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Mean field games (MFGs) model the limit of large populations of strategically interacting agents, yet both forward and inverse problems remain challenging. For the forward problem, a difficulty is to design numerical methods with global…

Optimization and Control · Mathematics 2026-03-12 Hanwei Yan , Xianjin Yang , Jingguo Zhang

This work investigates the ambient potential identification problem in inverse Mean-Field Games (MFGs), where the goal is to recover the unknown potential from the value function at equilibrium. We propose a simple yet effective iterative…

Optimization and Control · Mathematics 2025-10-14 Jiajia Yu , Jian-Guo Liu , Hongkai Zhao

For those seeking healthcare advice online, AI based dialogue agents capable of interacting with patients to perform automatic disease diagnosis are a viable option. This application necessitates efficient inquiry of relevant disease…

Machine Learning · Computer Science 2022-06-09 Weijie He , Ting Chen

We study the infinite-horizon average-reward reinforcement learning (RL) for continuous space Lipschitz MDPs in which an agent can play policies from a given set $\Phi$. The proposed algorithms efficiently explore the policy space by…

Machine Learning · Computer Science 2025-11-18 Avik Kar , Rahul Singh

Federated reinforcement learning (FRL) has emerged as a promising paradigm, enabling multiple agents to collaborate and learn a shared policy adaptable across heterogeneous environments. Among the various reinforcement learning (RL)…

Machine Learning · Computer Science 2024-12-25 Ye Zhu , Xiaowen Gong

We investigate multi-agent imitation learning (IL) within the framework of mean field games (MFGs), considering the presence of time-varying correlated signals. Existing MFG IL algorithms assume demonstrations are sampled from Mean Field…

Multiagent Systems · Computer Science 2024-10-04 Zhiyu Zhao , Qirui Mi , Ning Yang , Xue Yan , Haifeng Zhang , Jun Wang , Yaodong Yang

We investigate an infinite-horizon time-inconsistent mean-field game (MFG) in a discrete time setting. We first present a classic equilibrium for the MFG and its associated existence result. This classic equilibrium aligns with the…

Optimization and Control · Mathematics 2024-09-13 Erhan Bayraktar , Zhenhua Wang

Multi-agent reinforcement learning has been successfully applied to a number of challenging problems. Despite these empirical successes, theoretical understanding of different algorithms is lacking, primarily due to the curse of…

Machine Learning · Computer Science 2021-12-28 Yuwei Luo , Zhuoran Yang , Zhaoran Wang , Mladen Kolar

An iterative finite difference scheme for mean field games (MFGs) is proposed. The target MFGs are derived from control problems for multidimensional systems with advection terms. For such MFGs, linearization using the Cole-Hopf…

Optimization and Control · Mathematics 2023-04-26 Daisuke Inoue , Yuji Ito , Takahito Kashiwabara , Norikazu Saito , Hiroaki Yoshida

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

Reinforcement learning (RL) is attracting attention as an effective way to solve sequential optimization problems that involve high dimensional state/action space and stochastic uncertainties. Many such problems involve constraints…

Machine Learning · Computer Science 2021-04-01 Haeun Yoo , Victor M. Zavala , Jay H. Lee

We propose a hybrid reinforcement learning (RL) and model predictive control (MPC) framework for mixed-integer optimal control, where discrete variables enter the cost and dynamics but not the constraints. Existing hierarchical approaches…

Systems and Control · Electrical Eng. & Systems 2026-04-02 Joschua Wüthrich , Romir Damle , Giona Fieni , Melanie N. Zeilinger , Christopher H. Onder , Andrea Carron

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

This paper aims to develop a paradigm that models the learning behavior of intelligent agents (including but not limited to autonomous vehicles, connected and automated vehicles, or human-driven vehicles with intelligent navigation systems…

Machine Learning · Computer Science 2022-03-01 Zhenyu Shou , Xu Chen , Yongjie Fu , Xuan Di

Reinforcement Learning from human feedback (RLHF) has been shown a promising direction for aligning generative models with human intent and has also been explored in recent works for alignment of diffusion generative models. In this work,…

Machine Learning · Computer Science 2024-09-16 Hanyang Zhao , Haoxian Chen , Ji Zhang , David D. Yao , Wenpin Tang

Coordinating large populations of interacting agents is a central challenge in multi-agent reinforcement learning (MARL), where the size of the joint state-action space scales exponentially with the number of agents. Mean-field methods…

Machine Learning · Computer Science 2026-02-19 Emile Anand , Richard Hoffmann , Sarah Liaw , Adam Wierman

While deep reinforcement learning methods have shown impressive results in robot learning, their sample inefficiency makes the learning of complex, long-horizon behaviors with real robot systems infeasible. To mitigate this issue,…

Machine Learning · Computer Science 2022-04-26 Taewook Nam , Shao-Hua Sun , Karl Pertsch , Sung Ju Hwang , Joseph J Lim

In this paper, we consider the infinite-horizon reach-avoid zero-sum game problem, where the goal is to find a set in the state space, referred to as the reach-avoid set, such that the system starting at a state therein could be controlled…

Systems and Control · Electrical Eng. & Systems 2024-09-19 Jingqi Li , Donggun Lee , Somayeh Sojoudi , Claire J. Tomlin

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

To overcome the curse of dimensionality and curse of modeling in Dynamic Programming (DP) methods for solving classical Markov Decision Process (MDP) problems, Reinforcement Learning (RL) algorithms are popular. In this paper, we consider…

Machine Learning · Computer Science 2018-11-29 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar