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Softmax policy gradient is a popular algorithm for policy optimization in single-agent reinforcement learning, particularly since projection is not needed for each gradient update. However, in multi-agent systems, the lack of central…
In this work, we systematically investigate mean field games and mean field type control problems with multiple populations using a coupled system of forward-backward stochastic differential equations of McKean-Vlasov type stemming from…
In multi-agent reinforcement learning (MARL), self-interested agents attempt to establish equilibrium and achieve coordination depending on game structure. However, existing MARL approaches are mostly bound by the simultaneous actions of…
Reinforcement learning agents are prone to undesired behaviors due to reward mis-specification. Finding a set of reward functions to properly guide agent behaviors is particularly challenging in multi-agent scenarios. Inverse reinforcement…
We consider a multi-agent Markov strategic interaction over an infinite horizon where agents can be of multiple types. We model the strategic interaction as a mean-field game in the asymptotic limit when the number of agents of each type…
Mean field games (MFG) and mean field control problems (MFC) are frameworks to study Nash equilibria or social optima in games with a continuum of agents. These problems can be used to approximate competitive or cooperative games with a…
In this paper, we study the problem of multiple stochastic agents interacting in a dynamic game scenario with continuous state and action spaces. We define a new notion of stochastic Nash equilibrium for boundedly rational agents, which we…
We consider model-based multi-agent reinforcement learning, where the environment transition model is unknown and can only be learned via expensive interactions with the environment. We propose H-MARL (Hallucinated Multi-Agent Reinforcement…
Modern robotic systems frequently engage in complex multi-agent interactions, many of which are inherently multi-modal, i.e., they can lead to multiple distinct outcomes. To interact effectively, robots must recognize the possible…
In this paper we study team-symmetric games with $m\ge 2$ teams. Players within a team have symmetric identity and have a common payoff function. We show that team-symmetric games always have a team-symmetric Nash equilibrium. We develop…
We investigate mean field games for players, who are weakly coupled via their empirical measure. To this end we investigate time-dependent pure jump type propagators over a finite space in the framework of non-linear Markov processes. We…
This paper addresses the problem of learning a Nash equilibrium in $\gamma$-discounted multiplayer general-sum Markov Games (MG). A key component of this model is the possibility for the players to either collaborate or team apart to…
This work focuses on equilibrium selection in no-conflict multi-agent games, where we specifically study the problem of selecting a Pareto-optimal Nash equilibrium among several existing equilibria. It has been shown that many…
Competitive games involving thousands or even millions of players are prevalent in real-world contexts, such as transportation, communications, and computer networks. However, learning in these large-scale multi-agent environments presents…
The capability to learn and adapt to changes in the driving environment is crucial for developing autonomous driving systems that are scalable beyond geo-fenced operational design domains. Deep Reinforcement Learning (RL) provides a…
This work studies non-cooperative Multi-Agent Reinforcement Learning (MARL) where multiple agents interact in the same environment and whose goal is to maximize the individual returns. Challenges arise when scaling up the number of agents…
A classic model to study strategic decision making in multi-agent systems is the normal-form game. This model can be generalised to allow for an infinite number of pure strategies leading to continuous games. Multi-objective normal-form…
In this paper, we consider the problem of optimization and learning for constrained and multi-objective Markov decision processes, for both discounted rewards and expected average rewards. We formulate the problems as zero-sum games where…
Network games provide a natural machinery to compactly represent strategic interactions among agents whose payoffs exhibit sparsity in their dependence on the actions of others. Besides encoding interaction sparsity, however, real networks…
This paper focuses on multi-agent stochastic differential games for jump-diffusion systems. On one hand, we study the multi-agent game for optimal investment in a jump-diffusion market. We derive constant Nash equilibria and provide…