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Mean-field reinforcement learning (MF-RL) scales multi-agent RL to large populations by reducing each agent's dependence on others to a single summary statistic -- the mean action. However, this reduction requires every agent to act at…

Multiagent Systems · Computer Science 2026-02-23 Shan Yang

The intersection of Mean Field Games (MFGs) and Reinforcement Learning (RL) has fostered a growing family of algorithms designed to solve large-scale multi-agent systems. However, the field currently lacks a standardized evaluation…

Machine Learning · Computer Science 2026-02-16 Lorenzo Magnino , Jiacheng Shen , Matthieu Geist , Olivier Pietquin , Mathieu Laurière

Multi-agent learning algorithms have been shown to display complex, unstable behaviours in a wide array of games. In fact, previous works indicate that convergent behaviours are less likely to occur as the total number of agents increases.…

Computer Science and Game Theory · Computer Science 2024-03-26 Aamal Hussain , Dan Leonte , Francesco Belardinelli , Georgios Piliouras

In Mean Field Games of Controls, the dynamics of the single agent is influenced not only by the distribution of the agents, as in the classical theory, but also by the distribution of their optimal strategies. In this paper, we study…

Analysis of PDEs · Mathematics 2023-02-01 Fabio Camilli , Claudio Marchi

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…

Systems and Control · Computer Science 2022-01-11 Dena Firoozi , Ali Pakniyat , Peter E. Caines

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

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…

Optimization and Control · Mathematics 2020-03-11 Yves Achdou , Mathieu Laurière

We study the sample complexity of reinforcement learning (RL) in Mean-Field Games (MFGs) with model-based function approximation that requires strategic exploration to find a Nash Equilibrium policy. We introduce the Partial Model-Based…

Machine Learning · Computer Science 2024-06-04 Jiawei Huang , Niao He , Andreas Krause

For noncooperative games the mean field (MF) methodology provides decentralized strategies which yield Nash equilibria for large population systems in the asymptotic limit of an infinite (mass) population. The MF control laws use only the…

Optimization and Control · Mathematics 2012-10-22 Arman C. Kizilkale , Peter E. Caines

Recent algorithms allow decentralised agents, possibly connected via a communication network, to learn equilibria in mean-field games from a non-episodic run of the empirical system. However, these algorithms are for tabular settings: this…

Multiagent Systems · Computer Science 2025-12-23 Patrick Benjamin , Alessandro Abate

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) have become significant tools for solving large-scale multi-agent reinforcement learning problems under symmetry. However, the assumption of exact symmetry limits the applicability of MFGs, as real-world scenarios…

Computer Science and Game Theory · Computer Science 2024-08-28 Batuhan Yardim , Niao He

Imitation learning algorithms can be used to learn a policy from expert demonstrations without access to a reward signal. However, most existing approaches are not applicable in multi-agent settings due to the existence of multiple (Nash)…

Machine Learning · Computer Science 2018-07-27 Jiaming Song , Hongyu Ren , Dorsa Sadigh , Stefano Ermon

Mean field games have traditionally been defined~[1,2] as a model of large scale interaction of players where each player has a private type that is independent across the players. In this paper, we introduce a new model of mean field teams…

Systems and Control · Electrical Eng. & Systems 2022-10-21 Deepanshu Vasal

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…

Machine Learning · Computer Science 2018-04-24 Jiachen Yang , Xiaojing Ye , Rakshit Trivedi , Huan Xu , Hongyuan Zha

Many large-scale platforms and networked control systems have a centralized decision maker interacting with a massive population of agents under strict observability constraints. Motivated by such applications, we study a cooperative Markov…

Multiagent Systems · Computer Science 2026-05-12 Emile Anand , Ishani Karmarkar

Self-play reinforcement learning has demonstrated significant success in learning complex strategic and interactive behaviors in competitive multi-agent games. However, achieving such behaviors in continuous decision spaces remains…

Machine Learning · Computer Science 2025-11-18 Akash Karthikeyan , Yash Vardhan Pant

Learning the behavior of large agent populations is an important task for numerous research areas. Although the field of multi-agent reinforcement learning (MARL) has made significant progress towards solving these systems, solutions for…

Multiagent Systems · Computer Science 2024-02-26 Christian Fabian , Kai Cui , Heinz Koeppl

Recent advances in deep learning has witnessed many innovative frameworks that solve high dimensional mean-field games (MFG) accurately and efficiently. These methods, however, are restricted to solving single-instance MFG and demands…

Machine Learning · Computer Science 2024-04-25 Han Huang , Rongjie Lai

Finite-state mean-field games (MFGs) arise as limits of large interacting particle systems and are governed by an MFG system, a coupled forward-backward differential equation consisting of a forward Kolmogorov-Fokker-Planck (KFP) equation…

Optimization and Control · Mathematics 2026-02-16 William Hofgard , Asaf Cohen , Mathieu Laurière