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We explore the problem of imitation learning (IL) in the context of mean-field games (MFGs), where the goal is to imitate the behavior of a population of agents following a Nash equilibrium policy according to some unknown payoff function.…

Machine Learning · Computer Science 2023-06-27 Giorgia Ramponi , Pavel Kolev , Olivier Pietquin , Niao He , Mathieu Laurière , Matthieu Geist

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

Solving the error correcting code is an important goal with regard to communication theory.To reveal the error correcting code characteristics, several researchers have applied a statistical-mechanical approach to this problem. In our…

Disordered Systems and Neural Networks · Physics 2007-05-23 Masami Takata , Hayaru Shouno , Kazuki Joe , Masato Okada

In this paper, we introduce discrete-time linear mean-field games subject to an infinite-horizon discounted-cost optimality criterion. The state space of a generic agent is a compact Borel space. At every time, each agent is randomly…

Systems and Control · Electrical Eng. & Systems 2023-01-18 Naci Saldi

A repeated network game where agents have quadratic utilities that depend on information externalities -- an unknown underlying state -- as well as payoff externalities -- the actions of all other agents in the network -- is considered.…

Systems and Control · Computer Science 2015-06-12 Ceyhun Eksin , Pooya Molavi , Alejandro Ribeiro , Ali Jadbabaie

Mean field approximation is a powerful technique to study the performance of large stochastic systems represented as $n$ interacting objects. Applications include load balancing models, epidemic spreading, cache replacement policies, or…

Performance · Computer Science 2021-11-03 Sebastian Allmeier , Nicolas Gast

In this paper, zero-sum mean-field type games (ZSMFTG) with linear dynamics and quadratic cost are studied under infinite-horizon discounted utility function. ZSMFTG are a class of games in which two decision makers whose utilities sum to…

Optimization and Control · Mathematics 2020-09-02 René Carmona , Kenza Hamidouche , Mathieu Laurière , Zongjun Tan

In many real-world settings agents engage in strategic interactions with multiple opposing agents who can employ a wide variety of strategies. The standard approach for designing agents for such settings is to compute or approximate a…

Computer Science and Game Theory · Computer Science 2024-07-30 Sam Ganzfried , Kevin A. Wang , Max Chiswick

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 game (MFG) is an expressive modeling framework for systems with a continuum of interacting agents. While many approaches exist for solving the forward MFG, few have studied its \textit{inverse} problem. In this work, we seek to…

Optimization and Control · Mathematics 2025-07-28 Han Huang , Jiajia Yu , Tianyi Chen , Rongjie Lai

The theory of mean field games studies the limiting behaviors of large systems where the agents interact with each other in a certain symmetric way. The running and terminal costs are critical for the agents to decide the strategies.…

Optimization and Control · Mathematics 2023-07-05 Hongyu Liu , Chenchen Mou , Shen Zhang

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 study discrete-time mean-field Markov games with infinite numbers of agents where each agent aims to minimize its ergodic cost. We consider the setting where the agents have identical linear state transitions and quadratic cost…

Optimization and Control · Mathematics 2019-10-17 Zuyue Fu , Zhuoran Yang , Yongxin Chen , Zhaoran Wang

Federated learning is a setting where agents, each with access to their own data source, combine models from local data to create a global model. If agents are drawing their data from different distributions, though, federated learning…

Computer Science and Game Theory · Computer Science 2020-12-18 Kate Donahue , Jon Kleinberg

This paper is devoted to finite horizon deterministic mean field games in which the state space is a network. The agents control their velocity, and when they occupy a vertex, they can enter into any incident edge. The running and terminal…

Optimization and Control · Mathematics 2023-11-21 Yves Achdou , Paola Mannucci , Claudio Marchi , Nicoletta Tchou

This paper analyzes a class of infinite-time-horizon stochastic games with singular controls motivated from the partially reversible problem. It provides an explicit solution for the mean-field game (MFG) and presents sensitivity analysis…

Optimization and Control · Mathematics 2020-08-12 Haoyang Cao , Xin Guo

This paper studies the discrete-time linear-quadratic-Gaussian mean field (MF) social control problem in an infinite horizon, where the dynamics of all agents are unknown. The objective is to design a reinforcement learning (RL) algorithm…

Optimization and Control · Mathematics 2025-12-05 Hanfang Zhang , Bing-Chang Wang , Shuo Chen

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

Quadratic programs arise in robotics, communications, smart grids, and many other applications. As these problems grow in size, finding solutions becomes more computationally demanding, and new algorithms are needed to efficiently solve…

Optimization and Control · Mathematics 2020-06-17 Matthew Ubl , Matthew T. Hale

This paper investigates the design of optimal strategy revision in Population Games (PG) by establishing its connection to finite-state Mean Field Games (MFG). Specifically, by linking Evolutionary Dynamics (ED) -- which models agent…

Multiagent Systems · Computer Science 2025-11-11 Julian Barreiro-Gomez , Shinkyu Park