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This paper establishes a data-driven solution for infinite horizon linear quadratic Gaussian Mean Field Games with network-coupled heterogeneous agent populations where the dynamics of the agents are unknown. The solution technique relies…

系统与控制 · 电气工程与系统科学 2026-02-17 Jean Zhu , Shuang Gao

The exponential growth of Internet of Things (IoT) devices, smart vehicles, and latency-sensitive applications has created an urgent demand for efficient distributed computing paradigms. Multi-Fog Computing (MFC), as an extension of fog and…

网络与互联网体系结构 · 计算机科学 2025-11-04 Mohammad Hadi Akbarzadeh , Mahmood Ahmadi , Mohammad Saeed Jahangiry , Jae Young Hur

We consider the maximum causal entropy inverse reinforcement learning (IRL) problem for infinite-horizon stationary mean-field games (MFG), in which we model the unknown reward function within a reproducing kernel Hilbert space (RKHS). This…

机器学习 · 计算机科学 2026-03-06 Berkay Anahtarci , Can Deha Kariksiz , Naci Saldi

Mean-field games (MFG) provide a statistical physics inspired modeling framework for decision making in large-populations of strategic, non-cooperative agents. Mathematically, these systems consist of a forward-backward in time system of…

动力系统 · 数学 2024-05-10 Ali Akbar Rezaei Lori , Piyush Grover

A system of two coupled nonlinear parabolic partial differential equations with two opposite directions of time is considered. In fact, this is the so-called "Mean Field Games System" (MFGS), which is derived in the mean field games (MFG)…

数值分析 · 数学 2024-05-20 Michael V. Klibanov , Jingzhi Li , Zhipeng Yang

This paper introduces Meta-Q-Learning (MQL), a new off-policy algorithm for meta-Reinforcement Learning (meta-RL). MQL builds upon three simple ideas. First, we show that Q-learning is competitive with state-of-the-art meta-RL algorithms if…

机器学习 · 计算机科学 2020-04-07 Rasool Fakoor , Pratik Chaudhari , Stefano Soatto , Alexander J. Smola

Over the past decades, researchers have been pushing the limits of Deep Reinforcement Learning (DRL). Although DRL has attracted substantial interest from practitioners, many are blocked by having to search through a plethora of available…

数理金融 · 定量金融 2023-10-05 Sophia Gu

Finite-state mean-field games (MFGs) arise as limits of large interacting particle systems and are governed by an MFG system, a coupled forward-backward differential equation consisting of a forward Kolmogorov-Fokker-Planck (KFP) equation…

最优化与控制 · 数学 2026-02-16 William Hofgard , Asaf Cohen , Mathieu Laurière

Deep reinforcement learning (RL) has achieved outstanding results in recent years, which has led a dramatic increase in the number of methods and applications. Recent works are exploring learning beyond single-agent scenarios and…

计算机科学与博弈论 · 计算机科学 2020-02-03 Yunlong Lu , Kai Yan

Developing bipedal football robots in dynamiccombat environments presents challenges related to motionstability and deep coupling of multiple tasks, as well ascontrol switching issues between different states such as up-right walking and…

机器人学 · 计算机科学 2026-04-22 Yulai Zhang , Yinrong Zhang , Ting Wu , Linqi Ye

We develop the linear programming approach to mean-field games in a general setting. This relaxed control approach allows to prove existence results under weak assumptions, and lends itself well to numerical implementation. We consider…

最优化与控制 · 数学 2020-11-24 Roxana Dumitrescu , Marcos Leutscher , Peter Tankov

In finance, sequential decision problems are often faced, for which reinforcement learning (RL) emerges as a promising tool for optimisation without the need of analytical tractability. However, the objective of classical RL is the expected…

计算金融 · 定量金融 2026-02-13 Federico Cacciamani , Roberto Daluiso , Marco Pinciroli , Michele Trapletti , Edoardo Vittori

We study constrained reinforcement learning (CRL) from a novel perspective by setting constraints directly on state density functions, rather than the value functions considered by previous works. State density has a clear physical and…

机器学习 · 计算机科学 2021-06-25 Zengyi Qin , Yuxiao Chen , Chuchu Fan

Reinforcement Learning (RL) serves as a versatile framework for sequential decision-making, finding applications across diverse domains such as robotics, autonomous driving, recommendation systems, supply chain optimization, biology,…

机器学习 · 计算机科学 2024-08-26 Vaneet Aggarwal , Washim Uddin Mondal , Qinbo Bai

Recent advancements in quantum computing (QC) and machine learning (ML) have sparked considerable interest in the integration of these two cutting-edge fields. Among the various ML techniques, reinforcement learning (RL) stands out for its…

量子物理 · 物理学 2024-09-10 Samuel Yen-Chi Chen

Mean Field Games (MFGs) provide a powerful framework for modeling the collective behavior of large populations of interacting agents. In this paper, we address the problem of Imitation Learning (IL) in MFGs subject to common noise, where…

机器学习 · 计算机科学 2026-05-06 Grégoire Lambrecht , Mathieu Laurière

Current approximate Coarse Correlated Equilibria (CCE) algorithms struggle with equilibrium approximation for games in large stochastic environments but are theoretically guaranteed to converge to a strong solution concept. In contrast,…

机器学习 · 计算机科学 2024-12-04 Ryan Yu , Mateusz Nowak , Qintong Xie , Michelle Yilin Feng , Peter Chin

Meta-reinforcement learning (meta-RL) is a promising approach that enables the agent to learn new tasks quickly. However, most meta-RL algorithms show poor generalization in multi-task scenarios due to the insufficient task information…

人工智能 · 计算机科学 2023-07-06 Xiangtong Yao , Zhenshan Bing , Genghang Zhuang , Kejia Chen , Hongkuan Zhou , Kai Huang , Alois Knoll

Continual learning (CL) is crucial for the adaptation of neural network models to new environments. Although outperforming weight-space regularisation approaches, the functional regularisation-based CL methods suffer from high computational…

机器学习 · 计算机科学 2025-08-19 Pengcheng Hao , Menghao Waiyan William Zhu , Ercan Engin Kuruoglu

In Multi-Goal Reinforcement Learning, an agent learns to achieve multiple goals with a goal-conditioned policy. During learning, the agent first collects the trajectories into a replay buffer, and later these trajectories are selected…

机器学习 · 计算机科学 2020-05-26 Rui Zhao , Xudong Sun , Volker Tresp