Related papers: Policy Optimization for Continuous-time Linear-Qua…
This paper studies a linear-quadratic mean-field game of stochastic large-population system, where the large-population system satisfies a class of $N$ weakly coupled linear backward stochastic differential equation. Different from the…
We present a new approach to solving games with a countably or uncountably infinite number of players. Such games are often used to model multiagent systems with a large number of agents. The latter are frequently encountered in economics,…
Finite-state mean-field games (MFGs) arise as limits of large interacting particle systems and are governed by an MFG system, a coupled forward-backward differential equation consisting of a forward Kolmogorov-Fokker-Planck (KFP) equation…
We develop the fictitious play algorithm in the context of the linear programming approach for mean field games of optimal stopping and mean field games with regular control and absorption. This algorithm allows to approximate the mean…
We investigate mean-field games (MFG) in which agents can actively control their speed of access to information. Specifically, the agents can dynamically decide to obtain observations with reduced delay by accepting higher observation…
Mean Field Control Games (MFCGs) provide a powerful theoretical framework for analyzing systems of infinitely many interacting agents, blending elements from Mean Field Games (MFGs) and Mean Field Control (MFC). However, solving the coupled…
Learning in games provides a powerful framework to design control policies for self-interested agents that may be coupled through their dynamics, costs, or constraints. We consider the case where the dynamics of the coupled system can be…
The designs of many large-scale systems today, from traffic routing environments to smart grids, rely on game-theoretic equilibrium concepts. However, as the size of an $N$-player game typically grows exponentially with $N$, standard game…
Mean field games (MFGs) model equilibria in games with a continuum of weakly interacting players as limiting systems of symmetric $n$-player games. We consider the finite-state, infinite-horizon problem with ergodic cost. Assuming Markovian…
The standard Reinforcement Learning from Human Feedback (RLHF) framework primarily focuses on optimizing the performance of large language models using pre-collected prompts. However, collecting prompts that provide comprehensive coverage…
We consider a class of targeted intervention problems in dynamic network and graphon games. First, we study a general dynamic network game in which players interact over a graph and maximize their heterogeneous, concave goal functionals,…
When controlling multi-agent systems, the trade-off between performance and scalability is a major challenge. Here, we address this difficulty by using mean field games (MFGs), which is a framework that deduces the macroscopic dynamics…
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…
Multi-agent reinforcement learning methods have shown remarkable potential in solving complex multi-agent problems but mostly lack theoretical guarantees. Recently, mean field control and mean field games have been established as a…
Multi-Agent Reinforcement Learning (MARL) -- where multiple agents learn to interact in a shared dynamic environment -- permeates across a wide range of critical applications. While there has been substantial progress on understanding the…
We study a long-run mean-variance team stochastic game (MV-TSG), where each agent shares a common mean-variance objective for the system and takes actions independently to maximize it. MV-TSG has two main challenges. First, the variance…
Computing Nash equilibrium policies is a central problem in multi-agent reinforcement learning that has received extensive attention both in theory and in practice. However, provable guarantees have been thus far either limited to fully…
We address in this paper Reinforcement Learning (RL) among agents that are grouped into teams such that there is cooperation within each team but general-sum (non-zero sum) competition across different teams. To develop an RL method that…
We present a generative optimization approach for learning game-playing agents, where policies are represented as Python programs and refined using large language models (LLMs). Our method treats decision-making policies as self-evolving…
We formulate a general framework for competitive gradient-based learning that encompasses a wide breadth of multi-agent learning algorithms, and analyze the limiting behavior of competitive gradient-based learning algorithms using dynamical…