Related papers: Solving Continuous Mean Field Games: Deep Reinforc…
Mean Field Control Games (MFCG), introduced in [Angiuli et al., 2022a], represent competitive games between a large number of large collaborative groups of agents in the infinite limit of number and size of groups. In this paper, we prove…
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…
Deep Reinforcement Learning (DRL) has been applied to address a variety of cooperative multi-agent problems with either discrete action spaces or continuous action spaces. However, to the best of our knowledge, no previous work has ever…
Mean-field games (MFG) have become significant tools for solving large-scale multi-agent reinforcement learning problems under symmetry. However, the assumption of exact symmetry limits the applicability of MFGs, as real-world scenarios…
General game testing relies on the use of human play testers, play test scripting, and prior knowledge of areas of interest to produce relevant test data. Using deep reinforcement learning (DRL), we introduce a self-learning mechanism to…
Reinforcement Learning (RL) is increasingly applied to large-scale decision-making problems like logistics, scheduling, and recommender systems, but existing algorithms struggle with the curse of dimensionality in such large discrete action…
Mean field games (MFG) and mean field control (MFC) are critical classes of multi-agent models for efficient analysis of massive populations of interacting agents. Their areas of application span topics in economics, finance, game theory,…
Recent deep reinforcement learning (DRL) successes rely on end-to-end learning from fixed-size observational inputs (e.g. image, state-variables). However, many challenging and interesting problems in decision making involve observations or…
Reinforcement learning (RL) solves sequential decision-making problems via a trial-and-error process interacting with the environment. While RL achieves outstanding success in playing complex video games that allow huge trial-and-error,…
The recent breakthroughs of deep reinforcement learning (DRL) technique in Alpha Go and playing Atari have set a good example in handling large state and actions spaces of complicated control problems. The DRL technique is comprised of (i)…
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…
Reinforcement learning (RL) algorithms find applications in inventory control, recommender systems, vehicular traffic management, cloud computing and robotics. The real-world complications of many tasks arising in these domains makes them…
Over the past decades, researchers have been pushing the limits of Deep Reinforcement Learning (DRL). Although DRL has attracted substantial interest from practitioners, many are blocked by having to search through a plethora of available…
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 studies the discrete-time linear-quadratic-Gaussian mean field (MF) social control problem in an infinite horizon, where the dynamics of all agents are unknown. The objective is to design a reinforcement learning (RL) algorithm…
We introduce a deep reinforcement learning (DRL) approach for solving management problems including inventory management, dynamic pricing, and recommendation. This DRL approach has the potential to lead to a large management model based on…
Macroeconomic outcomes emerge from individuals' decisions, making it essential to model how agents interact with macro policy via consumption, investment, and labor choices. We formulate this as a dynamic Stackelberg game: the government…
With the development of deep representation learning, the domain of reinforcement learning (RL) has become a powerful learning framework now capable of learning complex policies in high dimensional environments. This review summarises deep…
As a form of artificial intelligence (AI) technology based on interactive learning, deep reinforcement learning (DRL) has been widely applied across various fields and has achieved remarkable accomplishments. However, DRL faces certain…
Increasingly complex, non-linear World-Earth system models are used for describing the dynamics of the biophysical Earth system and the socio-economic and socio-cultural World of human societies and their interactions. Identifying pathways…