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Reinforcement learning in cooperative multi-agent settings has recently advanced significantly in its scope, with applications in cooperative estimation for advertising, dynamic treatment regimes, distributed control, and federated…

Machine Learning · Computer Science 2021-03-30 Abhimanyu Dubey , Alex Pentland

We present a new combined \textit{mean field control game} (MFCG) problem which can be interpreted as a competitive game between collaborating groups and its solution as a Nash equilibrium between groups. Players coordinate their strategies…

Optimization and Control · Mathematics 2023-02-16 Andrea Angiuli , Nils Detering , Jean-Pierre Fouque , Mathieu Lauriere , Jimin Lin

This paper investigates a class of mixed stochastic linear-quadratic-Gaussian (LQG) social optimization and Nash game in the context of a large scale system. Two types of interactive agents are involved: a major agent and a large number of…

Optimization and Control · Mathematics 2021-12-14 Xinwei Feng , Jianhui Huang , Zhenghong Qiu

This paper introduces a novel spatial interaction model to explore the decision-making processes of a resource allocator and local agents, with central and local governments serving as empirical representations. The model captures two key…

Econometrics · Economics 2025-07-02 Hanbat Jeong

Multi-Agent Reinforcement Learning (MARL) is an increasingly important research field that can model and control multiple large-scale autonomous systems. Despite its achievements, existing multi-agent learning methods typically involve…

Multiagent Systems · Computer Science 2023-05-25 Kailash Gogineni , Peng Wei , Tian Lan , Guru Venkataramani

Behavioral diversity, expert imitation, fairness, safety goals and others give rise to preferences in sequential decision making domains that do not decompose additively across time. We introduce the class of convex Markov games that allow…

Computer Science and Game Theory · Computer Science 2025-06-17 Ian Gemp , Andreas Haupt , Luke Marris , Siqi Liu , Georgios Piliouras

We propose a new variant of the strategic classification problem: a principal reveals a classifier, and $n$ agents report their (possibly manipulated) features to be classified. Motivated by real-world applications, our model crucially…

Computer Science and Game Theory · Computer Science 2025-02-28 Safwan Hossain , Evi Micha , Yiling Chen , Ariel Procaccia

We address the generalized Nash equilibrium seeking problem in a partial-decision information scenario, where each agent can only exchange information with some neighbors, although its cost function possibly depends on the strategies of all…

Optimization and Control · Mathematics 2021-12-14 Mattia Bianchi , Giuseppe Belgioioso , Sergio Grammatico

Reinforcement learning studies how an agent should interact with an environment to maximize its cumulative reward. A standard way to study this question abstractly is to ask how many samples an agent needs from the environment to learn an…

Quantum Physics · Physics 2021-12-21 Daochen Wang , Aarthi Sundaram , Robin Kothari , Ashish Kapoor , Martin Roetteler

Multi-agent reinforcement learning (MARL) algorithms often struggle to find strategies close to Pareto optimal Nash Equilibrium, owing largely to the lack of efficient exploration. The problem is exacerbated in sparse-reward settings,…

Machine Learning · Computer Science 2024-05-03 Zhicheng Zhang , Yancheng Liang , Yi Wu , Fei Fang

Markov games provide a powerful framework for modeling strategic multi-agent interactions in dynamic environments. Traditionally, convergence properties of decentralized learning algorithms in these settings have been established only for…

Multiagent Systems · Computer Science 2025-06-13 Chinmay Maheshwari , Manxi Wu , Shankar Sastry

Mean field games (MFGs) are a promising framework for modeling the behavior of large-population systems. However, solving MFGs can be challenging due to the coupling of forward population evolution and backward agent dynamics. Typically,…

Machine Learning · Computer Science 2024-07-17 Chenyu Zhang , Xu Chen , Xuan Di

This work examines average-reward reinforcement learning with general policy parametrization. Existing state-of-the-art (SOTA) guarantees for this problem are either suboptimal or hindered by several challenges, including poor scalability…

Machine Learning · Computer Science 2025-05-07 Swetha Ganesh , Washim Uddin Mondal , Vaneet Aggarwal

Existing communication methods for multi-agent reinforcement learning (MARL) in cooperative multi-robot problems are almost exclusively task-specific, training new communication strategies for each unique task. We address this inefficiency…

Multiagent Systems · Computer Science 2024-03-12 Dulhan Jayalath , Steven Morad , Amanda Prorok

We study reinforcement learning for two-player zero-sum Markov games with simultaneous moves in the finite-horizon setting, where the transition kernel of the underlying Markov games can be parameterized by a linear function over the…

Machine Learning · Computer Science 2022-04-21 Zixiang Chen , Dongruo Zhou , Quanquan Gu

This paper studies optimal consensus tracking problem of heterogeneous linear multi-agent systems. By introducing tracking error dynamics, the optimal tracking problem is reformulated as finding a Nash-equilibrium solution of a multi-player…

Optimization and Control · Mathematics 2019-05-21 Jilie Zhang , Zhanshan Wang , Hongwei Zhang

We study the problem of multi-agent reinforcement learning (MARL) with adaptivity constraints -- a new problem motivated by real-world applications where deployments of new policies are costly and the number of policy updates must be…

Machine Learning · Computer Science 2024-02-05 Dan Qiao , Yu-Xiang Wang

This paper studies a large population dynamic game involving nonlinear stochastic dynamical systems with agents of the following mixed types: (i) a major agent, and (ii) a population of $N$ minor agents where $N$ is very large. The major…

Optimization and Control · Mathematics 2013-06-07 Mojtaba Nourian , Peter E. Caines

We study multi-player general-sum Markov games with one of the players designated as the leader and the other players regarded as followers. In particular, we focus on the class of games where the followers are myopic, i.e., they aim to…

Machine Learning · Computer Science 2021-12-28 Han Zhong , Zhuoran Yang , Zhaoran Wang , Michael I. Jordan

Competitive games involving thousands or even millions of players are prevalent in real-world contexts, such as transportation, communications, and computer networks. However, learning in these large-scale multi-agent environments presents…

Optimization and Control · Mathematics 2025-02-04 Batuhan Yardim , Semih Cayci , Niao He