Related papers: Model-Based RL for Mean-Field Games is not Statist…
Competitive games involving thousands or even millions of players are prevalent in real-world contexts, such as transportation, communications, and computer networks. However, learning in these large-scale multi-agent environments presents…
Traditional multi-agent reinforcement learning algorithms are not scalable to environments with more than a few agents, since these algorithms are exponential in the number of agents. Recent research has introduced successful methods to…
We design and analyze reinforcement learning algorithms for Graphon Mean-Field Games (GMFGs). In contrast to previous works that require the precise values of the graphons, we aim to learn the Nash Equilibrium (NE) of the regularized GMFGs…
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…
Mean field games are concerned with the limit of large-population stochastic differential games where the agents interact through their empirical distribution. In the classical setting, the number of players is large but fixed throughout…
Standard multi-agent reinforcement learning (MARL) algorithms are vulnerable to sim-to-real gaps. To address this, distributionally robust Markov games (RMGs) have been proposed to enhance robustness in MARL by optimizing the worst-case…
Multi-agent reinforcement learning (MARL) lies at the heart of a plethora of applications involving the interaction of a group of agents in a shared unknown environment. A prominent framework for studying MARL is Markov games, with the goal…
Efficiently learning equilibria with large state and action spaces in general-sum Markov games while overcoming the curse of multi-agency is a challenging problem. Recent works have attempted to solve this problem by employing independent…
We consider a multi-agent Markov strategic interaction over an infinite horizon where agents can be of multiple types. We model the strategic interaction as a mean-field game in the asymptotic limit when the number of agents of each type…
We consider second-order ergodic Mean-Field Games systems in the whole space $\mathbb{R}^N$ with coercive potential and aggregating nonlocal coupling, defined in terms of a Riesz interaction kernel. These MFG systems describe Nash…
In this paper, we investigate a class of Mean Field Games (MFGs) in which the state dynamics are governed by multidimensional reflected stochastic differential equations (SDEs). We establish the existence of an equilibrium and show that it…
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,…
This letter studies multi-agent reinforcement learning in partially observable Markov potential games. Solving this problem is challenging due to partial observability, decentralized information, and the curse of dimensionality. First, to…
The theory of mean field games aims at studying deterministic or stochastic differential games (Nash equilibria) as the number of agents tends to infinity. Since very few mean field games have explicit or semi-explicit solutions, numerical…
The aim of this paper is to study first order Mean field games subject to a linear controlled dynamics on $\mathbb R^{d}$. For this kind of problems, we define Nash equilibria (called Mean Field Games equilibria), as Borel probability…
We consider the problem of decentralized multi-agent reinforcement learning in Markov games. A fundamental question is whether there exist algorithms that, when adopted by all agents and run independently in a decentralized fashion, lead to…
We study the optimal sample complexity in large-scale Reinforcement Learning (RL) problems with policy space generalization, i.e. the agent has a prior knowledge that the optimal policy lies in a known policy space. Existing results show…
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…
We study multi-task reinforcement learning (RL) in tabular episodic Markov decision processes (MDPs). We formulate a heterogeneous multi-player RL problem, in which a group of players concurrently face similar but not necessarily identical…
This paper introduces a new approach for approximating the learning dynamics of multiple reinforcement learning (RL) agents interacting in a finite-state Markov game. The idea is to rescale the learning process by simultaneously reducing…