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Mean-Field Control (MFC) has recently been proven to be a scalable tool to approximately solve large-scale multi-agent reinforcement learning (MARL) problems. However, these studies are typically limited to unconstrained cumulative reward…

机器学习 · 计算机科学 2024-09-11 Washim Uddin Mondal , Vaneet Aggarwal , Satish V. Ukkusuri

Multi-agent reinforcement learning (MARL), despite its popularity and empirical success, suffers from the curse of dimensionality. This paper builds the mathematical framework to approximate cooperative MARL by a mean-field control (MFC)…

机器学习 · 计算机科学 2021-10-04 Haotian Gu , Xin Guo , Xiaoli Wei , Renyuan Xu

Mean-Field Control (MFC) is a powerful tool to solve Multi-Agent Reinforcement Learning (MARL) problems. Recent studies have shown that MFC can well-approximate MARL when the population size is large and the agents are exchangeable.…

机器学习 · 计算机科学 2022-06-02 Washim Uddin Mondal , Vaneet Aggarwal , Satish V. Ukkusuri

Mean Field Control (MFC) is a powerful approximation tool to solve large-scale Multi-Agent Reinforcement Learning (MARL) problems. However, the success of MFC relies on the presumption that given the local states and actions of all the…

机器学习 · 计算机科学 2023-05-30 Washim Uddin Mondal , Vaneet Aggarwal , Satish V. Ukkusuri

Multi-agent reinforcement learning (MARL) remains difficult to scale to many agents. Recent MARL using Mean Field Control (MFC) provides a tractable and rigorous approach to otherwise difficult cooperative MARL. However, the strict MFC…

机器学习 · 计算机科学 2024-05-09 Kai Cui , Christian Fabian , Anam Tahir , Heinz Koeppl

The marriage between mean-field theory and reinforcement learning has shown a great capacity to solve large-scale control problems with homogeneous agents. To break the homogeneity restriction of mean-field theory, a recent interest is to…

多智能体系统 · 计算机科学 2026-03-03 Yuanquan Hu , Xiaoli Wei , Junji Yan , Hengxi Zhang

Learning in multi-agent systems is highly challenging due to several factors including the non-stationarity introduced by agents' interactions and the combinatorial nature of their state and action spaces. In particular, we consider the…

机器学习 · 统计学 2023-05-10 Barna Pásztor , Ilija Bogunovic , Andreas Krause

Recent reinforcement learning (RL) methods have achieved success in various domains. However, multi-agent RL (MARL) remains a challenge in terms of decentralization, partial observability and scalability to many agents. Meanwhile,…

机器学习 · 计算机科学 2024-02-26 Kai Cui , Sascha Hauck , Christian Fabian , Heinz Koeppl

Multi-Agent Reinforcement Learning (MARL) has emerged as a powerfulparadigm for cooperative decision-making in connected autonomous vehicles(CAVs); however, existing approaches often fail to guarantee stability, optimality,and…

综合数学 · 数学 2025-11-25 Mazyar Taghavi , Javad Vahidi

Designing efficient algorithms for multi-agent reinforcement learning (MARL) is fundamentally challenging because the size of the joint state and action spaces grows exponentially in the number of agents. These difficulties are exacerbated…

机器学习 · 计算机科学 2025-10-27 Emile Anand , Ishani Karmarkar , Guannan Qu

Coordinating large populations of interacting agents is a central challenge in multi-agent reinforcement learning (MARL), where the size of the joint state-action space scales exponentially with the number of agents. Mean-field methods…

机器学习 · 计算机科学 2026-02-19 Emile Anand , Richard Hoffmann , Sarah Liaw , Adam Wierman

Mean field games (MFG) and mean field control problems (MFC) are frameworks to study Nash equilibria or social optima in games with a continuum of agents. These problems can be used to approximate competitive or cooperative games with a…

最优化与控制 · 数学 2021-06-28 Andrea Angiuli , Jean-Pierre Fouque , Mathieu Lauriere

We establish the convergence of the unified two-timescale Reinforcement Learning (RL) algorithm presented in a previous work by Angiuli et al. This algorithm provides solutions to Mean Field Game (MFG) or Mean Field Control (MFC) problems…

最优化与控制 · 数学 2024-05-02 Andrea Angiuli , Jean-Pierre Fouque , Mathieu Laurière , Mengrui Zhang

Mean field games (MFG) and mean field control (MFC) are critical classes of multi-agent models for efficient analysis of massive populations of interacting agents. Their areas of application span topics in economics, finance, game theory,…

机器学习 · 计算机科学 2022-06-08 Lars Ruthotto , Stanley Osher , Wuchen Li , Levon Nurbekyan , Samy Wu Fung

We present a Reinforcement Learning (RL) algorithm to solve infinite horizon asymptotic Mean Field Game (MFG) and Mean Field Control (MFC) problems. Our approach can be described as a unified two-timescale Mean Field Q-learning: The…

最优化与控制 · 数学 2021-06-01 Andrea Angiuli , Jean-Pierre Fouque , Mathieu Laurière

In this paper, we investigate the interaction of two populations with a large number of indistinguishable agents. The problem consists in two levels: the interaction between agents of a same population, and the interaction between the two…

最优化与控制 · 数学 2018-10-30 Alain Bensoussan , Tao Huang , Mathieu Laurière

Multi-Agent Reinforcement Learning (MARL) is a growing research area which gained significant traction in recent years, extending Deep RL applications to a much wider range of problems. A particularly challenging class of problems in this…

多智能体系统 · 计算机科学 2025-09-25 Charles Dansereau , Junior-Samuel Lopez-Yepez , Karthik Soma , Antoine Fagette

Many large-scale platforms and networked control systems have a centralized decision maker interacting with a massive population of agents under strict observability constraints. Motivated by such applications, we study a cooperative Markov…

多智能体系统 · 计算机科学 2026-05-12 Emile Anand , Ishani Karmarkar

Mean-field control (MFC) offers a scalable solution to the curse of dimensionality in multi-agent systems but traditionally hinges on the restrictive assumption of exchangeability via dense, all-to-all interactions. In this work, we bridge…

多智能体系统 · 计算机科学 2026-01-30 Tobias Schmidt , Kai Cui

We investigate reinforcement learning in the setting of Markov decision processes for a large number of exchangeable agents interacting in a mean field manner. Applications include, for example, the control of a large number of robots…

最优化与控制 · 数学 2025-04-30 René Carmona , Mathieu Laurière , Zongjun Tan
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