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Related papers: On Imitation in Mean-field Games

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Even when confronted with the same data, agents often disagree on a model of the real-world. Here, we address the question of how interacting heterogenous agents, who disagree on what model the real-world follows, optimize their trading…

Mathematical Finance · Quantitative Finance 2019-12-13 Philippe Casgrain , Sebastian Jaimungal

This paper analyzes a class of infinite-time-horizon stochastic games with singular controls motivated from the partially reversible problem. It provides an explicit solution for the mean-field game (MFG) and presents sensitivity analysis…

Optimization and Control · Mathematics 2020-08-12 Haoyang Cao , Xin Guo

In this paper, we consider a mean field game (MFG) with a major and $N$ minor agents. We first consider the limiting problem and allow the coefficients to vary with the conditional distribution in a nonlinear way. We use the stochastic…

Optimization and Control · Mathematics 2024-11-05 Ziyu Huang , Shanjian Tang

We study the sample complexity of reinforcement learning (RL) in Mean-Field Games (MFGs) with model-based function approximation that requires strategic exploration to find a Nash Equilibrium policy. We introduce the Partial Model-Based…

Machine Learning · Computer Science 2024-06-04 Jiawei Huang , Niao He , Andreas Krause

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…

Machine Learning · Computer Science 2024-10-04 Jiawei Huang , Batuhan Yardim , Niao He

Mean-field reinforcement learning (MF-RL) scales multi-agent RL to large populations by reducing each agent's dependence on others to a single summary statistic -- the mean action. However, this reduction requires every agent to act at…

Multiagent Systems · Computer Science 2026-02-23 Shan Yang

Many imitation learning (IL) algorithms employ inverse reinforcement learning (IRL) to infer the intrinsic reward function that an expert is implicitly optimizing for based on their demonstrated behaviors. However, in practice, IRL-based IL…

Machine Learning · Computer Science 2024-02-08 Weichao Zhou , Wenchao Li

Imitation learning algorithms can be used to learn a policy from expert demonstrations without access to a reward signal. However, most existing approaches are not applicable in multi-agent settings due to the existence of multiple (Nash)…

Machine Learning · Computer Science 2018-07-27 Jiaming Song , Hongyu Ren , Dorsa Sadigh , Stefano Ermon

In this paper, we present a model of a game among teams. Each team consists of a homogeneous population of agents. Agents within a team are cooperative while the teams compete with other teams. The dynamics and the costs are coupled through…

Computer Science and Game Theory · Computer Science 2023-10-20 Jayakumar Subramanian , Akshat Kumar , Aditya Mahajan

This paper concerns a Mean Field Game (MFG) system related to a Nash type equilibrium for dynamical games associated to large populations. One shows that the MFG system may be viewed as the Euler-Lagrange system for an optimal control…

Optimization and Control · Mathematics 2025-03-21 Stefana-Lucia Anita

The Mean-Field approximation is a tractable approach for studying large population dynamics. However, its assumption on homogeneity and universal connections among all agents limits its applicability in many real-world scenarios.…

Computer Science and Game Theory · Computer Science 2023-10-26 Peihan Huo , Oscar Peralta , Junyu Guo , Qiaomin Xie , Andreea Minca

We analyze a system of partial differential equations that model a potential mean field game of controls, briefly MFGC. Such a game describes the interaction of infinitely many negligible players competing to optimize a personal value…

Analysis of PDEs · Mathematics 2020-10-27 Jameson Graber , Alan Mullenix , Laurent Pfeiffer

This paper proposes a novel Mean-Field Game (MFG) framework for large-scale attacker-defender systems aimed at protecting one or multiple High-Value Units (HVUs). Motivated by classical agent-wise attrition models, we introduce a…

Analysis of PDEs · Mathematics 2026-04-03 Avetik Arakelyan , Tigran Bakaryan , Davit Alaverdyan , Naira Hovakimyan , Isaac Kaminer

Stochastic games provide a framework for interactions among multiple agents and enable a myriad of applications. In these games, agents decide on actions simultaneously, the state of every agent moves to the next state, and each agent…

Machine Learning · Computer Science 2019-10-10 Mridul Agarwal , Vaneet Aggarwal , Arnob Ghosh , Nilay Tiwari

Imitation learning is well-suited for robotic tasks where it is difficult to directly program the behavior or specify a cost for optimal control. In this work, we propose a method for learning the reward function (and the corresponding…

Machine Learning · Computer Science 2021-01-01 Tianwei Ni , Harshit Sikchi , Yufei Wang , Tejus Gupta , Lisa Lee , Benjamin Eysenbach

We propose a new framework for imitation learning -- treating imitation as a two-player ranking-based game between a policy and a reward. In this game, the reward agent learns to satisfy pairwise performance rankings between behaviors,…

Machine Learning · Computer Science 2023-01-18 Harshit Sikchi , Akanksha Saran , Wonjoon Goo , Scott Niekum

We study infinite horizon discounted Mean Field Control (MFC) problems with common noise through the lens of Mean Field Markov Decision Processes (MFMDP). We allow the agents to use actions that are randomized not only at the individual…

Optimization and Control · Mathematics 2021-10-14 René Carmona , Mathieu Laurière , Zongjun Tan

Mean Field Games (MFG) have been introduced to tackle games with a large number of competing players. Considering the limit when the number of players is infinite, Nash equilibria are studied by considering the interaction of a typical…

Optimization and Control · Mathematics 2021-06-14 Mathieu Lauriere

In this work, we consider a novel inverse problem in mean-field games (MFG). We aim to recover the MFG model parameters that govern the underlying interactions among the population based on a limited set of noisy partial observations of the…

Numerical Analysis · Mathematics 2022-04-12 Yat Tin Chow , Samy Wu Fung , Siting Liu , Levon Nurbekyan , Stanley Osher

The recent mean field game (MFG) formalism facilitates otherwise intractable computation of approximate Nash equilibria in many-agent settings. In this paper, we consider discrete-time finite MFGs subject to finite-horizon objectives. We…

Multiagent Systems · Computer Science 2022-07-11 Kai Cui , Heinz Koeppl