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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…

最优化与控制 · 数学 2025-06-09 Philipp Plank , Yufei Zhang

In this paper, we consider both finite and infinite horizon discounted dynamic mean-field games where there is a large population of homogeneous players sequentially making strategic decisions and each player is affected by other players…

计算机科学与博弈论 · 计算机科学 2019-10-23 Deepanshu Vasal

We propose a discrete time graphon game formulation on continuous state and action spaces using a representative player to study stochastic games with heterogeneous interaction among agents. This formulation admits both philosophical and…

最优化与控制 · 数学 2024-06-07 Fuzhong Zhou , Chenyu Zhang , Xu Chen , Xuan Di

In this paper, we consider a finite horizon, non-stationary, mean field games (MFG) with a large population of homogeneous players, sequentially making strategic decisions, where each player is affected by other players through an aggregate…

系统与控制 · 电气工程与系统科学 2020-04-07 Rajesh K Mishra , Deepanshu Vasal , Sriram Vishwanath

The Mean-Field approximation is a tractable approach for studying large population dynamics. However, its assumption on homogeneity and universal connections among all agents limits its applicability in many real-world scenarios.…

计算机科学与博弈论 · 计算机科学 2023-10-26 Peihan Huo , Oscar Peralta , Junyu Guo , Qiaomin Xie , Andreea Minca

This paper studies stochastic games on large graphs and their graphon limits. We propose a new formulation of graphon games based on a single typical player's label-state distribution. In contrast, other recently proposed models of graphon…

最优化与控制 · 数学 2022-04-21 Daniel Lacker , Agathe Soret

In this paper, we consider a discrete-time Stackelberg mean field game with a leader and an infinite number of followers. The leader and the followers each observe types privately that evolve as conditionally independent controlled Markov…

系统与控制 · 电气工程与系统科学 2022-09-21 Deepanshu Vasal , Randall Berry

We consider the problem of representing collective behavior of large populations and predicting the evolution of a population distribution over a discrete state space. A discrete time mean field game (MFG) is motivated as an interpretable…

机器学习 · 计算机科学 2018-04-24 Jiachen Yang , Xiaojing Ye , Rakshit Trivedi , Huan Xu , Hongyuan Zha

This paper studies two fundamental problems in regularized Graphon Mean-Field Games (GMFGs). First, we establish the existence of a Nash Equilibrium (NE) of any $\lambda$-regularized GMFG (for $\lambda\geq 0$). This result relies on weaker…

计算机科学与博弈论 · 计算机科学 2023-10-13 Fengzhuo Zhang , Vincent Y. F. Tan , Zhaoran Wang , Zhuoran Yang

This paper studies approximate solutions to large-scale linear quadratic stochastic games with homogeneous nodal dynamics parameters and heterogeneous network couplings within the graphon mean field game framework in [2]-[4]. A graphon…

系统与控制 · 电气工程与系统科学 2021-10-22 Shuang Gao , Peter E. Caines , Minyi Huang

The emergence of the graphon theory of large networks and their infinite limits has enabled the formulation of a theory of the centralized control of dynamical systems distributed on asymptotically infinite networks (Gao and Caines, IEEE…

最优化与控制 · 数学 2021-12-30 Peter E. Caines , Minyi Huang

This paper presents a Gaussian Process (GP) framework, a non-parametric technique widely acknowledged for regression and classification tasks, to address inverse problems in mean field games (MFGs). By leveraging GPs, we aim to recover…

计算机科学与博弈论 · 计算机科学 2023-12-27 Jinyan Guo , Chenchen Mou , Xianjin Yang , Chao Zhou

We design and analyze reinforcement learning algorithms for Graphon Mean-Field Games (GMFGs). In contrast to previous works that require the precise values of the graphons, we aim to learn the Nash Equilibrium (NE) of the regularized GMFGs…

计算机科学与博弈论 · 计算机科学 2023-10-27 Fengzhuo Zhang , Vincent Y. F. Tan , Zhaoran Wang , Zhuoran Yang

This paper presents a general mean-field game (GMFG) framework for simultaneous learning and decision-making in stochastic games with a large population. It first establishes the existence of a unique Nash Equilibrium to this GMFG, and…

机器学习 · 计算机科学 2023-01-05 Xin Guo , Anran Hu , Renyuan Xu , Junzi Zhang

Although the field of multi-agent reinforcement learning (MARL) has made considerable progress in the last years, solving systems with a large number of agents remains a hard challenge. Graphon mean field games (GMFGs) enable the scalable…

多智能体系统 · 计算机科学 2023-03-14 Christian Fabian , Kai Cui , Heinz Koeppl

In this paper, we present a unifying framework for analyzing equilibria and designing interventions for large network games sampled from a stochastic network formation process represented by a graphon. We first introduce a new class of…

计算机科学与博弈论 · 计算机科学 2020-07-01 Francesca Parise , Asuman Ozdaglar

Recent advances at the intersection of dense large graph limits and mean field games have begun to enable the scalable analysis of a broad class of dynamical sequential games with large numbers of agents. So far, results have been largely…

计算机科学与博弈论 · 计算机科学 2022-02-21 Kai Cui , Heinz Koeppl

Mean field games have traditionally been defined~[1,2] as a model of large scale interaction of players where each player has a private type that is independent across the players. In this paper, we introduce a new model of mean field teams…

系统与控制 · 电气工程与系统科学 2022-10-21 Deepanshu Vasal

This paper establishes unique solvability of a class of Graphon Mean Field Game equations. The special case of a constant graphon yields the result for the Mean Field Game equations.

最优化与控制 · 数学 2022-03-14 Peter E. Caines , Daniel W. C. HO , Minyi Huang , Jiamin Jian , Qingshuo Song

Motivated by recent interest in graphon mean field games and their applications, this paper provides a comprehensive probabilistic analysis of graphon mean field control (GMFC) problems, where the controlled dynamics are governed by a…

最优化与控制 · 数学 2025-12-19 Zhongyuan Cao , Mathieu Laurière
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