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Reinforcement learning (RL) has become an increasingly active area of research in recent years. Although there are many algorithms that allow an agent to solve tasks efficiently, they often ignore the possibility that prior experience…

Artificial Intelligence · Computer Science 2020-01-07 Francisco M. Garcia , Chris Nota , Philip S. Thomas

We study Replica Mean Field limits for a neural system of infinitely many neurons with both inhibitory and excitatory interactions. As a result we obtain an analytical characterisation of the invariant state. In particular we focus on the…

Probability · Mathematics 2025-05-27 Ioannis Papageorgiou

Stochastic games are a popular framework for studying multi-agent reinforcement learning (MARL). Recent advances in MARL have focused primarily on games with finitely many states. In this work, we study multi-agent learning in stochastic…

Machine Learning · Computer Science 2024-03-28 Awni Altabaa , Bora Yongacoglu , Serdar Yüksel

Robust reinforcement learning (RL) considers the problem of learning policies that perform well in the worst case among a set of possible environment parameter values. In real-world environments, choosing the set of possible values for…

Machine Learning · Computer Science 2022-10-05 JB Lanier , Stephen McAleer , Pierre Baldi , Roy Fox

We consider deterministic Mean Field Games (MFG) in all Euclidean space with a cost functional continuous with respect to the distribution of the agents and attaining its minima in a compact set. We first show that the static MFG with such…

Analysis of PDEs · Mathematics 2024-03-18 Martino Bardi , Hicham Kouhkouh

Transfer Learning has shown great potential to enhance single-agent Reinforcement Learning (RL) efficiency. Similarly, Multiagent RL (MARL) can also be accelerated if agents can share knowledge with each other. However, it remains a problem…

We consider a class of deterministic mean field games, where the state associated with each player evolves according to an ODE which is linear w.r.t. the control. Existence, uniqueness, and stability of solutions are studied from the point…

Optimization and Control · Mathematics 2022-10-27 Alberto Bressan , Khai T. Nguyen

Over the past decades, researchers have been pushing the limits of Deep Reinforcement Learning (DRL). Although DRL has attracted substantial interest from practitioners, many are blocked by having to search through a plethora of available…

Mathematical Finance · Quantitative Finance 2023-10-05 Sophia Gu

This paper explores advanced topics in complex multi-agent systems building upon our previous work. We examine four fundamental challenges in Multi-Agent Reinforcement Learning (MARL): non-stationarity, partial observability, scalability…

Multiagent Systems · Computer Science 2024-12-31 Neil De La Fuente , Miquel Noguer i Alonso , Guim Casadellà

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…

Machine Learning · Computer Science 2022-01-19 Chicheng Zhang , Zhi Wang

Multi-Agent Reinforcement Learning (MARL) has shown promising results across several domains. Despite this promise, MARL policies often lack robustness and are therefore sensitive to small changes in their environment. This presents a…

Machine Learning · Computer Science 2023-10-18 Alexander Bukharin , Yan Li , Yue Yu , Qingru Zhang , Zhehui Chen , Simiao Zuo , Chao Zhang , Songan Zhang , Tuo Zhao

Hierarchical reinforcement learning (HRL) has seen widespread interest as an approach to tractable learning of complex modular behaviors. However, existing work either assume access to expert-constructed hierarchies, or use…

Machine Learning · Computer Science 2021-10-19 Kurtland Chua , Qi Lei , Jason D. Lee

Modern reinforcement learning (RL) commonly engages practical problems with large state spaces, where function approximation must be deployed to approximate either the value function or the policy. While recent progresses in RL theory…

Machine Learning · Computer Science 2021-10-14 Chi Jin , Qinghua Liu , Tiancheng Yu

This paper explores the use of Maximum Causal Entropy Inverse Reinforcement Learning (IRL) within the context of discrete-time stationary Mean-Field Games (MFGs) characterized by finite state spaces and an infinite-horizon,…

Systems and Control · Electrical Eng. & Systems 2025-07-22 Berkay Anahtarci , Can Deha Kariksiz , Naci Saldi

Traditional multi-agent reinforcement learning algorithms are difficultly applied in a large-scale multi-agent environment. The introduction of mean field theory has enhanced the scalability of multi-agent reinforcement learning in recent…

Artificial Intelligence · Computer Science 2024-09-10 Min Yang , Guanjun Liu , Ziyuan Zhou

Partially observable environments present a considerable computational challenge in reinforcement learning due to the need to consider long histories. Learning with a finite window of observations quickly becomes intractable as the window…

Machine Learning · Computer Science 2025-06-04 Onno Eberhard , Michael Muehlebach , Claire Vernade

Multi-Agent Reinforcement Learning (MARL) is an increasingly important research field that can model and control multiple large-scale autonomous systems. Despite its achievements, existing multi-agent learning methods typically involve…

Multiagent Systems · Computer Science 2023-05-25 Kailash Gogineni , Peng Wei , Tian Lan , Guru Venkataramani

In a regular mean field game (MFG), the agents are assumed to be insignificant, they do not realize their effect on the population level and this may result in a phenomenon coined as the Tragedy of the Commons by the economists. However, in…

Optimization and Control · Mathematics 2024-09-13 Gokce Dayanikli , Mathieu Lauriere

Reinforcement Learning (RL) is a learning paradigm concerned with learning to control a system so as to maximize an objective over the long term. This approach to learning has received immense interest in recent times and success manifests…

Artificial Intelligence · Computer Science 2018-07-26 Sanyam Kapoor

This paper presents a comprehensive study of linear-quadratic (LQ) mean field games (MFGs) in Hilbert spaces, generalizing the classic LQ MFG theory to scenarios involving $N$ agents with dynamics governed by infinite-dimensional stochastic…

Optimization and Control · Mathematics 2025-08-12 Hanchao Liu , Dena Firoozi
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