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Although the field of multi-agent reinforcement learning (MARL) has made considerable progress in the last years, solving systems with a large number of agents remains a hard challenge. Graphon mean field games (GMFGs) enable the scalable…

Multiagent Systems · Computer Science 2023-03-14 Christian Fabian , Kai Cui , Heinz Koeppl

In recent years, researchers have made significant progress in devising reinforcement-learning algorithms for optimizing linear temporal logic (LTL) objectives and LTL-like objectives. Despite these advancements, there are fundamental…

Artificial Intelligence · Computer Science 2022-06-28 Cambridge Yang , Michael Littman , Michael Carbin

Model-based reinforcement learning (MBRL) has recently gained immense interest due to its potential for sample efficiency and ability to incorporate off-policy data. However, designing stable and efficient MBRL algorithms using rich…

Machine Learning · Computer Science 2021-03-12 Aravind Rajeswaran , Igor Mordatch , Vikash Kumar

Mean field games (MFGs) tractably model behavior in large agent populations. The literature on learning MFG equilibria typically focuses on finding Nash equilibria (NE), which assume perfectly rational agents and are hence implausible in…

Computer Science and Game Theory · Computer Science 2025-01-31 Yannick Eich , Christian Fabian , Kai Cui , Heinz Koeppl

We study discrete-time, finite-state mean-field games (MFGs) under model uncertainty, where agents face ambiguity about the state transition probabilities. Each agent maximizes its expected payoff against the worst-case transitions within…

Optimization and Control · Mathematics 2026-01-21 Zongxia Liang , Zhou Zhou , Yaqi Zhuang , Bin Zou

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

This paper presents a general mean-field game (GMFG) framework for simultaneous learning and decision-making in stochastic games with a large population. It first establishes the existence of a unique Nash Equilibrium to this GMFG, and…

Optimization and Control · Mathematics 2021-10-12 Xin Guo , Anran Hu , Renyuan Xu , Junzi Zhang

Mean Field Control Games (MFCG), introduced in [Angiuli et al., 2022a], represent competitive games between a large number of large collaborative groups of agents in the infinite limit of number and size of groups. In this paper, we prove…

Optimization and Control · Mathematics 2024-06-05 Andrea Angiuli , Jean-Pierre Fouque , Mathieu Laurière , Mengrui Zhang

Multi-agent robust reinforcement learning, also known as multi-player robust Markov games (RMGs), is a crucial framework for modeling competitive interactions under environmental uncertainties, with wide applications in multi-agent systems.…

Machine Learning · Computer Science 2024-12-31 Yuchen Jiao , Gen Li

We study infinite horizon discounted Mean Field Control (MFC) problems with common noise through the lens of Mean Field Markov Decision Processes (MFMDP). We allow the agents to use actions that are randomized not only at the individual…

Optimization and Control · Mathematics 2021-10-14 René Carmona , Mathieu Laurière , Zongjun Tan

Mean Field Game (MFG) models implicitly assume "rational expectations", meaning that the heterogeneous agents being modeled correctly know all relevant transition probabilities for the complex system they inhabit. When there is common…

Analysis of PDEs · Mathematics 2026-02-26 Benjamin Moll , Lenya Ryzhik

We propose a reinforcement learning algorithm for stationary mean-field games, where the goal is to learn a pair of mean-field state and stationary policy that constitutes the Nash equilibrium. When viewing the mean-field state and the…

Machine Learning · Computer Science 2020-10-12 Qiaomin Xie , Zhuoran Yang , Zhaoran Wang , Andreea Minca

To achieve general intelligence, agents must learn how to interact with others in a shared environment: this is the challenge of multiagent reinforcement learning (MARL). The simplest form is independent reinforcement learning (InRL), where…

Artificial Intelligence · Computer Science 2017-11-08 Marc Lanctot , Vinicius Zambaldi , Audrunas Gruslys , Angeliki Lazaridou , Karl Tuyls , Julien Perolat , David Silver , Thore Graepel

When controlling multi-agent systems, the trade-off between performance and scalability is a major challenge. Here, we address this difficulty by using mean field games (MFGs), which is a framework that deduces the macroscopic dynamics…

Optimization and Control · Mathematics 2021-08-06 Daisuke Inoue , Yuji Ito , Takahito Kashiwabara , Norikazu Saito , Hiroaki Yoshida

The Mean-Field approximation is a tractable approach for studying large population dynamics. However, its assumption on homogeneity and universal connections among all agents limits its applicability in many real-world scenarios.…

Computer Science and Game Theory · Computer Science 2023-10-26 Peihan Huo , Oscar Peralta , Junyu Guo , Qiaomin Xie , Andreea Minca

Multi-agent reinforcement learning (MARL) achieves significant empirical successes. However, MARL suffers from the curse of many agents. In this paper, we exploit the symmetry of agents in MARL. In the most generic form, we study a…

Machine Learning · Computer Science 2020-06-23 Lingxiao Wang , Zhuoran Yang , Zhaoran Wang

Multi-agent reinforcement learning (MARL) holds great potential but faces robustness challenges due to environmental uncertainty. To address this, distributionally robust Markov games (RMGs) optimize worst-case performance when the…

Machine Learning · Computer Science 2026-05-08 Jingchu Gai , Laixi Shi

In this paper, we investigate the interaction of two populations with a large number of indistinguishable agents. The problem consists in two levels: the interaction between agents of a same population, and the interaction between the two…

Optimization and Control · Mathematics 2018-10-30 Alain Bensoussan , Tao Huang , Mathieu Laurière

Mean field games (MFGs) offer a powerful framework for modeling large-scale multi-agent systems. This paper addresses MFGs formulated in continuous time with discrete state spaces, where agents' dynamics are governed by continuous-time…

Computer Science and Game Theory · Computer Science 2026-02-27 Yannick Eich , Christian Fabian , Kai Cui , Heinz Koeppl

Mean field game (MFG) is an expressive modeling framework for systems with a continuum of interacting agents. While many approaches exist for solving the forward MFG, few have studied its \textit{inverse} problem. In this work, we seek to…

Optimization and Control · Mathematics 2025-07-28 Han Huang , Jiajia Yu , Tianyi Chen , Rongjie Lai