Related papers: Deep Generalized Schr\"odinger Bridge

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…

This paper presents a Gaussian Process (GP) framework, a non-parametric technique widely acknowledged for regression and classification tasks, to address inverse problems in mean field games (MFGs). By leveraging GPs, we aim to recover…

This paper aims to unify Score-based Generative Models (SGMs), also known as Diffusion models, and the Schr\"odinger Bridge (SB) problem through three reparameterization techniques: Iterative Proportional Mean-Matching (IPMM), Iterative…

Mean field games (MFG) and mean field control (MFC) problems have been introduced to study large populations of strategic players. They correspond respectively to non-cooperative or cooperative scenarios, where the aim is to find the Nash…

Denoising diffusion models have recently emerged as a powerful class of generative models. They provide state-of-the-art results, not only for unconditional simulation, but also when used to solve conditional simulation problems arising in…

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…

We formulate the MFG limit for $N$ interacting agents with a common noise as a single quasi-linear deterministic infinite-dimensional partial differential second order backward equation. We prove that any its (regular enough) solution…

We present the development and analysis of a reinforcement learning (RL) algorithm designed to solve continuous-space mean field game (MFG) and mean field control (MFC) problems in a unified manner. The proposed approach pairs the…

Here, we consider one-dimensional forward-forward mean-field games (MFGs) with congestion, which were introduced to approximate stationary MFGs. We use methods from the theory of conservation laws to examine the qualitative properties of…

Generative adversarial networks (GANs) have enjoyed tremendous success in image generation and processing, and have recently attracted growing interests in financial modelings. This paper analyzes GANs from the perspectives of mean-field…

Mean Field Games (MFGs) have been introduced to efficiently approximate games with very large populations of strategic agents. Recently, the question of learning equilibria in MFGs has gained momentum, particularly using model-free…

This paper addresses a linear-quadratic Stackelberg mean field (MF) games and teams problem with arbitrary population sizes, where the game among the followers is further categorized into two types: non-cooperative and cooperative, and the…

This paper introduces a framework of Constrained Mean-Field Games (CMFGs), where each agent solves a constrained Markov decision process (CMDP). This formulation captures scenarios in which agents' strategies are subject to feasibility,…

Multi-agent reinforcement learning, despite its popularity and empirical success, faces significant scalability challenges in large-population dynamic games. Graphon mean field games (GMFGs) offer a principled framework for approximating…

This paper proposes an efficient computational framework for longitudinal velocity control of a large number of autonomous vehicles (AVs) and develops a traffic flow theory for AVs. Instead of hypothesizing explicitly how AVs drive, our…

In this paper, we introduce various machine learning solvers for (coupled) forward-backward systems of stochastic differential equations (FBSDEs) driven by a Brownian motion and a Poisson random measure. We provide a rigorous comparison of…

This paper presents an MFG-based decision-making framework for autonomous driving in heterogeneous traffic. To capture diverse human behaviors, we propose a quantitative driving style representation that maps abstract traits to parameters…

We investigate mean-field games (MFG) in which agents can actively control their speed of access to information. Specifically, the agents can dynamically decide to obtain observations with reduced delay by accepting higher observation…

We investigate the generative capabilities of the Schr\"odinger Bridge (SB) approach for time series. The SB framework formulates time series synthesis as an entropic optimal interpolation transport problem between a reference probability…

This paper introduces Deep Policy Iteration (DPI), a novel approach that integrates the strengths of Neural Networks with the stability and convergence advantages of Policy Iteration (PI) to address high-dimensional stochastic Mean Field…