Related papers: Learning Mean-Field Games through Mean-Field Actor…

We study how risk-sensitive players act in situations where the outcome is influenced not only by the state-action profile but also by the distribution of it. In such interactive decision-making problems, the classical mean-field game…

We propose two numerical methods for the optimal control of McKean-Vlasov dynamics in finite time horizon. Both methods are based on the introduction of a suitable loss function defined over the parameters of a neural network. This allows…

This work investigates the ambient potential identification problem in inverse Mean-Field Games (MFGs), where the goal is to recover the unknown potential from the value function at equilibrium. We propose a simple yet effective iterative…

Mean field games (MFG) and mean field control (MFC) problems have been introduced to study large populations of strategic players. They correspond respectively to non-cooperative or cooperative scenarios, where the aim is to find the Nash…

With the emergence of fluid antenna (FA) in wireless communications, the capability to dynamically adjust port positions offers substantial benefits in spatial diversity and spectrum efficiency, which are particularly valuable for mobile…

This paper introduces a novel reinforcement learning (RL) strategy designed to facilitate rapid autonomy transfer by utilizing pre-trained critic value functions from multiple environments. Unlike traditional methods that require extensive…

Model-free deep reinforcement learning has achieved great success in many domains, such as video games, recommendation systems and robotic control tasks. In continuous control tasks, widely used policies with Gaussian distributions results…

We formulate the MFG limit for $N$ interacting agents with a common noise as a single quasi-linear deterministic infinite-dimensional partial differential second order backward equation. We prove that any its (regular enough) solution…

Multi-agent reinforcement learning, despite its popularity and empirical success, faces significant scalability challenges in large-population dynamic games. Graphon mean field games (GMFGs) offer a principled framework for approximating…

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…

This paper discusses the control of coherent structures in turbulent flows, which has broad applications among complex systems in science and technology. Mean field games have been proved a powerful tool and are proposed here to control the…

We present a Reinforcement Learning (RL) algorithm to solve infinite horizon asymptotic Mean Field Game (MFG) and Mean Field Control (MFC) problems. Our approach can be described as a unified two-timescale Mean Field Q-learning: The…

We prove the stability and global convergence of a coupled actor-critic gradient flow for infinite-horizon and entropy-regularised Markov decision processes (MDPs) in continuous state and action space with linear function approximation…

In this paper, we extend mean-field Langevin dynamics to minimax optimization over probability distributions for the first time with symmetric and provably convergent updates. We propose mean-field Langevin averaged gradient (MFL-AG), a…

This paper studies a mean field game inspired by crowd motion in which agents evolve in a compact domain and want to reach its boundary minimizing the sum of their travel time and a given boundary cost. Interactions between agents occur…

In this book, we present a curated collection of existing results on inverse problems for Mean Field Games (MFGs), a cutting-edge and rapidly evolving field of research. Our aim is to provide fresh insights, novel perspectives, and a…

Mean-Field Game (MFG) serves as a crucial mathematical framework in modeling the collective behavior of individual agents interacting stochastically with a large population. In this work, we aim at solving a challenging class of MFGs in…

Multi-task reinforcement learning (MTRL) has shown great promise in many real-world applications. Existing MTRL algorithms often aim to learn a policy that optimizes individual objective functions simultaneously with a given prior…

We explore a mechanism of decision-making in Mean Field Games with myopic players. At each instant, agents set a strategy which optimizes their expected future cost by assuming their environment as immutable. As the system evolves, the…

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…