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相关论文: Can Mean Field Control (MFC) Approximate Cooperati…

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We study infinite horizon discounted Mean Field Control (MFC) problems with common noise through the lens of Mean Field Markov Decision Processes (MFMDP). We allow the agents to use actions that are randomized not only at the individual…

最优化与控制 · 数学 2021-10-14 René Carmona , Mathieu Laurière , Zongjun Tan

It has long been recognized that multi-agent reinforcement learning (MARL) faces significant scalability issues due to the fact that the size of the state and action spaces are exponentially large in the number of agents. In this paper, we…

最优化与控制 · 数学 2020-06-12 Guannan Qu , Yiheng Lin , Adam Wierman , Na Li

Mean Field Control Games (MFCG), introduced in [Angiuli et al., 2022a], represent competitive games between a large number of large collaborative groups of agents in the infinite limit of number and size of groups. In this paper, we prove…

最优化与控制 · 数学 2024-06-05 Andrea Angiuli , Jean-Pierre Fouque , Mathieu Laurière , Mengrui Zhang

Multi-agent Reinforcement Learning (MARL) problems often require cooperation among agents in order to solve a task. Centralization and decentralization are two approaches used for cooperation in MARL. While fully decentralized methods are…

多智能体系统 · 计算机科学 2021-11-30 Bengisu Guresti , Nazim Kemal Ure

We explore the problem of imitation learning (IL) in the context of mean-field games (MFGs), where the goal is to imitate the behavior of a population of agents following a Nash equilibrium policy according to some unknown payoff function.…

机器学习 · 计算机科学 2023-06-27 Giorgia Ramponi , Pavel Kolev , Olivier Pietquin , Niao He , Mathieu Laurière , Matthieu Geist

We present the development and analysis of a reinforcement learning (RL) algorithm designed to solve continuous-space mean field game (MFG) and mean field control (MFC) problems in a unified manner. The proposed approach pairs the…

最优化与控制 · 数学 2025-03-07 Andrea Angiuli , Jean-Pierre Fouque , Ruimeng Hu , Alan Raydan

Mean field control (MFC) problems have been introduced to study social optima in very large populations of strategic agents. The main idea is to consider an infinite population and to simplify the analysis by using a mean field…

最优化与控制 · 数学 2023-03-01 Sebastian Baudelet , Brieuc Frénais , Mathieu Laurière , Amal Machtalay , Yuchen Zhu

We propose a single-level numerical approach to solve Stackelberg mean field game (MFG) problems. In Stackelberg MFG, an infinite population of agents play a non-cooperative game and choose their controls to optimize their individual…

最优化与控制 · 数学 2024-04-24 Gokce Dayanikli , Mathieu Lauriere

The recent mean field game (MFG) formalism has enabled the application of inverse reinforcement learning (IRL) methods in large-scale multi-agent systems, with the goal of inferring reward signals that can explain demonstrated behaviours of…

机器学习 · 计算机科学 2022-02-15 Yang Chen , Libo Zhang , Jiamou Liu , Shuyue Hu

Collaborative multi-agent robotic systems where agents coordinate by modifying a shared environment often result in undesired dynamical couplings that complicate the analysis and experiments when solving a specific problem or task.…

机器人学 · 计算机科学 2022-03-10 Daniel Jarne Ornia , Pedro J Zufiria , Manuel Mazo

Even when confronted with the same data, agents often disagree on a model of the real-world. Here, we address the question of how interacting heterogenous agents, who disagree on what model the real-world follows, optimize their trading…

数理金融 · 定量金融 2019-12-13 Philippe Casgrain , Sebastian Jaimungal

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 a multi-agent Markov strategic interaction over an infinite horizon where agents can be of multiple types. We model the strategic interaction as a mean-field game in the asymptotic limit when the number of agents of each type…

多智能体系统 · 计算机科学 2021-01-01 Arnob Ghosh , Vaneet Aggarwal

The majority of Multi-Agent Reinforcement Learning (MARL) literature equates the cooperation of self-interested agents in mixed environments to the problem of social welfare maximization, allowing agents to arbitrarily share rewards and…

多智能体系统 · 计算机科学 2023-06-16 Dmitry Ivanov , Ilya Zisman , Kirill Chernyshev

Multi-agent settings remain a fundamental challenge in the reinforcement learning (RL) domain due to the partial observability and the lack of accurate real-time interactions across agents. In this paper, we propose a new method based on…

机器学习 · 计算机科学 2023-01-03 Donghan Xie , Zhi Wang , Chunlin Chen , Daoyi Dong

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

The paper focuses on mean-field type multi-agent control problems with finite state and action spaces where the dynamics and cost structures are symmetric and homogeneous, and are affected by the distribution of the agents. A standard…

最优化与控制 · 数学 2025-07-03 Erhan Bayraktar , Ali D. Kara

Non-cooperative and cooperative games with a very large number of players have many applications but remain generally intractable when the number of players increases. Introduced by Lasry and Lions, and Huang, Caines and Malham\'e, Mean…

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 the problem of \emph{fully decentralized} multi-agent reinforcement learning (MARL), where the agents are located at the nodes of a time-varying communication network. Specifically, we assume that the reward functions of the…

机器学习 · 计算机科学 2018-02-28 Kaiqing Zhang , Zhuoran Yang , Han Liu , Tong Zhang , Tamer Başar