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Maximising a cumulative reward function that is Markov and stationary, i.e., defined over state-action pairs and independent of time, is sufficient to capture many kinds of goals in a Markov decision process (MDP). However, not all goals…

Artificial Intelligence · Computer Science 2023-06-05 Tom Zahavy , Brendan O'Donoghue , Guillaume Desjardins , Satinder Singh

A mean-field game (MFG) seeks the Nash Equilibrium of a game involving a continuum of players, where the Nash Equilibrium corresponds to a fixed point of the best-response mapping. However, simple fixed-point iterations do not always…

Optimization and Control · Mathematics 2025-07-15 Jiajia Yu , Xiuyuan Cheng , Jian-Guo Liu , Hongkai Zhao

Inverse Reinforcement Learning (IRL) is a powerful way of learning from demonstrations. In this paper, we address IRL problems with the availability of prior knowledge that optimal policies will never violate certain constraints.…

Machine Learning · Computer Science 2022-03-23 Fan Ding , Yeiang Xue

Counterfactual Regret Minimization (CFR) and its variants are widely recognized as effective algorithms for solving extensive-form imperfect information games. Recently, many improvements have been focused on enhancing the convergence speed…

Artificial Intelligence · Computer Science 2024-10-29 Ju Qi , Falin Hei , Ting Feng , Dengbing Yi , Zhemei Fang , Yunfeng Luo

Mean Field Games (MFGs) have been introduced to efficiently approximate games with very large populations of strategic agents. Recently, the question of learning equilibria in MFGs has gained momentum, particularly using model-free…

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

This paper revisits the well-studied \emph{optimal stopping} problem but within the \emph{large-population} framework. In particular, two classes of optimal stopping problems are formulated by taking into account the \emph{relative…

Optimization and Control · Mathematics 2022-06-08 Jianhui Huang , Tinghan Xie

Mean field type games (MFTGs) describe Nash equilibria between large coalitions: each coalition consists of a continuum of cooperative agents who maximize the average reward of their coalition while interacting non-cooperatively with a…

Computer Science and Game Theory · Computer Science 2025-07-29 Kai Shao , Jiacheng Shen , Mathieu Laurière

We study reinforcement learning for two-player zero-sum Markov games with simultaneous moves in the finite-horizon setting, where the transition kernel of the underlying Markov games can be parameterized by a linear function over the…

Machine Learning · Computer Science 2022-04-21 Zixiang Chen , Dongruo Zhou , Quanquan Gu

We present a new combined \textit{mean field control game} (MFCG) problem which can be interpreted as a competitive game between collaborating groups and its solution as a Nash equilibrium between groups. Players coordinate their strategies…

Optimization and Control · Mathematics 2023-02-16 Andrea Angiuli , Nils Detering , Jean-Pierre Fouque , Mathieu Lauriere , Jimin Lin

Concave Utility Reinforcement Learning (CURL) extends RL from linear to concave utilities in the occupancy measure induced by the agent's policy. This encompasses not only RL but also imitation learning and exploration, among others. Yet,…

In this note, we develop Fourier approximation methods for the solutions of first-order nonlocal mean-field games (MFG) systems. Using Fourier expansion techniques, we approximate a given MFG system by a simpler one that is equivalent to a…

Analysis of PDEs · Mathematics 2019-01-21 Levon Nurbekyan , Joao Saude

When deploying artificial agents in real-world environments where they interact with humans, it is crucial that their behavior is aligned with the values, social norms or other requirements of that environment. However, many environments…

Machine Learning · Computer Science 2023-05-05 Mattijs Baert , Pietro Mazzaglia , Sam Leroux , Pieter Simoens

Markov games (MGs) provide a mathematical foundation for multi-agent reinforcement learning (MARL), enabling self-interested agents to learn their optimal policies while interacting with others in a shared environment. However, due to the…

Systems and Control · Electrical Eng. & Systems 2025-11-25 Huiwen Yan , Mushuang Liu

Inverse Reinforcement Learning (IRL) aims to facilitate a learner's ability to imitate expert behavior by acquiring reward functions that explain the expert's decisions. Regularized IRL applies strongly convex regularizers to the learner's…

Machine Learning · Computer Science 2020-12-04 Wonseok Jeon , Chen-Yang Su , Paul Barde , Thang Doan , Derek Nowrouzezahrai , Joelle Pineau

Multi-agent Inverse Reinforcement Learning (MAIRL) aims to recover agent reward functions from expert demonstrations. We characterize the feasible reward set in Markov games, identifying all reward functions that rationalize a given…

Machine Learning · Computer Science 2025-11-26 Till Freihaut , Giorgia Ramponi

We consider the inverse problem of dynamic games, where cost function parameters are sought which explain observed behavior of interacting players. Maximum entropy inverse reinforcement learning is extended to the N-player case in order to…

Systems and Control · Electrical Eng. & Systems 2020-07-27 Jairo Inga , Esther Bischoff , Florian Köpf , Sören Hohmann

This work studies an independent natural policy gradient (NPG) algorithm for the multi-agent reinforcement learning problem in Markov potential games. It is shown that, under mild technical assumptions and the introduction of the…

Machine Learning · Computer Science 2023-10-30 Youbang Sun , Tao Liu , Ruida Zhou , P. R. Kumar , Shahin Shahrampour

Recent applications that arise in machine learning have surged significant interest in solving min-max saddle point games. This problem has been extensively studied in the convex-concave regime for which a global equilibrium solution can be…

Optimization and Control · Mathematics 2019-11-01 Maher Nouiehed , Maziar Sanjabi , Tianjian Huang , Jason D. Lee , Meisam Razaviyayn

The focus of this paper is a Bayesian framework for solving a class of problems termed multi-agent inverse reinforcement learning (MIRL). Compared to the well-known inverse reinforcement learning (IRL) problem, MIRL is formalized in the…

Computer Science and Game Theory · Computer Science 2019-07-31 Xiaomin Lin , Peter A. Beling , Randy Cogill
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