Related papers: Learning Mean Field Games on Sparse Graphs: A Hybr…

Mean field games (MFGs) model interactions in large-population multi-agent systems through population distributions. Traditional learning methods for MFGs are based on fixed-point iteration (FPI), where policy updates and induced population…

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…

Cooperative Multi-Agent Reinforcement Learning (MARL) necessitates seamless collaboration among agents, often represented by an underlying relation graph. Existing methods for learning this graph primarily focus on agent-pair relations,…

Financial markets are often driven by latent factors which traders cannot observe. Here, we address an algorithmic trading problem with collections of heterogeneous agents who aim to perform optimal execution or statistical arbitrage, where…

Large sparse linear systems of equations are ubiquitous in science and engineering, such as those arising from discretizations of partial differential equations. Algebraic multigrid (AMG) methods are one of the most common methods of…

The collaboration between agents has gradually become an important topic in multi-agent systems. The key is how to efficiently solve the credit assignment problems. This paper introduces MGAN for collaborative multi-agent reinforcement…

Many widely used datasets for graph machine learning tasks have generally been homophilous, where nodes with similar labels connect to each other. Recently, new Graph Neural Networks (GNNs) have been developed that move beyond the homophily…

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…

In recent years, substantial progress has been made on Graph Convolutional Networks (GCNs). However, the computing of GCN usually requires a large memory space for keeping the entire graph. In consequence, GCN is not flexible enough,…

The emergence of the graphon theory of large networks and their infinite limits has enabled the formulation of a theory of the centralized control of dynamical systems distributed on asymptotically infinite networks (Gao and Caines, IEEE…

Graph machine learning has gained great attention in both academia and industry recently. Most of the graph machine learning models, such as Graph Neural Networks (GNNs), are trained over massive graph data. However, in many real-world…

Real economies can be modeled as a sequential imperfect-information game with many heterogeneous agents, such as consumers, firms, and governments. Dynamic general equilibrium (DGE) models are often used for macroeconomic analysis in this…

Previous deep multi-agent reinforcement learning (MARL) algorithms have achieved impressive results, typically in homogeneous scenarios. However, heterogeneous scenarios are also very common and usually harder to solve. In this paper, we…

We consider online reinforcement learning in Mean-Field Games (MFGs). Unlike traditional approaches, we alleviate the need for a mean-field oracle by developing an algorithm that approximates the Mean-Field Equilibrium (MFE) using the…

Multi-agent reinforcement learning (MARL) has been increasingly explored to learn the cooperative policy towards maximizing a certain global reward. Many existing studies take advantage of graph neural networks (GNN) in MARL to propagate…

We propose a single-level numerical approach to solve Stackelberg mean field game (MFG) problems. In Stackelberg MFG, an infinite population of agents play a non-cooperative game and choose their controls to optimize their individual…

Linear quadratic graphon field games (LQ-GFGs) are defined to be LQ games which involve a large number of agents that are weakly coupled via a weighted undirected graph on which each node represents an agent. The links of the graph…

A long-standing goal in deep learning has been to characterize the learning behavior of black-box models in a more interpretable manner. For graph neural networks (GNNs), considerable advances have been made in formalizing what functions…

Game-theoretic resource allocation on graphs (GRAG) involves two players competing over multiple steps to control nodes of interest on a graph, a problem modeled as a multi-step Colonel Blotto Game (MCBG). Finding optimal strategies is…

A novel framework is presented that combines Mean Field Game (MFG) theory and Hybrid Optimal Control (HOC) theory to obtain a unique $\epsilon$-Nash equilibrium for a non-cooperative game with switching and stopping times. We consider the…