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In Mean Field Games of Controls, the dynamics of the single agent is influenced not only by the distribution of the agents, as in the classical theory, but also by the distribution of their optimal strategies. In this paper, we study…

Analysis of PDEs · Mathematics 2023-02-01 Fabio Camilli , Claudio Marchi

Empirically derived continuum models of collective behavior among large populations of dynamic agents are a subject of intense study in several fields, including biology, engineering and finance. We formulate and study a mean-field game…

Adaptation and Self-Organizing Systems · Physics 2018-06-22 Piyush Grover , Kaivalya Bakshi , Evangelos A. Theodorou

Reinforcement Learning (RL) based methods have seen their paramount successes in solving serial decision-making and control problems in recent years. For conventional RL formulations, Markov Decision Process (MDP) and state-action-value…

Machine Learning · Computer Science 2020-06-09 Ziyao Zhang , Liang Ma , Kin K. Leung , Konstantinos Poularakis , Mudhakar Srivatsa

Model-free Reinforcement Learning (RL) generally suffers from poor sample complexity, mostly due to the need to exhaustively explore the state-action space to find well-performing policies. On the other hand, we postulate that expert…

Machine Learning · Computer Science 2023-09-13 Loris Di Natale , Bratislav Svetozarevic , Philipp Heer , Colin N. Jones

Mean-field games (MFG) were introduced to efficiently analyze approximate Nash equilibria in large population settings. In this work, we consider entropy-regularized mean-field games with a finite state-action space in a discrete time…

Computer Science and Game Theory · Computer Science 2022-07-26 Yue Guan , Mi Zhou , Ali Pakniyat , Panagiotis Tsiotras

Mean field approximation is a popular method to study the behaviour of stochastic models composed of a large number of interacting objects. When the objects are asynchronous, the mean field approximation of a population model can be…

Performance · Computer Science 2018-07-24 Nicolas Gast , Diego Latella , Mieke Massink

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…

Theoretical Economics · Economics 2025-06-03 Qirui Mi , Zhiyu Zhao , Chengdong Ma , Siyu Xia , Yan Song , Mengyue Yang , Jun Wang , Haifeng Zhang

We discuss here the mean-field theory for a cellular automata model of meta-learning. The meta-learning is the process of combining outcomes of individual learning procedures in order to determine the final decision with higher accuracy…

Machine Learning · Statistics 2015-05-13 Dariusz Plewczynski

Reinforcement learning (RL) is a technique to learn the control policy for an agent that interacts with a stochastic environment. In any given state, the agent takes some action, and the environment determines the probability distribution…

Machine Learning · Computer Science 2021-07-30 Gaurav Gupta , Chenzhong Yin , Jyotirmoy V. Deshmukh , Paul Bogdan

Here, we examine a mean-field game (MFG) that models the economic growth of a population of non-cooperative rational agents. In this MFG, agents are described by two state variables - the capital and consumer goods they own. Each agent…

Analysis of PDEs · Mathematics 2019-07-26 Diogo Gomes , Laurent Lafleche , Levon Nurbekyan

Mean Field Games (MFGs) have been introduced to efficiently approximate games with very large populations of strategic agents. Recently, the question of learning equilibria in MFGs has gained momentum, particularly using model-free…

The growing literature of Federated Learning (FL) has recently inspired Federated Reinforcement Learning (FRL) to encourage multiple agents to federatively build a better decision-making policy without sharing raw trajectories. Despite its…

Machine Learning · Computer Science 2022-11-04 Flint Xiaofeng Fan , Yining Ma , Zhongxiang Dai , Wei Jing , Cheston Tan , Bryan Kian Hsiang Low

Multi-agent deep reinforcement learning makes optimal decisions dependent on system states observed by agents, but any uncertainty on the observations may mislead agents to take wrong actions. The Mean-Field Actor-Critic reinforcement…

Machine Learning · Computer Science 2023-06-01 Ziyuan Zhou , Guanjun Liu

Multiagent reinforcement learning algorithms have not been widely adopted in large scale environments with many agents as they often scale poorly with the number of agents. Using mean field theory to aggregate agents has been proposed as a…

Multiagent Systems · Computer Science 2022-04-14 Sriram Ganapathi Subramanian , Matthew E. Taylor , Mark Crowley , Pascal Poupart

Federated Reinforcement Learning (FRL) has garnered increasing attention recently. However, due to the intrinsic spatio-temporal non-stationarity of data distributions, the current approaches typically suffer from high interaction and…

Machine Learning · Computer Science 2024-05-30 Sheng Yue , Xingyuan Hua , Lili Chen , Ju Ren

The deployment of multi-agent systems in dynamic, adversarial environments like robotic soccer necessitates real-time decision-making, sophisticated cooperation, and scalable algorithms to avoid the curse of dimensionality. While…

Robotics · Computer Science 2025-12-04 Aya Taourirte , Md Sohag Mia

Meta-reinforcement learning (Meta-RL) has attracted attention due to its capability to enhance reinforcement learning (RL) algorithms, in terms of data efficiency and generalizability. In this paper, we develop a bilevel optimization…

Machine Learning · Computer Science 2024-10-15 Siyuan Xu , Minghui Zhu

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

Reward-free reinforcement learning (RL) is a framework which is suitable for both the batch RL setting and the setting where there are many reward functions of interest. During the exploration phase, an agent collects samples without using…

Machine Learning · Computer Science 2020-06-22 Ruosong Wang , Simon S. Du , Lin F. Yang , Ruslan Salakhutdinov

Mean Field Games (MFGs) provide a powerful framework for modeling the collective behavior of large populations of interacting agents. In this paper, we address the problem of Imitation Learning (IL) in MFGs subject to common noise, where…

Machine Learning · Computer Science 2026-05-06 Grégoire Lambrecht , Mathieu Laurière