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Multi-agent systems (MAS) are widely prevalent and crucially important in numerous real-world applications, where multiple agents must make decisions to achieve their objectives in a shared environment. Despite their ubiquity, the…
This paper investigates a novel class of mean field games involving a major agent and numerous minor agents, where the agents' functionals are recursive with nonlinear backward stochastic differential equation (BSDE) representations. We…
We consider online reinforcement learning in Mean-Field Games (MFGs). Unlike traditional approaches, we alleviate the need for a mean-field oracle by developing an algorithm that approximates the Mean-Field Equilibrium (MFE) using the…
We study policy optimization in Stackelberg mean field games (MFGs), a hierarchical framework for modeling the strategic interaction between a single leader and an infinitely large population of homogeneous followers. The objective can be…
Mean-field games (MFG) provide a statistical physics inspired modeling framework for decision making in large-populations of strategic, non-cooperative agents. Mathematically, these systems consist of a forward-backward in time system of…
Multi-agent settings remain a fundamental challenge in the reinforcement learning (RL) domain due to the partial observability and the lack of accurate real-time interactions across agents. In this paper, we propose a new method based on…
Recent renewed interest in multi-agent reinforcement learning (MARL) has generated an impressive array of techniques that leverage deep reinforcement learning, primarily actor-critic architectures, and can be applied to a limited range of…
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…
While research of reinforcement learning applied to financial markets predominantly concentrates on finding optimal behaviours, it is worth to realize that the reinforcement learning returns $G_t$ and state value functions themselves are of…
This paper aims to mitigate straggler effects in synchronous distributed learning for multi-agent reinforcement learning (MARL) problems. Stragglers arise frequently in a distributed learning system, due to the existence of various system…
Since the advent of autonomous driving technology, it has experienced remarkable progress over the last decade. However, most existing research still struggles to address the challenges posed by environments where multiple vehicles have to…
This paper investigates mean field games and control on sparse networks. In the case of large expander graphs, the limit topologies are analyzed using the graphexon framework, which characterizes both dense network limits and sparse…
We introduce the concept of a \emph{cycle pattern} for directed graphs as functions from the set of cycles to the set $\{-,0,+\}$. The key example for such a pattern is derived from a weight function, giving rise to the sign of the total…
Even though Google Research Football (GRF) was initially benchmarked and studied as a single-agent environment in its original paper, recent years have witnessed an increasing focus on its multi-agent nature by researchers utilizing it as a…
The dynamical mean field theory (DMFT) has become a standard technique for the study of strongly correlated models and materials overcoming some of the limitations of density functional approaches based on local approximations. An important…
Standard multi-agent reinforcement learning (MARL) algorithms are vulnerable to sim-to-real gaps. To address this, distributionally robust Markov games (RMGs) have been proposed to enhance robustness in MARL by optimizing the worst-case…
Mean field control (MFC) is an effective way to mitigate the curse of dimensionality of cooperative multi-agent reinforcement learning (MARL) problems. This work considers a collection of $N_{\mathrm{pop}}$ heterogeneous agents that can be…
Large Language Models (LLMs) increasingly rely on agentic capabilities-iterative retrieval, tool use, and decision-making-to overcome the limits of static, parametric knowledge. Yet existing agentic frameworks treat external information as…
Recent progress in Large Language Models (LLMs) and language agents has demonstrated significant promise for various future applications across multiple disciplines. While traditional approaches to language agents often rely on fixed,…
We propose an efficient solution approach for high-dimensional nonlocal mean-field game (MFG) systems based on the Monte Carlo approximation of interaction kernels via random features. We avoid costly space-discretizations of interaction…