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This thesis is going to give a gentle introduction to Mean Field Games. It aims to produce a coherent text beginning for simple notions of deterministic control theory progressively to current Mean Field Games theory. The framework…

Optimization and Control · Mathematics 2019-07-03 Athanasios Vasiliadis

This work introduces a unified framework for analyzing games in greater depth. In the existing literature, players' strategies are typically assigned scalar values, and equilibrium concepts are used to identify compatible choices. However,…

Computer Science and Game Theory · Computer Science 2026-02-04 Melih İşeri , Erhan Bayraktar

We establish the convergence of the unified two-timescale Reinforcement Learning (RL) algorithm presented in a previous work by Angiuli et al. This algorithm provides solutions to Mean Field Game (MFG) or Mean Field Control (MFC) problems…

Optimization and Control · Mathematics 2024-05-02 Andrea Angiuli , Jean-Pierre Fouque , Mathieu Laurière , Mengrui Zhang

Ensuring robust safety alignment is crucial for Large Language Models (LLMs), yet existing defenses often lag behind evolving adversarial attacks due to their \textbf{reliance on static, pre-collected data distributions}. In this paper, we…

Artificial Intelligence · Computer Science 2026-02-09 Xiaoyu Wen , Zhida He , Han Qi , Ziyu Wan , Zhongtian Ma , Ying Wen , Tianhang Zheng , Xingcheng Xu , Chaochao Lu , Qiaosheng Zhang

This paper investigates an indefinite linear-quadratic partially observed mean-field game with common noise, incorporating both state-average and control-average effects. In our model, each agent's state is observed through both individual…

Optimization and Control · Mathematics 2025-08-05 Tian Chen , Tianyang Nie , Zhen Wu

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…

Machine Learning · Computer Science 2025-02-18 Jingguo Zhang , Xianjin Yang , Chenchen Mou , Chao Zhou

How to learn an effective reinforcement learning-based model for control tasks from high-level visual observations is a practical and challenging problem. A key to solving this problem is to learn low-dimensional state representations from…

Machine Learning · Computer Science 2022-12-27 Jianda Chen , Sinno Jialin Pan

Reinforcement learning (RL) is a promising approach for solving robotic manipulation tasks. However, it is challenging to apply the RL algorithms directly in the real world. For one thing, RL is data-intensive and typically requires…

The application of artificial intelligence to simulate air-to-air combat scenarios is attracting increasing attention. To date the high-dimensional state and action spaces, the high complexity of situation information (such as imperfect and…

Machine Learning · Computer Science 2023-09-21 Ardian Selmonaj , Oleg Szehr , Giacomo Del Rio , Alessandro Antonucci , Adrian Schneider , Michael Rüegsegger

Mean-field control (MFC) offers a scalable solution to the curse of dimensionality in multi-agent systems but traditionally hinges on the restrictive assumption of exchangeability via dense, all-to-all interactions. In this work, we bridge…

Multiagent Systems · Computer Science 2026-01-30 Tobias Schmidt , Kai Cui

Mean-field games have been studied under the assumption of very large number of players. For such large systems, the basic idea consists to approximate large games by a stylized game model with a continuum of players. The approach has been…

Computer Science and Game Theory · Computer Science 2014-04-08 Hamidou Tembine

This paper introduces a framework of Constrained Mean-Field Games (CMFGs), where each agent solves a constrained Markov decision process (CMDP). This formulation captures scenarios in which agents' strategies are subject to feasibility,…

Optimization and Control · Mathematics 2025-10-15 Anran Hu , Zijiu Lyu

Financial markets are often driven by latent factors which traders cannot observe. Here, we address an algorithmic trading problem with collections of heterogeneous agents who aim to perform optimal execution or statistical arbitrage, where…

Mathematical Finance · Quantitative Finance 2019-04-02 Philippe Casgrain , Sebastian Jaimungal

Multiple Unmanned Aerial Vehicles (UAVs) cooperative Mobile Edge Computing (MEC) systems face critical challenges in coordinating trajectory planning, task offloading, and resource allocation while ensuring Quality of Service (QoS) under…

Machine Learning · Computer Science 2025-11-26 Zhiyu Wang , Suman Raj , Rajkumar Buyya

Mean Field Games (MFG) have been introduced to tackle games with a large number of competing players. Considering the limit when the number of players is infinite, Nash equilibria are studied by considering the interaction of a typical…

Optimization and Control · Mathematics 2021-06-14 Mathieu Lauriere

We analyze a system of partial differential equations that model a potential mean field game of controls, briefly MFGC. Such a game describes the interaction of infinitely many negligible players competing to optimize a personal value…

Analysis of PDEs · Mathematics 2020-10-27 Jameson Graber , Alan Mullenix , Laurent Pfeiffer

Multi-agent deep reinforcement learning has been applied to address a variety of complex problems with either discrete or continuous action spaces and achieved great success. However, most real-world environments cannot be described by only…

Machine Learning · Computer Science 2022-06-13 Hongzhi Hua , Kaigui Wu , Guixuan Wen

The goal of this paper is to study a Mean Field Game (MFG) system stemming from the harvesting of resources. Modelling the latter through a reaction-diffusion equation and the harvesters as competing rational agents, we are led to a…

Analysis of PDEs · Mathematics 2024-06-11 Ziad Kobeissi , Idriss Mazari-Fouquer , Domènec Ruiz-Balet

Scalability remains a challenge in multi-agent reinforcement learning and is currently under active research. A framework named mean-field reinforcement learning (MFRL) could alleviate the scalability problem by employing the Mean Field…

Artificial Intelligence · Computer Science 2025-02-21 Hao Ma , Zhiqiang Pu , Yi Pan , Boyin Liu , Junlong Gao , Zhenyu Guo

Multi-agent reinforcement learning has emerged as a powerful framework for enabling agents to learn complex, coordinated behaviors but faces persistent challenges regarding its generalization, scalability and sample efficiency. Recent…

Robotics · Computer Science 2025-04-28 Nikolaos Bousias , Stefanos Pertigkiozoglou , Kostas Daniilidis , George Pappas