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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…
This paper develops a novel approach to the consensus problem of multi-agent systems by minimizing a weighted state error with neighbor agents via linear quadratic (LQ) optimal control theory. Existing consensus control algorithms only…
We consider online reinforcement learning in Mean-Field Games (MFGs). Unlike traditional approaches, we alleviate the need for a mean-field oracle by developing an algorithm that approximates the Mean-Field Equilibrium (MFE) using the…
We consider a mean-field control problem with c\`adl\`ag semimartingale strategies arising in portfolio liquidation models with transient market impact and self-exciting order flow. We show that the value function depends on the state…
In tabular multi-agent reinforcement learning with average-cost criterion, a team of agents sequentially interacts with the environment and observes local incentives. We focus on the case that the global reward is a sum of local rewards,…
In this paper, we consider the adaptive linear quadratic Gaussian control problem, where both the linear transformation matrix of the state $A$ and the control gain matrix $B$ are unknown. The proposed adaptive optimal control only assumes…
Learning robotic control policies in the real world gives rise to challenges in data efficiency, safety, and controlling the initial condition of the system. On the other hand, simulations are a useful alternative as they provide an…
Reinforcement Learning (RL) has emerged as a powerful framework for sequential decision-making in dynamic environments, particularly when system parameters are unknown. This paper investigates RL-based control for entropy-regularized…
In this paper, we consider linear quadratic optimal control with mean-field type for discrete-time stochastic systems with state and control dependent noise. An optimal control problem is studied for a linear mean-field stochastic…
We propose two numerical methods for the optimal control of McKean-Vlasov dynamics in finite time horizon. Both methods are based on the introduction of a suitable loss function defined over the parameters of a neural network. This allows…
In this paper we consider a mean field optimal control problem with an aggregation-diffusion constraint, where agents interact through a potential, in the presence of a Gaussian noise term. Our analysis focuses on a PDE system coupling a…
This paper presents an approximate Reinforcement Learning (RL) methodology for bi-level power management of networked Microgrids (MG) in electric distribution systems. In practice, the cooperative agent can have limited or no knowledge of…
Recently there is a rising interest in the research of mean field optimization, in particular because of its role in analyzing the training of neural networks. In this paper by adding the Fisher Information as the regularizer, we relate the…
Federated learning (FL) can dramatically speed up reinforcement learning by distributing exploration and training across multiple agents. It can guarantee an optimal convergence rate that scales linearly in the number of agents, i.e., a…
We prove the global-in-time well-posedness for a broad class of mean field game problems, which is beyond the special linear-quadratic setting, as long as the mean field sensitivity is not too large. Through the stochastic maximum…
The synthesis of control laws for interacting agent-based dynamics and their mean-field limit is studied. A linearization-based approach is used for the computation of sub-optimal feedback laws obtained from the solution of differential…
We develop a continuous-time reinforcement learning framework for a class of singular stochastic control problems without entropy regularization. The optimal singular control is characterized as the optimal singular control law, which is a…
Mean field games (MFG) and mean field control (MFC) problems have been introduced to study large populations of strategic players. They correspond respectively to non-cooperative or cooperative scenarios, where the aim is to find the Nash…
Model-free reinforcement learning has been successfully applied to a range of challenging problems, and has recently been extended to handle large neural network policies and value functions. However, the sample complexity of model-free…
Mean field games (MFGs) describe the collective behavior of large populations of interacting agents. In this work, we tackle ill-posed inverse problems in potential MFGs, aiming to recover the agents' population, momentum, and environmental…