" [Port. Math. 75 (2018), no. 3-4] and Liu, Jacobs, Li, Nurbekyan, Osher "Computational methods for nonlocal mean field…