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This paper studies multi-agent reinforcement learning in Markov games, with the goal of learning Nash equilibria or coarse correlated equilibria (CCE) sample-optimally. All prior results suffer from at least one of the two obstacles: the…

Machine Learning · Computer Science 2022-10-13 Gen Li , Yuejie Chi , Yuting Wei , Yuxin Chen

Many applications, e.g., in shared mobility, require coordinating a large number of agents. Mean-field reinforcement learning addresses the resulting scalability challenge by optimizing the policy of a representative agent interacting with…

Machine Learning · Computer Science 2023-12-29 Matej Jusup , Barna Pásztor , Tadeusz Janik , Kenan Zhang , Francesco Corman , Andreas Krause , Ilija Bogunovic

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

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

In this paper, we study the fundamental statistical efficiency of Reinforcement Learning in Mean-Field Control (MFC) and Mean-Field Game (MFG) with general model-based function approximation. We introduce a new concept called Mean-Field…

Machine Learning · Computer Science 2024-10-04 Jiawei Huang , Batuhan Yardim , Niao He

Designing efficient algorithms for multi-agent reinforcement learning (MARL) is fundamentally challenging because the size of the joint state and action spaces grows exponentially in the number of agents. These difficulties are exacerbated…

Machine Learning · Computer Science 2025-10-27 Emile Anand , Ishani Karmarkar , Guannan Qu

Mean Field Games (MFGs) offer a powerful framework for studying large-scale multi-agent systems. Yet, learning Nash equilibria in MFGs remains a challenging problem, particularly when the initial distribution is unknown or when the…

Machine Learning · Computer Science 2025-09-04 Zida Wu , Mathieu Lauriere , Matthieu Geist , Olivier Pietquin , Ankur Mehta

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

Reinforcement learning (RL) is a classical tool to solve network control or policy optimization problems in unknown environments. The original Q-learning suffers from performance and complexity challenges across very large networks. Herein,…

Machine Learning · Computer Science 2024-09-02 Talha Bozkus , Urbashi Mitra

Non-stationarity is a fundamental challenge in multi-agent reinforcement learning (MARL), where agents update their behaviour as they learn. Many theoretical advances in MARL avoid the challenge of non-stationarity by coordinating the…

Computer Science and Game Theory · Computer Science 2025-03-19 Bora Yongacoglu , Gürdal Arslan , Serdar Yüksel

Mean Field Games (MFGs) provide a powerful framework for modeling the collective behavior of large populations of interacting agents. In this paper, we address the problem of Imitation Learning (IL) in MFGs subject to common noise, where…

Machine Learning · Computer Science 2026-05-06 Grégoire Lambrecht , Mathieu Laurière

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

Reinforcement learning for multi-agent games has attracted lots of attention recently. However, given the challenge of solving Nash equilibria for large population games, existing works with guaranteed polynomial complexities either focus…

Optimization and Control · Mathematics 2025-09-04 Anran Hu , Junzi Zhang

Mean field games (MFGs) model interactions in large-population multi-agent systems through population distributions. Traditional learning methods for MFGs are based on fixed-point iteration (FPI), where policy updates and induced population…

Machine Learning · Computer Science 2025-02-17 Chenyu Zhang , Xu Chen , Xuan Di

The recent mean field game (MFG) formalism facilitates otherwise intractable computation of approximate Nash equilibria in many-agent settings. In this paper, we consider discrete-time finite MFGs subject to finite-horizon objectives. We…

Multiagent Systems · Computer Science 2022-07-11 Kai Cui , Heinz Koeppl

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

In this book, we present a curated collection of existing results on inverse problems for Mean Field Games (MFGs), a cutting-edge and rapidly evolving field of research. Our aim is to provide fresh insights, novel perspectives, and a…

Analysis of PDEs · Mathematics 2025-03-20 Hongyu Liu , Catharine W. K. Lo , Shen Zhang

Multiagent reinforcement learning algorithms have not been widely adopted in large scale environments with many agents as they often scale poorly with the number of agents. Using mean field theory to aggregate agents has been proposed as a…

Multiagent Systems · Computer Science 2022-04-14 Sriram Ganapathi Subramanian , Matthew E. Taylor , Mark Crowley , Pascal Poupart

Mean-field games (MFG) were introduced to efficiently analyze approximate Nash equilibria in large population settings. In this work, we consider entropy-regularized mean-field games with a finite state-action space in a discrete time…

Computer Science and Game Theory · Computer Science 2022-07-26 Yue Guan , Mi Zhou , Ali Pakniyat , Panagiotis Tsiotras

We investigate multi-agent imitation learning (IL) within the framework of mean field games (MFGs), considering the presence of time-varying correlated signals. Existing MFG IL algorithms assume demonstrations are sampled from Mean Field…

Multiagent Systems · Computer Science 2024-10-04 Zhiyu Zhao , Qirui Mi , Ning Yang , Xue Yan , Haifeng Zhang , Jun Wang , Yaodong Yang