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While deep reinforcement learning has achieved tremendous successes in various applications, most existing works only focus on maximizing the expected value of total return and thus ignore its inherent stochasticity. Such stochasticity is…

Machine Learning · Computer Science 2023-09-19 Han Zhong , Xun Deng , Ethan X. Fang , Zhuoran Yang , Zhaoran Wang , Runze Li

Stochastic optimal control and games have a wide range of applications, from finance and economics to social sciences, robotics, and energy management. Many real-world applications involve complex models that have driven the development of…

Optimization and Control · Mathematics 2024-03-12 Ruimeng Hu , Mathieu Laurière

The deployment of multi-agent systems in dynamic, adversarial environments like robotic soccer necessitates real-time decision-making, sophisticated cooperation, and scalable algorithms to avoid the curse of dimensionality. While…

Robotics · Computer Science 2025-12-04 Aya Taourirte , Md Sohag Mia

This paper studies a stochastic mean-field linear-quadratic Stackelberg differential game with random coefficients. The interaction between mean-field terms and random coefficients precludes the direct use of conventional decoupling…

Optimization and Control · Mathematics 2026-05-22 Ying Yang , Jie Xiong , Zhouyu Wang

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

Robust Reinforcement Learning (RRL) is a promising Reinforcement Learning (RL) paradigm aimed at training robust to uncertainty or disturbances models, making them more efficient for real-world applications. Following this paradigm,…

Machine Learning · Computer Science 2024-05-06 Anton Plaksin , Vitaly Kalev

Achieving robust coordination and cooperation is a central challenge in multi-agent reinforcement learning (MARL). Uncovering the mechanisms underlying such emergent behaviors calls for a dynamical understanding of learn processes. In this…

Physics and Society · Physics 2026-01-13 Yuxin Geng , Wolfram Barfuss , Feng Fu , Xingru Chen

In this paper, we study a large population game with heterogeneous dynamics and cost functions solving a consensus problem. Moreover, the agents have communication constraints which appear as: (1) an Additive-White Gaussian Noise (AWGN)…

Systems and Control · Electrical Eng. & Systems 2022-08-26 Shubham Aggarwal , Muhammad Aneeq uz Zaman , Tamer Başar

In this paper, a novel Multi-agent Reinforcement Learning (MARL) approach, Multi-Agent Continuous Dynamic Policy Gradient (MACDPP) was proposed to tackle the issues of limited capability and sample efficiency in various scenarios controlled…

Systems and Control · Electrical Eng. & Systems 2023-09-27 Chenyang Miao , Yunduan Cui , Huiyun Li , Xinyu Wu

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

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

Automated driving at unsignalized intersections is challenging due to complex multi-vehicle interactions and the need to balance safety and efficiency. Model Predictive Control (MPC) offers structured constraint handling through…

Robotics · Computer Science 2026-04-16 Saeed Rahmani , Gözde Körpe , Zhenlin , Xu , Bruno Brito , Simeon Craig Calvert , Bart van Arem

We examine online safe multi-agent reinforcement learning using constrained Markov games in which agents compete by maximizing their expected total rewards under a constraint on expected total utilities. Our focus is confined to an episodic…

Machine Learning · Computer Science 2023-06-02 Dongsheng Ding , Xiaohan Wei , Zhuoran Yang , Zhaoran Wang , Mihailo R. Jovanović

Recent reinforcement learning (RL) methods have achieved success in various domains. However, multi-agent RL (MARL) remains a challenge in terms of decentralization, partial observability and scalability to many agents. Meanwhile,…

Machine Learning · Computer Science 2024-02-26 Kai Cui , Sascha Hauck , Christian Fabian , Heinz Koeppl

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

This paper introduces a novel reinforcement learning (RL) strategy designed to facilitate rapid autonomy transfer by utilizing pre-trained critic value functions from multiple environments. Unlike traditional methods that require extensive…

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

Various methods for Multi-Agent Reinforcement Learning (MARL) have been developed with the assumption that agents' policies are based on accurate state information. However, policies learned through Deep Reinforcement Learning (DRL) are…

Artificial Intelligence · Computer Science 2024-04-15 Songyang Han , Sanbao Su , Sihong He , Shuo Han , Haizhao Yang , Shaofeng Zou , Fei Miao

Fast and efficient transport protocols are the foundation of an increasingly distributed world. The burden of continuously delivering improved communication performance to support next-generation applications and services, combined with the…

Machine Learning · Computer Science 2023-06-27 Raffaele Galliera , Alessandro Morelli , Roberto Fronteddu , Niranjan Suri

Many large-scale platforms and networked control systems have a centralized decision maker interacting with a massive population of agents under strict observability constraints. Motivated by such applications, we study a cooperative Markov…

Multiagent Systems · Computer Science 2026-05-12 Emile Anand , Ishani Karmarkar