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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

Mean field games (MFGs) offer a powerful framework for modeling large-scale multi-agent systems. This paper addresses MFGs formulated in continuous time with discrete state spaces, where agents' dynamics are governed by continuous-time…

Computer Science and Game Theory · Computer Science 2026-02-27 Yannick Eich , Christian Fabian , Kai Cui , Heinz Koeppl

Various methods for Multi-Agent Reinforcement Learning (MARL) have been developed with the assumption that agents' policies are based on accurate state information. However, policies learned through Deep Reinforcement Learning (DRL) are…

Artificial Intelligence · Computer Science 2024-04-15 Songyang Han , Sanbao Su , Sihong He , Shuo Han , Haizhao Yang , Shaofeng Zou , Fei Miao

Multi-Agent Reinforcement Learning (MARL) has gained significant interest in recent years, enabling sequential decision-making across multiple agents in various domains. However, most existing explanation methods focus on centralized MARL,…

Artificial Intelligence · Computer Science 2025-11-14 Kayla Boggess , Sarit Kraus , Lu Feng

Large agent networks are abundant in applications and nature and pose difficult challenges in the field of multi-agent reinforcement learning (MARL) due to their computational and theoretical complexity. While graphon mean field games and…

Multiagent Systems · Computer Science 2025-11-25 Christian Fabian , Kai Cui , Heinz Koeppl

Learning the behavior of large agent populations is an important task for numerous research areas. Although the field of multi-agent reinforcement learning (MARL) has made significant progress towards solving these systems, solutions for…

Multiagent Systems · Computer Science 2024-02-26 Christian Fabian , Kai Cui , Heinz Koeppl

Performative Reinforcement Learning (PRL) refers to a scenario in which the deployed policy changes the reward and transition dynamics of the underlying environment. In this work, we study multi-agent PRL by incorporating performative…

Machine Learning · Computer Science 2025-04-30 Rilind Sahitaj , Paulius Sasnauskas , Yiğit Yalın , Debmalya Mandal , Goran Radanović

Mean field theory provides an effective way of scaling multiagent reinforcement learning algorithms to environments with many agents that can be abstracted by a virtual mean agent. In this paper, we extend mean field multiagent algorithms…

Multiagent Systems · Computer Science 2022-06-22 Sriram Ganapathi Subramanian , Pascal Poupart , Matthew E. Taylor , Nidhi Hegde

Traditional multi-agent reinforcement learning algorithms are difficultly applied in a large-scale multi-agent environment. The introduction of mean field theory has enhanced the scalability of multi-agent reinforcement learning in recent…

Artificial Intelligence · Computer Science 2024-09-10 Min Yang , Guanjun Liu , Ziyuan Zhou

Optimization of parameterized policies for reinforcement learning (RL) is an important and challenging problem in artificial intelligence. Among the most common approaches are algorithms based on gradient ascent of a score function…

Machine Learning · Computer Science 2020-06-15 Sriram Srinivasan , Marc Lanctot , Vinicius Zambaldi , Julien Perolat , Karl Tuyls , Remi Munos , Michael Bowling

We consider the problem of \emph{fully decentralized} multi-agent reinforcement learning (MARL), where the agents are located at the nodes of a time-varying communication network. Specifically, we assume that the reward functions of the…

Machine Learning · Computer Science 2018-02-28 Kaiqing Zhang , Zhuoran Yang , Han Liu , Tong Zhang , Tamer Başar

We design and analyze reinforcement learning algorithms for Graphon Mean-Field Games (GMFGs). In contrast to previous works that require the precise values of the graphons, we aim to learn the Nash Equilibrium (NE) of the regularized GMFGs…

Computer Science and Game Theory · Computer Science 2023-10-27 Fengzhuo Zhang , Vincent Y. F. Tan , Zhaoran Wang , Zhuoran Yang

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…

Optimization and Control · Mathematics 2025-03-07 Andrea Angiuli , Jean-Pierre Fouque , Ruimeng Hu , Alan Raydan

This paper introduces an information-theoretic constraint on learned policy complexity in the Multi-Agent Deep Deterministic Policy Gradient (MADDPG) reinforcement learning algorithm. Previous research with a related approach in continuous…

Artificial Intelligence · Computer Science 2025-05-16 Tailia Malloy , Tim Klinger , Miao Liu , Matthew Riemer , Gerald Tesauro , Chris R. Sims

In multi-agent reinforcement learning (MARL), independent learners are those that do not observe the actions of other agents in the system. Due to the decentralization of information, it is challenging to design independent learners that…

Computer Science and Game Theory · Computer Science 2024-03-28 Bora Yongacoglu , Gürdal Arslan , Serdar Yüksel

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…

Theoretical Economics · Economics 2025-06-03 Qirui Mi , Zhiyu Zhao , Chengdong Ma , Siyu Xia , Yan Song , Mengyue Yang , Jun Wang , Haifeng Zhang

Policy gradient (PG) methods are popular reinforcement learning (RL) methods where a baseline is often applied to reduce the variance of gradient estimates. In multi-agent RL (MARL), although the PG theorem can be naturally extended, the…

Machine Learning · Computer Science 2022-04-05 Jakub Grudzien Kuba , Muning Wen , Yaodong Yang , Linghui Meng , Shangding Gu , Haifeng Zhang , David Henry Mguni , Jun Wang

Reinforcement learning for multi-agent games has attracted lots of attention recently. However, given the challenge of solving Nash equilibria for large population games, existing works with guaranteed polynomial complexities either focus…

Optimization and Control · Mathematics 2025-09-04 Anran Hu , Junzi Zhang

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

This paper explores advanced topics in complex multi-agent systems building upon our previous work. We examine four fundamental challenges in Multi-Agent Reinforcement Learning (MARL): non-stationarity, partial observability, scalability…

Multiagent Systems · Computer Science 2024-12-31 Neil De La Fuente , Miquel Noguer i Alonso , Guim Casadellà
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