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This paper develops a deep policy iteration method for high-dimensional finite-horizon mean-field games (MFG). We reformulate the game as a regenerative problem with deterministic cycles, which allows policy evaluation (PE), policy…

Numerical Analysis · Mathematics 2026-05-18 Shuixin Fang , Shupeng Wang , Zhen Wu , Hui Zhang , Tao Zhou

In this paper, a novel decentralized intelligent adaptive optimal strategy has been developed to solve the pursuit-evasion game for massive Multi-Agent Systems (MAS) under uncertain environment. Existing strategies for pursuit-evasion games…

Systems and Control · Electrical Eng. & Systems 2020-08-10 Zejian Zhou , Hao Xu

This work proposes a policy learning algorithm for seeking generalised feedback Nash equilibria (GFNE) in $N_P$-player noncooperative dynamic games. We consider linear-quadratic games with stochastic dynamics and design a best-response…

Optimization and Control · Mathematics 2025-06-13 Otacilio B. L. Neto , Michela Mulas , Francesco Corona

Systems of competing agents can often be modeled as games. Assuming rationality, the most likely outcomes are given by an equilibrium (e.g. a Nash equilibrium). In many practical settings, games are influenced by context, i.e. additional…

Machine Learning · Computer Science 2024-06-13 Daniel McKenzie , Howard Heaton , Qiuwei Li , Samy Wu Fung , Stanley Osher , Wotao Yin

Mean field equilibrium (MFE) has emerged as a computationally tractable solution concept for large dynamic games. However, computing MFE remains challenging due to nonlinearities and the absence of contraction properties, limiting its…

Theoretical Economics · Economics 2025-06-23 Bar Light

This paper establishes a data-driven solution for infinite horizon linear quadratic Gaussian Mean Field Games with network-coupled heterogeneous agent populations where the dynamics of the agents are unknown. The solution technique relies…

Systems and Control · Electrical Eng. & Systems 2026-02-17 Jean Zhu , Shuang Gao

We consider discrete-time stationary mean field games (MFG) with unknown dynamics and design algorithms for finding the equilibrium with finite-time complexity guarantees. Prior solutions to the problem assume either the contraction of a…

Optimization and Control · Mathematics 2025-02-13 Sihan Zeng , Sujay Bhatt , Alec Koppel , Sumitra Ganesh

This article introduces a novel mean-field game model for multi-sector economic growth in which a dynamically evolving externality, influenced by the collective actions of agents, plays a central role. Building on classical growth theories…

Optimization and Control · Mathematics 2026-05-05 Pierre Lavigne , Quentin Petit , Xavier Warin

This paper presents a new method to learn online policies in continuous state, continuous action, model-free Markov decision processes, with two properties that are crucial for practical applications. First, the policies are implementable…

Artificial Intelligence · Computer Science 2016-12-19 Ludovic Hofer , Hugo Gimbert

Federated learning (FL) is a communication-efficient collaborative learning framework that enables model training across multiple agents with private local datasets. While the benefits of FL in improving global model performance are well…

Machine Learning · Computer Science 2026-05-19 Fateme Maleki , Krishnan Raghavan , Farzad Yousefian

Recent advances at the intersection of dense large graph limits and mean field games have begun to enable the scalable analysis of a broad class of dynamical sequential games with large numbers of agents. So far, results have been largely…

Computer Science and Game Theory · Computer Science 2022-02-21 Kai Cui , Heinz Koeppl

In interactive multi-agent settings, decision-making and planning are challenging mainly due to the agents' interconnected objectives. Dynamic game theory offers a formal framework for analyzing such intricacies. Yet, solving constrained…

Robotics · Computer Science 2025-03-24 Maulik Bhatt , Yixuan Jia , Negar Mehr

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…

Computer Science and Game Theory · Computer Science 2023-10-27 Fengzhuo Zhang , Vincent Y. F. Tan , Zhaoran Wang , Zhuoran Yang

The existence of a phase transition with diverging susceptibility in batch Minority Games (MGs) is the mark of informationally efficient regimes and is linked to the specifics of the agents' learning rules. Here we study how the standard…

Physics and Society · Physics 2009-11-13 Tobias Galla , Andrea De Martino

Mean-Field Control (MFC) is a powerful tool to solve Multi-Agent Reinforcement Learning (MARL) problems. Recent studies have shown that MFC can well-approximate MARL when the population size is large and the agents are exchangeable.…

Machine Learning · Computer Science 2022-06-02 Washim Uddin Mondal , Vaneet Aggarwal , Satish V. Ukkusuri

Formation strategy is one of the most important parts of many multi-agent systems with many applications in real world problems. In this paper, a framework for learning this task in a limited domain (restricted environment) is proposed. In…

We study Nash equilibrium learning in partially observable Markov games (POMGs), a multi-agent reinforcement learning framework in which agents cannot fully observe the underlying state. Prior work in this setting relies on centralization…

Computer Science and Game Theory · Computer Science 2026-05-08 Philip Jordan , Maryam Kamgarpour

This paper considers offline multi-agent reinforcement learning. We propose the strategy-wise concentration principle which directly builds a confidence interval for the joint strategy, in contrast to the point-wise concentration principle…

Machine Learning · Computer Science 2022-10-17 Qiwen Cui , Simon S. Du

We present APAC-Net, an alternating population and agent control neural network for solving stochastic mean field games (MFGs). Our algorithm is geared toward high-dimensional instances of MFGs that are beyond reach with existing solution…

Machine Learning · Computer Science 2023-07-17 Alex Tong Lin , Samy Wu Fung , Wuchen Li , Levon Nurbekyan , Stanley J. Osher

Training multi-agent systems (MAS) to achieve realistic equilibria gives us a useful tool to understand and model real-world systems. We consider a general sum partially observable Markov game where agents of different types share a single…

Multiagent Systems · Computer Science 2020-10-26 Nelson Vadori , Sumitra Ganesh , Prashant Reddy , Manuela Veloso