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We examine online safe multi-agent reinforcement learning using constrained Markov games in which agents compete by maximizing their expected total rewards under a constraint on expected total utilities. Our focus is confined to an episodic…
Subject to reasonable conditions, in large population stochastic dynamics games, where the agents are coupled by the system's mean field (i.e. the state distribution of the generic agent) through their nonlinear dynamics and their nonlinear…
An automatic program that generates constant profit from the financial market is lucrative for every market practitioner. Recent advance in deep reinforcement learning provides a framework toward end-to-end training of such trading agent.…
The standard Reinforcement Learning from Human Feedback (RLHF) framework primarily focuses on optimizing the performance of large language models using pre-collected prompts. However, collecting prompts that provide comprehensive coverage…
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…
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…
The analysis and control of large-population systems is of great interest to diverse areas of research and engineering, ranging from epidemiology over robotic swarms to economics and finance. An increasingly popular and effective approach…
This paper establishes a data-driven solution for infinite horizon linear quadratic Gaussian Mean Field Games with network-coupled heterogeneous agent populations where the dynamics of the agents are unknown. The solution technique relies…
This work proposes a policy learning algorithm for seeking generalised feedback Nash equilibria (GFNE) in $N_P$-player noncooperative dynamic games. We consider linear-quadratic games with stochastic dynamics and design a best-response…
In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…
We study policy gradient methods for reinforcement learning in non-Markovian decision processes (NMDPs), where observations and rewards depend on the entire interaction history. To handle this dependence, the agent maintains an internal…
Meta-reinforcement learning (meta-RL) acquires meta-policies that show good performance for tasks in a wide task distribution. However, conventional meta-RL, which learns meta-policies by randomly sampling tasks, has been reported to show…
Reinforcement Learning (RL) can directly enhance the reasoning capabilities of large language models without extensive reliance on Supervised Fine-Tuning (SFT). In this work, we revisit the traditional Policy Gradient (PG) mechanism and…
Learning cooperative multi-agent policies directly from high-dimensional, multimodal sensory inputs like pixels and audio (from pixels) is notoriously sample-inefficient. Model-free Multi-Agent Reinforcement Learning (MARL) algorithms…
Coordinating multiple large language models (LLMs) to solve complex tasks collaboratively poses a fundamental trade-off between the computation costs and collective performance compared with individual model. We introduce a novel,…
This paper introduces a novel framework for modeling interacting humans in a multi-stage game. This "iterated semi network-form game" framework has the following desirable characteristics: (1) Bounded rational players, (2) strategic players…
We demonstrate the versatility of mean-field games (MFGs) as a mathematical framework for explaining, enhancing, and designing generative models. In generative flows, a Lagrangian formulation is used where each particle (generated sample)…
Finding Nash equilibria in two-player zero-sum continuous games is a central problem in machine learning, e.g. for training both GANs and robust models. The existence of pure Nash equilibria requires strong conditions which are not…
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…
We investigate multi-agent reinforcement learning for stochastic games with complex tasks, where the reward functions are non-Markovian. We utilize reward machines to incorporate high-level knowledge of complex tasks. We develop an…