English
Related papers

Related papers: On Imitation in Mean-field Games

200 papers

We propose a reinforcement learning algorithm for stationary mean-field games, where the goal is to learn a pair of mean-field state and stationary policy that constitutes the Nash equilibrium. When viewing the mean-field state and the…

Machine Learning · Computer Science 2020-10-12 Qiaomin Xie , Zhuoran Yang , Zhaoran Wang , Andreea Minca

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

Mean-field games (MFG) were introduced to efficiently analyze approximate Nash equilibria in large population settings. In this work, we consider entropy-regularized mean-field games with a finite state-action space in a discrete time…

Computer Science and Game Theory · Computer Science 2022-07-26 Yue Guan , Mi Zhou , Ali Pakniyat , Panagiotis Tsiotras

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…

Probability · Mathematics 2023-08-29 Mao Fabrice Djete

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…

Machine Learning · Computer Science 2022-05-10 Washim Uddin Mondal , Mridul Agarwal , Vaneet Aggarwal , Satish V. Ukkusuri

This paper explores the use of Maximum Causal Entropy Inverse Reinforcement Learning (IRL) within the context of discrete-time stationary Mean-Field Games (MFGs) characterized by finite state spaces and an infinite-horizon,…

Systems and Control · Electrical Eng. & Systems 2025-07-22 Berkay Anahtarci , Can Deha Kariksiz , Naci Saldi

In this paper, we study the problem of robust cooperative multi-agent reinforcement learning (RL) where a large number of cooperative agents with distributed information aim to learn policies in the presence of \emph{stochastic} and…

Multiagent Systems · Computer Science 2025-06-16 Muhammad Aneeq uz Zaman , Mathieu Laurière , Alec Koppel , Tamer Başar

Mean field games are concerned with the limit of large-population stochastic differential games where the agents interact through their empirical distribution. In the classical setting, the number of players is large but fixed throughout…

Optimization and Control · Mathematics 2019-12-30 Julien Claisse , Zhenjie Ren , Xiaolu Tan

Mean-field games (MFG) have become significant tools for solving large-scale multi-agent reinforcement learning problems under symmetry. However, the assumption of exact symmetry limits the applicability of MFGs, as real-world scenarios…

Computer Science and Game Theory · Computer Science 2024-08-28 Batuhan Yardim , Niao He

We consider a class of mean field games in which the agents interact through both their states and controls, and we focus on situations in which a generic agent tries to adjust her speed (control) to an average speed (the average is made in…

Analysis of PDEs · Mathematics 2020-03-10 Y Achdou , Z Kobeissi

We propose a mean field control game model for the intra-and-inter-bank borrowing and lending problem. This framework allows to study the competitive game arising between groups of collaborative banks. The solution is provided in terms of…

Optimization and Control · Mathematics 2022-07-08 Andrea Angiuli , Nils Detering , Jean-Pierre Fouque , Mathieu Laurière , Jimin Lin

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…

Optimization and Control · Mathematics 2018-10-30 Alain Bensoussan , Tao Huang , Mathieu Laurière

Imitation Learning (IL) is a popular paradigm for training agents to achieve complicated goals by leveraging expert behavior, rather than dealing with the hardships of designing a correct reward function. With the environment modeled as a…

Machine Learning · Statistics 2020-02-28 Tanmay Gangwani , Jian Peng

This paper concerns imitation learning (IL) (i.e, the problem of learning to mimic expert behaviors from demonstrations) in cooperative multi-agent systems. The learning problem under consideration poses several challenges, characterized by…

Machine Learning · Computer Science 2023-10-11 The Viet Bui , Tien Mai , Thanh Hong Nguyen

The paper focuses on mean-field type multi-agent control problems with finite state and action spaces where the dynamics and cost structures are symmetric and homogeneous, and are affected by the distribution of the agents. A standard…

Optimization and Control · Mathematics 2025-07-03 Erhan Bayraktar , Ali D. Kara

We propose a novel mean field games (MFGs) based GAN(generative adversarial network) framework. To be specific, we utilize the Hopf formula in density space to rewrite MFGs as a primal-dual problem so that we are able to train the model via…

Machine Learning · Computer Science 2021-03-16 Shaojun Ma , Haomin Zhou , Hongyuan Zha

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

We consider the problem of representing collective behavior of large populations and predicting the evolution of a population distribution over a discrete state space. A discrete time mean field game (MFG) is motivated as an interpretable…

Machine Learning · Computer Science 2018-04-24 Jiachen Yang , Xiaojing Ye , Rakshit Trivedi , Huan Xu , Hongyuan Zha

Mean-field games have been used as a theoretical tool to obtain an approximate Nash equilibrium for symmetric and anonymous $N$-player games. However, limiting applicability, existing theoretical results assume variations of a "population…

Optimization and Control · Mathematics 2023-06-12 Batuhan Yardim , Semih Cayci , Matthieu Geist , Niao He

Learning in multi-agent systems is highly challenging due to several factors including the non-stationarity introduced by agents' interactions and the combinatorial nature of their state and action spaces. In particular, we consider the…

Machine Learning · Statistics 2023-05-10 Barna Pásztor , Ilija Bogunovic , Andreas Krause