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相关论文: Model-Based RL for Mean-Field Games is not Statist…

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Mean Field Games (MFG) are the class of games with a very large number of agents and the standard equilibrium concept is a Mean Field Equilibrium (MFE). Algorithms for learning MFE in dynamic MFGs are unknown in general. Our focus is on an…

最优化与控制 · 数学 2021-02-02 Kiyeob Lee , Desik Rengarajan , Dileep Kalathil , Srinivas Shakkottai

We study offline multi-agent reinforcement learning (RL) in Markov games, where the goal is to learn an approximate equilibrium -- such as Nash equilibrium and (Coarse) Correlated Equilibrium -- from an offline dataset pre-collected from…

机器学习 · 计算机科学 2023-02-07 Yuheng Zhang , Yu Bai , Nan Jiang

Recent advances at the intersection of dense large graph limits and mean field games have begun to enable the scalable analysis of a broad class of dynamical sequential games with large numbers of agents. So far, results have been largely…

计算机科学与博弈论 · 计算机科学 2022-02-21 Kai Cui , Heinz Koeppl

The problem of two-player zero-sum Markov games has recently attracted increasing interests in theoretical studies of multi-agent reinforcement learning (RL). In particular, for finite-horizon episodic Markov decision processes (MDPs), it…

机器学习 · 计算机科学 2024-06-07 Songtao Feng , Ming Yin , Yu-Xiang Wang , Jing Yang , Yingbin Liang

Recent advances in multiagent learning have seen the introduction ofa family of algorithms that revolve around the population-based trainingmethod PSRO, showing convergence to Nash, correlated and coarse corre-lated equilibria. Notably,…

计算机科学与博弈论 · 计算机科学 2022-08-30 Paul Muller , Mark Rowland , Romuald Elie , Georgios Piliouras , Julien Perolat , Mathieu Lauriere , Raphael Marinier , Olivier Pietquin , Karl Tuyls

We consider discrete-time stationary mean field games (MFG) with unknown dynamics and design algorithms for finding the equilibrium with finite-time complexity guarantees. Prior solutions to the problem assume either the contraction of a…

最优化与控制 · 数学 2025-02-13 Sihan Zeng , Sujay Bhatt , Alec Koppel , Sumitra Ganesh

We propose a new model, independent linear Markov game, for multi-agent reinforcement learning with a large state space and a large number of agents. This is a class of Markov games with independent linear function approximation, where each…

机器学习 · 计算机科学 2023-06-23 Qiwen Cui , Kaiqing Zhang , Simon S. Du

Mean field games (MFGs) have emerged as a powerful framework for modeling interactions in large-scale multi-agent systems. Despite recent advancements in reinforcement learning (RL) for MFGs, existing methods are typically limited to finite…

机器学习 · 计算机科学 2025-10-28 Lorenzo Magnino , Kai Shao , Zida Wu , Jiacheng Shen , Mathieu Laurière

Multi-agent reinforcement learning is a challenging and active field of research due to the inherent nonstationary property and coupling between agents. A popular approach to modeling the multi-agent interactions underlying the multi-agent…

多智能体系统 · 计算机科学 2025-10-07 Jushan Chen , Santiago Paternain

We propose a reinforcement learning algorithm for stationary mean-field games, where the goal is to learn a pair of mean-field state and stationary policy that constitutes the Nash equilibrium. When viewing the mean-field state and the…

机器学习 · 计算机科学 2020-10-12 Qiaomin Xie , Zhuoran Yang , Zhaoran Wang , Andreea Minca

Mean field games (MFGs) tractably model behavior in large agent populations. The literature on learning MFG equilibria typically focuses on finding Nash equilibria (NE), which assume perfectly rational agents and are hence implausible in…

计算机科学与博弈论 · 计算机科学 2025-01-31 Yannick Eich , Christian Fabian , Kai Cui , Heinz Koeppl

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

The thriving field of multi-agent reinforcement learning (MARL) studies how a group of interacting agents make decisions autonomously in a shared dynamic environment. Existing theoretical studies in this area suffer from at least two of the…

机器学习 · 计算机科学 2025-12-02 Na Li , Yuchen Jiao , Hangguan Shan , Shefeng Yan

We present a new combined \textit{mean field control game} (MFCG) problem which can be interpreted as a competitive game between collaborating groups and its solution as a Nash equilibrium between groups. Players coordinate their strategies…

最优化与控制 · 数学 2023-02-16 Andrea Angiuli , Nils Detering , Jean-Pierre Fouque , Mathieu Lauriere , Jimin Lin

Mean-field game theory relies on approximating games that are intractable to model due to a very large to infinite population of players. While these kinds of games can be solved analytically via the associated system of partial…

机器学习 · 计算机科学 2026-04-16 Anna C. M. Thöni , Yoram Bachrach , Tal Kachman

Model-based reinforcement learning (MBRL) has shown its advantages in sample-efficiency over model-free reinforcement learning (MFRL). Despite the impressive results it achieves, it still faces a trade-off between the ease of data…

机器学习 · 计算机科学 2020-06-17 Xiaoyu Tan , Chao Qu , Junwu Xiong , James Zhang

We introduce Mean-Field Trust Region Policy Optimization (MF-TRPO), a novel algorithm designed to compute approximate Nash equilibria for ergodic Mean-Field Games (MFG) in finite state-action spaces. Building on the well-established…

机器学习 · 统计学 2025-05-30 Antonio Ocello , Daniil Tiapkin , Lorenzo Mancini , Mathieu Laurière , Eric Moulines

Multi-agent reinforcement learning has made substantial empirical progresses in solving games with a large number of players. However, theoretically, the best known sample complexity for finding a Nash equilibrium in general-sum games…

机器学习 · 计算机科学 2022-04-01 Ziang Song , Song Mei , Yu Bai

We consider learning approximate Nash equilibria for discrete-time mean-field games with nonlinear stochastic state dynamics subject to both average and discounted costs. To this end, we introduce a mean-field equilibrium (MFE) operator,…

系统与控制 · 电气工程与系统科学 2022-11-11 Berkay Anahtarcı , Can Deha Karıksız , Naci Saldi

This paper studies two fundamental problems in regularized Graphon Mean-Field Games (GMFGs). First, we establish the existence of a Nash Equilibrium (NE) of any $\lambda$-regularized GMFG (for $\lambda\geq 0$). This result relies on weaker…

计算机科学与博弈论 · 计算机科学 2023-10-13 Fengzhuo Zhang , Vincent Y. F. Tan , Zhaoran Wang , Zhuoran Yang