Related papers: Efficient and Scalable Deep Reinforcement Learning…
In recent years, reinforcement learning and its multi-agent analogue have achieved great success in solving various complex control problems. However, multi-agent reinforcement learning remains challenging both in its theoretical analysis…
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…
In the case of the two-person zero-sum stochastic game with a central controller, this paper proposes a best collaborative behavior search and selection algorithm based on reinforcement learning, in response to how to choose the best…
In this work, we study an equilibrium-based continuous asset pricing problem which seeks to form a price process endogenously by requiring it to balance the flow of sales-and-purchase orders in the exchange market, where a large number of…
In this paper, we use mean field games (MFGs) to investigate approximations of $N$-player games with uniformly symmetrically continuous heterogeneous closed-loop actions. To incorporate agents' risk aversion (beyond the classical expected…
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…
We study discrete-time, finite-state mean-field games (MFGs) under model uncertainty, where agents face ambiguity about the state transition probabilities. Each agent maximizes its expected payoff against the worst-case transitions within…
Analysing learning in Multi-Agent Reinforcement Learning (MARL) environments is challenging, in particular with respect to \textit{individual} decision-making. Practitioners frequently struggle to compare training runs due to the inherent…
In this paper, a novel decentralized intelligent adaptive optimal strategy has been developed to solve the pursuit-evasion game for massive Multi-Agent Systems (MAS) under uncertain environment. Existing strategies for pursuit-evasion games…
One of the challenges for multi-agent reinforcement learning (MARL) is designing efficient learning algorithms for a large system in which each agent has only limited or partial information of the entire system. While exciting progress has…
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…
This paper investigates the control of a massive population of UAVs such as drones. The straightforward method of control of UAVs by considering the interactions among them to make a flock requires a huge inter-UAV communication which is…
We study multi-agent reinforcement learning (MARL) in a stochastic network of agents. The objective is to find localized policies that maximize the (discounted) global reward. In general, scalability is a challenge in this setting because…
To achieve general intelligence, agents must learn how to interact with others in a shared environment: this is the challenge of multiagent reinforcement learning (MARL). The simplest form is independent reinforcement learning (InRL), where…
Model-based reinforcement learning (MBRL) and model-free reinforcement learning (MFRL) evolve along distinct paths but converge in the design of Dyna-Q [1]. However, modern RL methods still struggle with effective transferability across…
Mean Field Games (MFG) theory describes strategic interactions in differential games with a large number of small and indistinguishable players. Traditionally, the players' control impacts only the drift term in the system's dynamics,…
This paper develops a new deep learning algorithm to solve a class of finite-horizon mean-field games. The proposed hybrid algorithm uses Markov chain approximation method combined with a stochastic approximation-based iterative deep…
Optimal decision making with limited or no information in stochastic environments where multiple agents interact is a challenging topic in the realm of artificial intelligence. Reinforcement learning (RL) is a popular approach for arriving…
Multi-agent settings remain a fundamental challenge in the reinforcement learning (RL) domain due to the partial observability and the lack of accurate real-time interactions across agents. In this paper, we propose a new method based on…
We study multi-agent reinforcement learning (MARL) for the general-sum Markov Games (MGs) under the general function approximation. In order to find the minimum assumption for sample-efficient learning, we introduce a novel complexity…