Related papers: Recurrent Structural Policy Gradient for Partially…

In this work, we consider a novel inverse problem in mean-field games (MFG). We aim to recover the MFG model parameters that govern the underlying interactions among the population based on a limited set of noisy partial observations of the…

This paper presents a Mean Field Game (MFG) model for maritime traffic flow, treating the navigation of ships between seaports as a large-scale stochastic control problem. The MFG framework enables the modeling of agents at a microscopic…

Software reliability growth models (SRGM) enable failure data collected during testing. Specifically, nonhomogeneous Poisson process (NHPP) SRGM are the most commonly employed models. While software reliability growth models are important,…

Optimizing with group sparsity is significant in enhancing model interpretability in machining learning applications, e.g., feature selection, compressed sensing and model compression. However, for large-scale stochastic training problems,…

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…

Finding Nash equilibria in two-player zero-sum imperfect-information games remains a central challenge in multi-agent reinforcement learning. Recent multi-round regularization methods offer a promising direction, yet existing approaches…

Medical time-series data are characterized by irregular sampling, high noise levels, missing values, and strong inter-feature dependencies. Recurrent neural networks (RNNs), particularly gated architectures such as Long Short-Term Memory…

Generative robot policies such as Flow Matching offer flexible, multi-modal policy learning but are sample-inefficient. Although object-centric policies improve sample efficiency, it does not resolve this limitation. In this work, we…

We propose a novel hybrid stochastic policy gradient estimator by combining an unbiased policy gradient estimator, the REINFORCE estimator, with another biased one, an adapted SARAH estimator for policy optimization. The hybrid policy…

We introduce Group Policy Gradient (GPG), a family of critic-free policy-gradient estimators for general MDPs. Inspired by the success of GRPO's approach in Reinforcement Learning from Human Feedback (RLHF), GPG replaces a learned value…

In this work, we present an application of the probabilistic weak formulation of mean field games (MFG) for modeling liquidity pools in a constant product automated market maker (AMM) protocol in the context of decentralized finance. Our…

Reinforcement learning (RL) has achieved remarkable success in a wide range of control and decision-making tasks. However, RL agents often exhibit unstable or degraded performance when deployed in environments subject to unexpected external…

Reinforcement learning algorithms for mean-field games offer a scalable framework for optimizing policies in large populations of interacting agents. Existing methods often depend on online interactions or access to system dynamics,…

This paper introduces a framework of Constrained Mean-Field Games (CMFGs), where each agent solves a constrained Markov decision process (CMDP). This formulation captures scenarios in which agents' strategies are subject to feasibility,…

Traditional model-based reinforcement learning approaches learn a model of the environment dynamics without explicitly considering how it will be used by the agent. In the presence of misspecified model classes, this can lead to poor…

We study discrete-time, finite-state mean-field games (MFGs) under model uncertainty, where agents face ambiguity about the state transition probabilities. Each agent maximizes its expected payoff against the worst-case transitions within…

A growing line of work reframes preference-based fine-tuning of large language models game-theoretically: Nash Learning from Human Feedback (NLHF) recasts the problem as a zero-sum game over policies. However, optimization is over expected…

Despite extreme sample inefficiency, on-policy reinforcement learning, aka policy gradients, has become a fundamental tool in decision-making problems. With the recent advances in GPU-driven simulation, the ability to collect large amounts…

In this article we consider finite Mean Field Games (MFGs), i.e. with finite time and finite states. We adopt the framework introduced in Gomes Mohr and Souza in 2010, and study two seemly unexplored subjects. In the first one, we analyze…

The recent progress in multi-agent deep reinforcement learning(MADRL) makes it more practical in real-world tasks, but its relatively poor scalability and the partially observable constraints raise challenges to its performance and…