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Mean-field Langevin dynamics (MFLD) is an optimization method derived by taking the mean-field limit of noisy gradient descent for two-layer neural networks in the mean-field regime. Recently, the propagation of chaos (PoC) for MFLD has…

Machine Learning · Statistics 2025-08-19 Atsushi Nitanda , Anzelle Lee , Damian Tan Xing Kai , Mizuki Sakaguchi , Taiji Suzuki

We study policy optimization in Stackelberg mean field games (MFGs), a hierarchical framework for modeling the strategic interaction between a single leader and an infinitely large population of homogeneous followers. The objective can be…

Machine Learning · Computer Science 2025-11-27 Sihan Zeng , Benjamin Patrick Evans , Sujay Bhatt , Leo Ardon , Sumitra Ganesh , Alec Koppel

Non-cooperative and cooperative games with a very large number of players have many applications but remain generally intractable when the number of players increases. Introduced by Lasry and Lions, and Huang, Caines and Malham\'e, Mean…

Flow-based generative models have shown remarkable success in text-to-image generation, yet fine-tuning them with intermediate feedback remains challenging, especially for continuous-time flow matching models. Most existing approaches…

Machine Learning · Computer Science 2025-10-22 Jiajun Fan , Chaoran Cheng , Shuaike Shen , Xiangxin Zhou , Ge Liu

We study Mean Field Games (MFGs) driven by a large class of nonlocal, fractional and anomalous diffusions in the whole space. These non-Gaussian diffusions are pure jump L\'evy processes with some $\sigma$-stable like behaviour. Included…

Analysis of PDEs · Mathematics 2021-03-10 Olav Ersland , Espen Robstad Jakobsen

Actor-critic methods solve reinforcement learning problems by updating a parameterized policy known as an actor in a direction that increases an estimate of the expected return known as a critic. However, existing actor-critic methods only…

Machine Learning · Statistics 2018-02-23 Voot Tangkaratt , Abbas Abdolmaleki , Masashi Sugiyama

Markov games provide a powerful framework for modeling strategic multi-agent interactions in dynamic environments. Traditionally, convergence properties of decentralized learning algorithms in these settings have been established only for…

Multiagent Systems · Computer Science 2025-06-13 Chinmay Maheshwari , Manxi Wu , Shankar Sastry

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…

Machine Learning · Computer Science 2025-12-18 Quanxi Zhou , Wencan Mao , Manabu Tsukada , John C. S. Lui , Yusheng Ji

This paper proposes an efficient computational framework for longitudinal velocity control of a large number of autonomous vehicles (AVs) and develops a traffic flow theory for AVs. Instead of hypothesizing explicitly how AVs drive, our…

Optimization and Control · Mathematics 2020-12-14 Kuang Huang , Xuan Di , Qiang Du , Xi Chen

Mean field games (MFGs) model interactions in large-population multi-agent systems through population distributions. Traditional learning methods for MFGs are based on fixed-point iteration (FPI), where policy updates and induced population…

Machine Learning · Computer Science 2025-02-17 Chenyu Zhang , Xu Chen , Xuan Di

We propose an actor-critic framework to solve the time-continuous stochastic optimal control problem. A least square temporal difference method is applied to compute the value function for the critic. The policy gradient method is…

Optimization and Control · Mathematics 2025-01-27 Mo Zhou , Jianfeng Lu

In this paper, we study the problem of robust cooperative multi-agent reinforcement learning (RL) where a large number of cooperative agents with distributed information aim to learn policies in the presence of \emph{stochastic} and…

Multiagent Systems · Computer Science 2025-06-16 Muhammad Aneeq uz Zaman , Mathieu Laurière , Alec Koppel , Tamer Başar

Independent sample generation is the prevailing paradigm in modern diffusion-based generative models of AI. We ask a different question: can samples \emph{coordinate} through shared population statistics to transport probability mass more…

Optimization and Control · Mathematics 2026-05-04 Michael Chertkov

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…

Computer Science and Game Theory · Computer Science 2022-08-23 Paul Muller , Romuald Elie , Mark Rowland , Mathieu Lauriere , Julien Perolat , Sarah Perrin , Matthieu Geist , Georgios Piliouras , Olivier Pietquin , Karl Tuyls

Generative Flow Networks (GFlowNets) aim to generate diverse trajectories from a distribution in which the final states of the trajectories are proportional to the reward, serving as a powerful alternative to reinforcement learning for…

Artificial Intelligence · Computer Science 2024-08-14 Shuang Luo , Yinchuan Li , Shunyu Liu , Xu Zhang , Yunfeng Shao , Chao Wu

Recent techniques based on Mean Field Games (MFGs) allow the scalable analysis of multi-player games with many similar, rational agents. However, standard MFGs remain limited to homogeneous players that weakly influence each other, and…

Computer Science and Game Theory · Computer Science 2023-12-19 Kai Cui , Gökçe Dayanıklı , Mathieu Laurière , Matthieu Geist , Olivier Pietquin , Heinz Koeppl

The framework of Mean-field Games (MFGs) is used for modelling the collective dynamics of large populations of non-cooperative decision-making agents. We formulate and analyze a kinetic MFG model for an interacting system of non-cooperative…

Optimization and Control · Mathematics 2024-07-29 Piyush Grover , Mandy Huo

We formulate well-posed continuous-time generative flows for learning distributions that are supported on low-dimensional manifolds through Wasserstein proximal regularizations of $f$-divergences. Wasserstein-1 proximal operators regularize…

Machine Learning · Statistics 2024-07-17 Hyemin Gu , Markos A. Katsoulakis , Luc Rey-Bellet , Benjamin J. Zhang

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…

Optimization and Control · Mathematics 2025-06-03 Dirk Becherer , Christoph Reisinger , Jonathan Tam

Soft actor-critic (SAC) is a popular algorithm for max-entropy reinforcement learning. In practice, the energy-based policies in SAC are often approximated using simple policy classes for efficiency, sacrificing the expressiveness and…

Machine Learning · Computer Science 2026-01-01 Yuyang Zhang , Yang Hu , Bo Dai , Na Li