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This work studies non-cooperative Multi-Agent Reinforcement Learning (MARL) where multiple agents interact in the same environment and whose goal is to maximize the individual returns. Challenges arise when scaling up the number of agents…

人工智能 · 计算机科学 2023-04-14 Talal Algumaei , Ruben Solozabal , Reda Alami , Hakim Hacid , Merouane Debbah , Martin Takac

We propose and investigate a general class of discrete time and finite state space mean field game (MFG) problems with potential structure. Our model incorporates interactions through a congestion term and a price variable. It also allows…

最优化与控制 · 数学 2023-03-07 J. Frédéric Bonnans , Pierre Lavigne , Laurent Pfeiffer

We propose a policy iteration method to solve an inverse problem for a mean-field game (MFG) model, specifically to reconstruct the obstacle function in the game from the partial observation data of value functions, which represent the…

最优化与控制 · 数学 2026-02-12 Kui Ren , Nathan Soedjak , Shanyin Tong

Mean Field Control Games (MFCGs) provide a powerful theoretical framework for analyzing systems of infinitely many interacting agents, blending elements from Mean Field Games (MFGs) and Mean Field Control (MFC). However, solving the coupled…

机器学习 · 计算机科学 2025-01-03 Nianli Peng , Yilin Wang

Methods like multi-agent reinforcement learning struggle to scale with growing population size. Mean-field games (MFGs) are a game-theoretic approach that can circumvent this by finding a solution for an abstract infinite population, which…

多智能体系统 · 计算机科学 2025-12-23 Patrick Benjamin , Alessandro Abate

We consider the problem of improving kernel approximation via randomized feature maps. These maps arise as Monte Carlo approximation to integral representations of kernel functions and scale up kernel methods for larger datasets. Based on…

机器学习 · 计算机科学 2018-10-31 Marina Munkhoeva , Yermek Kapushev , Evgeny Burnaev , Ivan Oseledets

This paper proposes a novel Mean-Field Game (MFG) framework for large-scale attacker-defender systems aimed at protecting one or multiple High-Value Units (HVUs). Motivated by classical agent-wise attrition models, we introduce a…

偏微分方程分析 · 数学 2026-04-03 Avetik Arakelyan , Tigran Bakaryan , Davit Alaverdyan , Naira Hovakimyan , Isaac Kaminer

In this paper, we study large population multi-agent reinforcement learning (RL) in the context of discrete-time linear-quadratic mean-field games (LQ-MFGs). Our setting differs from most existing work on RL for MFGs, in that we consider a…

系统与控制 · 电气工程与系统科学 2020-10-02 Muhammad Aneeq uz Zaman , Kaiqing Zhang , Erik Miehling , Tamer Başar

In this paper, we study the fundamental statistical efficiency of Reinforcement Learning in Mean-Field Control (MFC) and Mean-Field Game (MFG) with general model-based function approximation. We introduce a new concept called Mean-Field…

机器学习 · 计算机科学 2024-10-04 Jiawei Huang , Batuhan Yardim , Niao He

Here, we consider one-dimensional forward-forward mean-field games (MFGs) with congestion, which were introduced to approximate stationary MFGs. We use methods from the theory of conservation laws to examine the qualitative properties of…

偏微分方程分析 · 数学 2017-03-30 Diogo Gomes , Marc Sedjro

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

We propose a MFG model with quadratic Hamiltonian involving $N$ populations. This results in a system of $N$ Hamilton-Jacobi-Bellman and $N$ Fokker-Planck equations with non-local interactions. As in the classical case we introduce an…

偏微分方程分析 · 数学 2025-11-03 Luigi De Pascale , Luca Nenna

Mean-field games (MFGs) have shown strong modeling capabilities for large systems in various fields, driving growth in computational methods for mean-field game problems. However, high order methods have not been thoroughly investigated. In…

数值分析 · 数学 2023-08-16 Guosheng Fu , Siting Liu , Stanley Osher , Wuchen Li

The goal of this paper is to study a Mean Field Game (MFG) system stemming from the harvesting of resources. Modelling the latter through a reaction-diffusion equation and the harvesters as competing rational agents, we are led to a…

偏微分方程分析 · 数学 2024-06-11 Ziad Kobeissi , Idriss Mazari-Fouquer , Domènec Ruiz-Balet

Mean field games (MFGs) offer a versatile framework for modeling large-scale interactive systems across multiple domains. This paper builds upon a previous work, by developing a state-of-the-art unified approach to decode or design the…

偏微分方程分析 · 数学 2025-01-22 Hongyu Liu , Catharine W. K. Lo

We investigate mean-field games (MFG) in which agents can actively control their speed of access to information. Specifically, the agents can dynamically decide to obtain observations with reduced delay by accepting higher observation…

最优化与控制 · 数学 2025-06-03 Dirk Becherer , Christoph Reisinger , Jonathan Tam

Here, we consider numerical methods for stationary mean-field games (MFG) and investigate two classes of algorithms. The first one is a gradient-flow method based on the variational characterization of certain MFG. The second one uses…

数值分析 · 数学 2015-11-23 Noha Almulla , Rita Ferreira , Diogo Gomes

We study multi-agent general-sum Markov games with nonlinear function approximation. We focus on low-rank Markov games whose transition matrix admits a hidden low-rank structure on top of an unknown non-linear representation. The goal is to…

机器学习 · 计算机科学 2022-11-01 Chengzhuo Ni , Yuda Song , Xuezhou Zhang , Chi Jin , Mengdi Wang

We propose a data-driven framework to learn interaction kernels in stochastic multi-agent systems. Our approach aims at identifying the functional form of nonlocal interaction and diffusion terms directly from trajectory data, without any a…

机器学习 · 计算机科学 2026-03-18 Giacomo Albi , Alessandro Alla , Elisa Calzola

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