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We study a multi-agent mean field type control problem in discrete time where the agents aim to find a socially optimal strategy and where the state and action spaces for the agents are assumed to be continuous. The agents are only weakly…

Optimization and Control · Mathematics 2025-04-01 Erhan Bayraktar , Nicole Bauerle , Ali Devran Kara

In this paper, we propose several approaches to learn the optimal population-dependent controls in order to solve mean field control problems (MFC). Such policies enable us to solve MFC problems with forms of common noises at a level of…

Optimization and Control · Mathematics 2023-11-21 Gokce Dayanikli , Mathieu Lauriere , Jiacheng Zhang

Mean Field Control (MFC) is a powerful approximation tool to solve large-scale Multi-Agent Reinforcement Learning (MARL) problems. However, the success of MFC relies on the presumption that given the local states and actions of all the…

Machine Learning · Computer Science 2023-05-30 Washim Uddin Mondal , Vaneet Aggarwal , Satish V. Ukkusuri

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

A mean-field selective optimal control problem of multipopulation dynamics via transient leadership is considered. The agents in the system are described by their spatial position and their probability of belonging to a certain population.…

Optimization and Control · Mathematics 2021-06-15 Giacomo Albi , Stefano Almi , Marco Morandotti , Francesco Solombrino

This paper focuses on the role of a government of a large population of interacting agents as a mean field optimal control problem derived from deterministic finite agent dynamics. The control problems are constrained by a PDE of…

Analysis of PDEs · Mathematics 2020-11-17 Massimo Fornasier , Stefano Lisini , Carlo Orrieri , Giuseppe Savaré

We investigate reinforcement learning in the setting of Markov decision processes for a large number of exchangeable agents interacting in a mean field manner. Applications include, for example, the control of a large number of robots…

Optimization and Control · Mathematics 2025-04-30 René Carmona , Mathieu Laurière , Zongjun Tan

Existing multi-agent reinforcement learning methods are limited typically to a small number of agents. When the agent number increases largely, the learning becomes intractable due to the curse of the dimensionality and the exponential…

Multiagent Systems · Computer Science 2020-12-16 Yaodong Yang , Rui Luo , Minne Li , Ming Zhou , Weinan Zhang , Jun Wang

We consider a mean-field control problem in which admissible controls are required to be adapted to the common noise filtration. The main objective is to show how the mean-field control problem can be approximates by time consistent…

Optimization and Control · Mathematics 2025-09-19 Bruno Bouchard , Xiaolu Tan

Motivated by the recent applications of game-theoretical learning techniques to the design of distributed control systems, we study a class of control problems that can be formulated as potential games with continuous action sets, and we…

Optimization and Control · Mathematics 2014-12-03 Steven Perkins , Panayotis Mertikopoulos , David S. Leslie

We introduce the concept of {\it mean-field optimal control} which is the rigorous limit process connecting finite dimensional optimal control problems with ODE constraints modeling multi-agent interactions to an infinite dimensional…

Optimization and Control · Mathematics 2019-02-20 Massimo Fornasier , Francesco Solombrino

Mean-Field Control (MFC) has recently been proven to be a scalable tool to approximately solve large-scale multi-agent reinforcement learning (MARL) problems. However, these studies are typically limited to unconstrained cumulative reward…

Machine Learning · Computer Science 2024-09-11 Washim Uddin Mondal , Vaneet Aggarwal , Satish V. Ukkusuri

This paper studies a multi-agent system starting from a single agent dynamics which is a nonlinear affine control system. It analyze what happens when the number of agents goes to infinity using two different approaches, a granular…

Optimization and Control · Mathematics 2021-11-22 Marta Zoppello

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

This paper studies a general class of stochastic population processes in which agents interact with one another over a network. Agents update their behaviors in a random and decentralized manner according to a policy that depends only on…

Probability · Mathematics 2023-07-21 Anirudh Sridhar , Soummya Kar

Learning in multi-agent systems is highly challenging due to several factors including the non-stationarity introduced by agents' interactions and the combinatorial nature of their state and action spaces. In particular, we consider the…

Machine Learning · Statistics 2023-05-10 Barna Pásztor , Ilija Bogunovic , Andreas Krause

Mean field control (MFC) problems have been introduced to study social optima in very large populations of strategic agents. The main idea is to consider an infinite population and to simplify the analysis by using a mean field…

Optimization and Control · Mathematics 2023-03-01 Sebastian Baudelet , Brieuc Frénais , Mathieu Laurière , Amal Machtalay , Yuchen Zhu

Multi-agent reinforcement learning methods have shown remarkable potential in solving complex multi-agent problems but mostly lack theoretical guarantees. Recently, mean field control and mean field games have been established as a…

Machine Learning · Computer Science 2021-12-20 Kai Cui , Anam Tahir , Mark Sinzger , Heinz Koeppl

We analyze the dynamics of multi-agent collective behavior models and their control theoretical properties. We first derive a large population limit to parabolic diffusive equations. We also show that the non-local transport equations…

Analysis of PDEs · Mathematics 2019-02-12 Umberto Biccari , Dongnam Ko , Enrique Zuazua

We consider an optimal control problem where the average welfare of weakly interacting agents is of interest. We examine the mean-field control problem as the fluid approximation of the N-agent control problem with the setup of finite-state…

Optimization and Control · Mathematics 2024-02-13 Jingruo Sun
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