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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…

Optimization and Control · Mathematics 2024-09-26 Ziteng Cheng , Sebastian Jaimungal

Deep hierarchical reinforcement learning has gained a lot of attention in recent years due to its ability to produce state-of-the-art results in challenging environments where non-hierarchical frameworks fail to learn useful policies.…

Artificial Intelligence · Computer Science 2018-05-21 Marc Brittain , Peng Wei

A mean-field game (MFG) seeks the Nash Equilibrium of a game involving a continuum of players, where the Nash Equilibrium corresponds to a fixed point of the best-response mapping. However, simple fixed-point iterations do not always…

Optimization and Control · Mathematics 2025-07-15 Jiajia Yu , Xiuyuan Cheng , Jian-Guo Liu , Hongkai Zhao

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

Federated learning offers a decentralized approach to machine learning, where multiple agents collaboratively train a model while preserving data privacy. In this paper, we investigate the decision-making and equilibrium behavior in…

Computer Science and Game Theory · Computer Science 2025-03-13 Lihui Yi , Xiaochun Niu , Ermin Wei

Learning meaningful representations that maintain the content necessary for a particular task while filtering away detrimental variations is a problem of great interest in machine learning. In this paper, we tackle the problem of learning…

Machine Learning · Computer Science 2018-01-30 Qizhe Xie , Zihang Dai , Yulun Du , Eduard Hovy , Graham Neubig

We study the sample complexity of reinforcement learning (RL) in Mean-Field Games (MFGs) with model-based function approximation that requires strategic exploration to find a Nash Equilibrium policy. We introduce the Partial Model-Based…

Machine Learning · Computer Science 2024-06-04 Jiawei Huang , Niao He , Andreas Krause

Deep networks have enabled reinforcement learning to scale to more complex and challenging domains, but these methods typically require large quantities of training data. An alternative is to use sample-efficient episodic control methods:…

Machine Learning · Computer Science 2019-11-22 Marta Sarrico , Kai Arulkumaran , Andrea Agostinelli , Pierre Richemond , Anil Anthony Bharath

This paper introduces a decentralized multi-agent reinforcement learning framework enabling structurally heterogeneous teams of agents to jointly discover and acquire randomly located targets in environments characterized by partial…

Robotics · Computer Science 2026-01-14 Gabriele Calzolari , Vidya Sumathy , Christoforos Kanellakis , George Nikolakopoulos

The theory of mean field games aims at studying deterministic or stochastic differential games (Nash equilibria) as the number of agents tends to infinity. Since very few mean field games have explicit or semi-explicit solutions, numerical…

Optimization and Control · Mathematics 2020-03-11 Yves Achdou , Mathieu Laurière

Many multi-agent interaction scenarios can be naturally modeled as noncooperative games, where each agent's decisions depend on others' future actions. However, deploying game-theoretic planners for autonomous decision-making requires a…

Machine Learning · Computer Science 2026-01-05 Yash Jain , Xinjie Liu , Lasse Peters , David Fridovich-Keil , Ufuk Topcu

We initiate the study of Preference-Based Multi-Agent Reinforcement Learning (PbMARL), exploring both theoretical foundations and empirical validations. We define the task as identifying the Nash equilibrium from a preference-only offline…

Machine Learning · Computer Science 2025-01-10 Natalia Zhang , Xinqi Wang , Qiwen Cui , Runlong Zhou , Sham M. Kakade , Simon S. Du

We develop a portfolio allocation framework that leverages deep learning techniques to address challenges arising from high-dimensional, non-stationary, and low-signal-to-noise market information. Our approach includes a dynamic embedding…

Portfolio Management · Quantitative Finance 2025-01-31 Jinghai He , Cheng Hua , Chunyang Zhou , Zeyu Zheng

We study automated intrusion prevention using reinforcement learning. Following a novel approach, we formulate the interaction between an attacker and a defender as an optimal stopping game and let attack and defense strategies evolve…

Machine Learning · Computer Science 2022-05-31 Kim Hammar , Rolf Stadler

We present a framework that incorporates the idea of bounded rationality into dynamic stochastic pursuit-evasion games. The solution of a stochastic game is characterized, in general, by its (Nash) equilibria in feedback form. However,…

Systems and Control · Electrical Eng. & Systems 2020-03-17 Yue Guan , Dipankar Maity , Christopher M. Kroninger , Panagiotis Tsiotras

This paper studies mean field games for multi-agent systems with control-dependent multiplicative noises. For the general systems with nonuniform agents, we obtain a set of decentralized strategies by solving an auxiliary limiting optimal…

Optimization and Control · Mathematics 2019-06-10 Bing-Chang Wang , Yuan-Hua Ni , Huanshui Zhang

Unmanned Combat Aerial Vehicle (UCAV) Within-Visual-Range (WVR) engagement, referring to a fight between two or more UCAVs at close quarters, plays a decisive role on the aerial battlefields. With the development of artificial intelligence,…

Machine Learning · Computer Science 2025-10-13 Siyuan Li , Rongchang Zuo , Bofei Liu , Yaoyu He , Peng Liu , Yingnan Zhao

Perimeter control maintains high traffic efficiency within protected regions by controlling transfer flows among regions to ensure that their traffic densities are below critical values. Existing approaches can be categorized as either…

Machine Learning · Computer Science 2023-06-01 Xiaocan Li , Ray Coden Mercurius , Ayal Taitler , Xiaoyu Wang , Mohammad Noaeen , Scott Sanner , Baher Abdulhai

Large language model (LLM)-powered multi-agent systems (MAS) enable agents to communicate and share information, achieving strong performance on complex tasks. However, this communication also creates an attack surface where malicious…

Cryptography and Security · Computer Science 2026-05-05 Lingxi Zhang , Guangtao Zheng , Hanjie Chen

Research in adversarial learning follows a cat and mouse game between attackers and defenders where attacks are proposed, they are mitigated by new defenses, and subsequently new attacks are proposed that break earlier defenses, and so on.…

Machine Learning · Computer Science 2020-11-13 Ambar Pal , René Vidal