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We introduce Mean-Field Trust Region Policy Optimization (MF-TRPO), a novel algorithm designed to compute approximate Nash equilibria for ergodic Mean-Field Games (MFG) in finite state-action spaces. Building on the well-established…

Machine Learning · Statistics 2025-05-30 Antonio Ocello , Daniil Tiapkin , Lorenzo Mancini , Mathieu Laurière , Eric Moulines

In this paper, we present \textbf{C}ont\textbf{E}xtual \textbf{I}mitation \textbf{L}earning~(CEIL), a general and broadly applicable algorithm for imitation learning (IL). Inspired by the formulation of hindsight information matching, we…

Machine Learning · Computer Science 2023-10-27 Jinxin Liu , Li He , Yachen Kang , Zifeng Zhuang , Donglin Wang , Huazhe Xu

Mean Field Games (MFGs) have the ability to handle large-scale multi-agent systems, but learning Nash equilibria in MFGs remains a challenging task. In this paper, we propose a deep reinforcement learning (DRL) algorithm that achieves…

Computer Science and Game Theory · Computer Science 2024-03-07 Zida Wu , Mathieu Lauriere , Samuel Jia Cong Chua , Matthieu Geist , Olivier Pietquin , Ankur Mehta

Mean field games (MFG) and mean field control (MFC) are critical classes of multi-agent models for efficient analysis of massive populations of interacting agents. Their areas of application span topics in economics, finance, game theory,…

Machine Learning · Computer Science 2022-06-08 Lars Ruthotto , Stanley Osher , Wuchen Li , Levon Nurbekyan , Samy Wu Fung

Recent advances in mean-field game literature enable the reduction of large-scale multi-agent problems to tractable interactions between a representative agent and a population distribution. However, existing approaches typically assume a…

Multiagent Systems · Computer Science 2026-02-17 Bhavini Jeloka , Yue Guan , Panagiotis Tsiotras

We propose a new model, independent linear Markov game, for multi-agent reinforcement learning with a large state space and a large number of agents. This is a class of Markov games with independent linear function approximation, where each…

Machine Learning · Computer Science 2023-06-23 Qiwen Cui , Kaiqing Zhang , Simon S. Du

A system of two coupled nonlinear parabolic partial differential equations with two opposite directions of time is considered. In fact, this is the so-called "Mean Field Games System" (MFGS), which is derived in the mean field games (MFG)…

Numerical Analysis · Mathematics 2024-05-20 Michael V. Klibanov , Jingzhi Li , Zhipeng Yang

Federated Learning (FL) can be used in mobile edge networks to train machine learning models in a distributed manner. Recently, FL has been interpreted within a Model-Agnostic Meta-Learning (MAML) framework, which brings FL significant…

Machine Learning · Computer Science 2023-03-29 Chaoqun You , Kun Guo , Gang Feng , Peng Yang , Tony Q. S. Quek

Understanding how agents coordinate or compete from limited behavioral data is central to modeling strategic interactions in traffic, robotics, and other multi-agent systems. In this work, we investigate the following complementary…

Computer Science and Game Theory · Computer Science 2026-01-16 Daniela Aguirre Salazar , Firas Moatemri , Tatiana Tatarenko

We address the problem of imitation learning with multi-modal demonstrations. Instead of attempting to learn all modes, we argue that in many tasks it is sufficient to imitate any one of them. We show that the state-of-the-art methods such…

Machine Learning · Computer Science 2020-06-02 Liyiming Ke , Sanjiban Choudhury , Matt Barnes , Wen Sun , Gilwoo Lee , Siddhartha Srinivasa

Imitation learning (IL) has proven to be an effective method for learning good policies from expert demonstrations. Adversarial imitation learning (AIL), a subset of IL methods, is particularly promising, but its theoretical foundation in…

Machine Learning · Computer Science 2023-06-14 Tian Xu , Ziniu Li , Yang Yu , Zhi-Quan Luo

This paper concerns a Mean Field Game (MFG) system related to a Nash type equilibrium for dynamical games associated to large populations. One shows that the MFG system may be viewed as the Euler-Lagrange system for an optimal control…

Optimization and Control · Mathematics 2025-03-21 Stefana-Lucia Anita

Coordinating large populations of interacting agents is a central challenge in multi-agent reinforcement learning (MARL), where the size of the joint state-action space scales exponentially with the number of agents. Mean-field methods…

Machine Learning · Computer Science 2026-02-19 Emile Anand , Richard Hoffmann , Sarah Liaw , Adam Wierman

A recent emerging trend in the literature on learning in games has been concerned with providing faster learning dynamics for correlated and coarse correlated equilibria in normal-form games. Much less is known about the significantly more…

Computer Science and Game Theory · Computer Science 2022-02-14 Ioannis Anagnostides , Gabriele Farina , Christian Kroer , Andrea Celli , Tuomas Sandholm

The approximation of mixed Nash equilibria (MNE) for zero-sum games with mean-field interacting players has recently raised much interest in machine learning. In this paper we propose a mean-field gradient descent dynamics for finding the…

Optimization and Control · Mathematics 2025-05-13 Yulong Lu , Pierre Monmarché

We propose a policy iteration method to solve an inverse problem for a mean-field game (MFG) model, specifically to reconstruct the obstacle function in the game from the partial observation data of value functions, which represent the…

Optimization and Control · Mathematics 2026-02-12 Kui Ren , Nathan Soedjak , Shanyin Tong

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

In this paper, we address linear-quadratic-Gaussian (LQG) risk-sensitive mean field games (MFGs) with common noise. In this framework agents are exposed to a common noise and aim to minimize an exponential cost functional that reflects…

Optimization and Control · Mathematics 2024-03-07 Xin Yue Ren , Dena Firoozi

This paper studies mean field game (MFG) of controls by featuring the joint distribution of the state and the control with the reflected state process along an exogenous stochastic reflection boundary. We contribute to the literature with a…

Optimization and Control · Mathematics 2025-11-10 Lijun Bo , Jingfei Wang , Xiang Yu

In this paper, we propose a maximum mutual information (MMI) framework for multi-agent reinforcement learning (MARL) to enable multiple agents to learn coordinated behaviors by regularizing the accumulated return with the mutual information…

Multiagent Systems · Computer Science 2020-06-05 Woojun Kim , Whiyoung Jung , Myungsik Cho , Youngchul Sung