Related papers: Deep Learning for Population-Dependent Controls in…
Model predictive control (MPC) provides a useful means for controlling systems with constraints, but suffers from the computational burden of repeatedly solving an optimization problem in real time. Offline (explicit) solutions for MPC…
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…
In this paper, we investigate the interaction of two populations with a large number of indistinguishable agents. The problem consists in two levels: the interaction between agents of a same population, and the interaction between the two…
Piecewise constant control approximation provides a practical framework for designing numerical schemes of continuous-time control problems. We analyze the accuracy of such approximations for extended mean field control (MFC) problems,…
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…
In the presence of a common noise, we study the convergence problems in mean field game (MFG) and mean field control (MFC) problem where the cost function and the state dynamics depend upon the joint conditional distribution of the…
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…
We establish the convergence of the deep actor-critic reinforcement learning algorithm presented in [Angiuli et al., 2023a] in the setting of continuous state and action spaces with an infinite discrete-time horizon. This algorithm provides…
We propose a gradient-free deep reinforcement learning algorithm to solve high-dimensional, finite-horizon stochastic control problems. Although the recently developed deep reinforcement learning framework has achieved great success in…
We investigate the global numerical approximation of a class of extended mean field control problems (MFC), where the dynamics and costs depend on the joint distribution of the state and the control. We propose a framework to approximate…
This work puts forward a novel numerical approach for solving the stochastic optimal control problem (SOCP) and the mean field control (MFC) problem using projection algorithm inspired by the stochastic maximum principle (SMP) which is also…
This paper is devoted to the numerical resolution of McKean-Vlasov control problems via the class of mean-field neural networks introduced in our companion paper [25] in order to learn the solution on the Wasserstein space. We propose…
In this paper, we study the fundamental statistical efficiency of Reinforcement Learning in Mean-Field Control (MFC) and Mean-Field Game (MFG) with general model-based function approximation. We introduce a new concept called Mean-Field…
Model Predictive Control (MPC) is an optimal control algorithm with strong stability and robustness guarantees. Despite its popularity in robotics and industrial applications, the main challenge in deploying MPC is its high computation…
We develop a framework for the analysis of deep neural networks and neural ODE models that are trained with stochastic gradient algorithms. We do that by identifying the connections between control theory, deep learning and theory of…
Mean field games (MFGs) model interactions in large-population multi-agent systems through population distributions. Traditional learning methods for MFGs are based on fixed-point iteration (FPI), where policy updates and induced population…
This paper considers decentralized control and optimization methodologies for large populations of systems, consisting of several agents with different individual behaviors, constraints and interests, and affected by the aggregate behavior…
Reinforcement learning is a powerful tool to learn the optimal policy of possibly multiple agents by interacting with the environment. As the number of agents grow to be very large, the system can be approximated by a mean-field problem.…
Machine learning algorithms relying on deep neural networks recently allowed a great leap forward in artificial intelligence. Despite the popularity of their applications, the efficiency of these algorithms remains largely unexplained from…
This paper develops algorithms for high-dimensional stochastic control problems based on deep learning and dynamic programming. Unlike classical approximate dynamic programming approaches, we first approximate the optimal policy by means of…