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Mean field games formalize dynamic games with a continuum of players and explicit interaction where the players can have heterogeneous states. As they additionally yield approximate equilibria of corresponding $N$-player games, they are of…

最优化与控制 · 数学 2020-01-09 Berenice Anne Neumann

We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…

计算机科学与博弈论 · 计算机科学 2010-12-13 Sachin Adlakha , Ramesh Johari

Mean Field Game systems describe equilibrium configurations in differential games with infinitely many infinitesimal interacting agents. We introduce a learning procedure (similar to the Fictitious Play) for these games and show its…

最优化与控制 · 数学 2015-08-03 Pierre Cardaliaguet , Saeed Hadikhanloo

We explore a mechanism of decision-making in Mean Field Games with myopic players. At each instant, agents set a strategy which optimizes their expected future cost by assuming their environment as immutable. As the system evolves, the…

最优化与控制 · 数学 2018-02-05 Charafeddine Mouzouni

This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action, and benefits from the improvement of the condition of the overall population. Based on an…

最优化与控制 · 数学 2021-01-05 Minyi Huang , Yan Ma

This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each player has a continuum state and binary action. By active control, a player can bring its state to a resetting point. All players are…

最优化与控制 · 数学 2017-01-25 Minyi Huang , Yan Ma

We consider deterministic mean field games where the dynamics of a typical agent is non-linear with respect to the state variable and affine with respect to the control variable. Particular instances of the problem considered here are mean…

最优化与控制 · 数学 2022-12-21 Justina Gianatti , Francisco J. Silva

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…

机器学习 · 计算机科学 2021-12-20 Kai Cui , Anam Tahir , Mark Sinzger , Heinz Koeppl

Stochastic games provide a framework for interactions among multiple agents and enable a myriad of applications. In these games, agents decide on actions simultaneously, the state of every agent moves to the next state, and each agent…

机器学习 · 计算机科学 2019-10-10 Mridul Agarwal , Vaneet Aggarwal , Arnob Ghosh , Nilay Tiwari

In this paper we study iterative procedures for stationary equilibria in games with large number of players. Most of learning algorithms for games with continuous action spaces are limited to strict contraction best reply maps in which the…

机器学习 · 计算机科学 2012-10-18 Hamidou Tembine , Raul Tempone , Pedro Vilanova

We propose a reinforcement learning algorithm for stationary mean-field games, where the goal is to learn a pair of mean-field state and stationary policy that constitutes the Nash equilibrium. When viewing the mean-field state and the…

机器学习 · 计算机科学 2020-10-12 Qiaomin Xie , Zhuoran Yang , Zhaoran Wang , Andreea Minca

Entropy regularization has been extensively adopted to improve the efficiency, the stability, and the convergence of algorithms in reinforcement learning. This paper analyzes both quantitatively and qualitatively the impact of entropy…

最优化与控制 · 数学 2021-12-10 Xin Guo , Renyuan Xu , Thaleia Zariphopoulou

We introduce a mean-field term to an evolutionary spatial game model. Namely, we consider the game of Nowak and May, based on the Prisoner's dilemma, and augment the game rules by a self-consistent mean-field term. This way, an agent…

统计力学 · 物理学 2021-09-29 Dmitriy Antonov , Evgeni Burovski , Lev Shchur

We study a dynamic game with a large population of players who choose actions from a finite set in continuous time. Each player has a state in a finite state space that evolves stochastically with their actions. A player's reward depends…

系统与控制 · 电气工程与系统科学 2025-11-04 Leonardo Pedroso , Andrea Agazzi , W. P. M. H. Heemels , Mauro Salazar

We establish the convergence of the deep actor-critic reinforcement learning algorithm presented in [Angiuli et al., 2023a] in the setting of continuous state and action spaces with an infinite discrete-time horizon. This algorithm provides…

最优化与控制 · 数学 2025-11-11 Jean-Pierre Fouque , Mathieu Laurière , Mengrui Zhang

We consider mean field games with discrete state spaces (called discrete mean field games in the following) and we analyze these games in continuous and discrete time, over finite as well as infinite time horizons. We prove the existence of…

最优化与控制 · 数学 2019-09-04 Josu Doncel , Nicolas Gast , Bruno Gaujal

Mean field games is a recent area of study introduced by Lions and Lasry in a series of seminal papers in 2006. Mean field games model situations of competition between large number of rational agents that play non-cooperative dynamic games…

最优化与控制 · 数学 2011-03-18 Diogo A. Gomes , Joana Mohr , Rafael R. Souza

We present a method enabling a large number of agents to learn how to flock, which is a natural behavior observed in large populations of animals. This problem has drawn a lot of interest but requires many structural assumptions and is…

多智能体系统 · 计算机科学 2021-05-18 Sarah Perrin , Mathieu Laurière , Julien Pérolat , Matthieu Geist , Romuald Élie , Olivier Pietquin

We consider a class of mean field games in which the agents interact through both their states and controls, and we focus on situations in which a generic agent tries to adjust her speed (control) to an average speed (the average is made in…

偏微分方程分析 · 数学 2020-03-10 Y Achdou , Z Kobeissi

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…

偏微分方程分析 · 数学 2023-02-01 Fabio Camilli , Claudio Marchi
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