相关论文: LQG Risk-Sensitive Single-Agent and Major-Minor Me…

We investigate the convergence of symmetric stochastic differential games with interactions via control, where the volatility terms of both idiosyncratic and common noises are controlled. We apply the stochastic maximum principle, following…

This work focuses on the entropy-regularized independent natural policy gradient (NPG) algorithm in multi-agent reinforcement learning. In this work, agents are assumed to have access to an oracle with exact policy evaluation and seek to…

We develop a probabilistic approach to continuous-time finite state mean field games. Based on an alternative description of continuous-time Markov chain by means of semimartingale and the weak formulation of stochastic optimal control, our…

Many robotic applications involve interactions between multiple agents where an agent's decisions affect the behavior of other agents. Such behaviors can be captured by the equilibria of differential games which provide an expressive…

We consider the mean-field game where each agent determines the optimal time to exit the game by solving an optimal stopping problem with reward function depending on the density of the state processes of agents still present in the game.…

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…

Empirically derived continuum models of collective behavior among large populations of dynamic agents are a subject of intense study in several fields, including biology, engineering and finance. We formulate and study a mean-field game…

We study mean field games and corresponding $N$-player games in continuous time over a finite time horizon where the position of each agent belongs to a finite state space. As opposed to previous works on finite state mean field games, we…

In this study, we investigate $N$-player stochastic differential games with regime switching, where the player dynamics are modulated by a finite-state Markov chain. We analyze the associated Nash system, which consists of a system of…

We study the synthesis of optimal control policies for large-scale multi-agent systems. The optimal control design induces a parsimonious control intervention by means of l-1, sparsity-promoting control penalizations. We study instantaneous…

We investigate an infinite-horizon time-inconsistent mean-field game (MFG) in a discrete time setting. We first present a classic equilibrium for the MFG and its associated existence result. This classic equilibrium aligns with the…

Markov games (MGs) and multi-agent reinforcement learning (MARL) are studied to model decision making in multi-agent systems. Traditionally, the objective in MG and MARL has been risk-neutral, i.e., agents are assumed to optimize a…

Computing Nash equilibria for strategic multi-agent systems is challenging for expensive black box systems. Motivated by the ubiquity of games involving exploitation of common resources, this paper considers the above problem for potential…

This paper builds on the work of Degond, Herty and Liu by considering N-player stochastic differential games. The control corresponding to a Nash equilibrium of such a game is approximated through model predictive control (MPC) techniques.…

Establishing the existence of Nash equilibria for partially observed stochastic dynamic games is known to be quite challenging, with the difficulties stemming from the noisy nature of the measurements available to individual players…

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…

We address safe multi-robot interaction under uncertainty. In particular, we formulate a chance-constrained linear quadratic Gaussian game with coupling constraints and system uncertainties. We find a tractable reformulation of the game and…

In this paper, we propose a new mutual information framework for multi-agent reinforcement learning to enable multiple agents to learn coordinated behaviors by regularizing the accumulated return with the simultaneous mutual information…

In this paper, we study the problem of robust cooperative multi-agent reinforcement learning (RL) where a large number of cooperative agents with distributed information aim to learn policies in the presence of \emph{stochastic} and…

In interactive multi-agent settings, decision-making and planning are challenging mainly due to the agents' interconnected objectives. Dynamic game theory offers a formal framework for analyzing such intricacies. Yet, solving constrained…