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Historically, traffic modelling approaches have taken either a particle-like (microscopic) approach, or a gas-like (meso- or macroscopic) approach. Until recently with the introduction of mean-field games to the controls community, there…

Optimization and Control · Mathematics 2023-02-06 Amoolya Tirumalai , John S. Baras

We develop a framework for the analysis of deep neural networks and neural ODE models that are trained with stochastic gradient algorithms. We do that by identifying the connections between control theory, deep learning and theory of…

Probability · Mathematics 2021-03-18 Jean-François Jabir , David Šiška , Łukasz Szpruch

We consider online reinforcement learning in Mean-Field Games (MFGs). Unlike traditional approaches, we alleviate the need for a mean-field oracle by developing an algorithm that approximates the Mean-Field Equilibrium (MFE) using the…

Machine Learning · Computer Science 2023-04-12 Muhammad Aneeq uz Zaman , Alec Koppel , Sujay Bhatt , Tamer Başar

In this paper, we study a large population game with heterogeneous dynamics and cost functions solving a consensus problem. Moreover, the agents have communication constraints which appear as: (1) an Additive-White Gaussian Noise (AWGN)…

Systems and Control · Electrical Eng. & Systems 2022-08-26 Shubham Aggarwal , Muhammad Aneeq uz Zaman , Tamer Başar

Mean field games (MFGs) describe the limit, as $n$ tends to infinity, of stochastic differential games with $n$ players interacting with one another through their common empirical distribution. Under suitable smoothness assumptions that…

Probability · Mathematics 2018-04-24 Francois Delarue , Daniel Lacker , Kavita Ramanan

The mean-field framework has been used to find approximate solutions to problems involving very large populations of symmetric, anonymous agents, which may be intractable by other methods. The cooperative mean-field control (MFC) problem…

Multiagent Systems · Computer Science 2025-12-23 Patrick Benjamin , Alessandro Abate

Iterative generative policies, such as diffusion models and flow matching, offer superior expressivity for continuous control but complicate Maximum Entropy Reinforcement Learning because their action log-densities are not directly…

Machine Learning · Computer Science 2026-02-16 Lei Lv , Yunfei Li , Yu Luo , Fuchun Sun , Xiao Ma

In this paper we study iterative procedures for stationary equilibria in games with large number of players. Most of learning algorithms for games with continuous action spaces are limited to strict contraction best reply maps in which the…

Machine Learning · Computer Science 2012-10-18 Hamidou Tembine , Raul Tempone , Pedro Vilanova

Policy gradient methods in actor-critic reinforcement learning (RL) have become perhaps the most promising approaches to solving continuous optimal control problems. However, the trial-and-error nature of RL and the inherent randomness…

Machine Learning · Computer Science 2024-04-19 Ruofan Wu , Junmin Zhong , Jennie Si

We investigate reinforcement learning in the setting of Markov decision processes for a large number of exchangeable agents interacting in a mean field manner. Applications include, for example, the control of a large number of robots…

Optimization and Control · Mathematics 2025-04-30 René Carmona , Mathieu Laurière , Zongjun Tan

Mean Field Games (MFG) are the class of games with a very large number of agents and the standard equilibrium concept is a Mean Field Equilibrium (MFE). Algorithms for learning MFE in dynamic MFGs are unknown in general. Our focus is on an…

Optimization and Control · Mathematics 2021-02-02 Kiyeob Lee , Desik Rengarajan , Dileep Kalathil , Srinivas Shakkottai

In this paper, we investigate the interaction of two populations with a large number of indistinguishable agents. The problem consists in two levels: the interaction between agents of a same population, and the interaction between the two…

Optimization and Control · Mathematics 2018-10-30 Alain Bensoussan , Tao Huang , Mathieu Laurière

Mean field control (MFC) problems have been introduced to study social optima in very large populations of strategic agents. The main idea is to consider an infinite population and to simplify the analysis by using a mean field…

Optimization and Control · Mathematics 2023-03-01 Sebastian Baudelet , Brieuc Frénais , Mathieu Laurière , Amal Machtalay , Yuchen Zhu

Even when confronted with the same data, agents often disagree on a model of the real-world. Here, we address the question of how interacting heterogenous agents, who disagree on what model the real-world follows, optimize their trading…

Mathematical Finance · Quantitative Finance 2019-12-13 Philippe Casgrain , Sebastian Jaimungal

The hierarchical interaction between the actor and critic in actor-critic based reinforcement learning algorithms naturally lends itself to a game-theoretic interpretation. We adopt this viewpoint and model the actor and critic interaction…

Machine Learning · Computer Science 2021-09-28 Liyuan Zheng , Tanner Fiez , Zane Alumbaugh , Benjamin Chasnov , Lillian J. Ratliff

This paper introduces Team-Attention-Actor-Critic (TAAC), a reinforcement learning algorithm designed to enhance multi-agent collaboration in cooperative environments. TAAC employs a Centralized Training/Centralized Execution scheme…

Artificial Intelligence · Computer Science 2025-12-23 Hugo Garrido-Lestache Belinchon , Jeremy Kedziora

In this paper, we study a class of degenerate mean field games (MFGs) with state-distribution dependent and unbounded functional diffusion coefficients. With a probabilistic method, we study the well-posedness of the forward-backward…

Optimization and Control · Mathematics 2026-01-08 Alain Bensoussan , Ziyu Huang , Shanjian Tang , Sheung Chi Phillip Yam

To find the shortest paths for all pairs on manifolds with infinitesimally defined metrics, we introduce a framework to generate them by predicting midpoints recursively. To learn midpoint prediction, we propose an actor-critic approach. We…

Machine Learning · Computer Science 2026-01-06 Kazumi Kasaura

Existing multi-agent reinforcement learning methods are limited typically to a small number of agents. When the agent number increases largely, the learning becomes intractable due to the curse of the dimensionality and the exponential…

Multiagent Systems · Computer Science 2020-12-16 Yaodong Yang , Rui Luo , Minne Li , Ming Zhou , Weinan Zhang , Jun Wang

We propose FACtored Multi-Agent Centralised policy gradients (FACMAC), a new method for cooperative multi-agent reinforcement learning in both discrete and continuous action spaces. Like MADDPG, a popular multi-agent actor-critic method,…