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

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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

We study discrete-time, finite-state mean-field games (MFGs) under model uncertainty, where agents face ambiguity about the state transition probabilities. Each agent maximizes its expected payoff against the worst-case transitions within…

最优化与控制 · 数学 2026-01-21 Zongxia Liang , Zhou Zhou , Yaqi Zhuang , Bin Zou

Mean Field Games (MFGs) have the ability to handle large-scale multi-agent systems, but learning Nash equilibria in MFGs remains a challenging task. In this paper, we propose a deep reinforcement learning (DRL) algorithm that achieves…

计算机科学与博弈论 · 计算机科学 2024-03-07 Zida Wu , Mathieu Lauriere , Samuel Jia Cong Chua , Matthieu Geist , Olivier Pietquin , Ankur Mehta

This paper analyzes a class of infinite-time-horizon stochastic games with singular controls motivated from the partially reversible problem. It provides an explicit solution for the mean-field game (MFG) and presents sensitivity analysis…

最优化与控制 · 数学 2020-08-12 Haoyang Cao , Xin Guo

Reinforcement learning algorithms for mean-field games offer a scalable framework for optimizing policies in large populations of interacting agents. Existing methods often depend on online interactions or access to system dynamics,…

机器学习 · 计算机科学 2024-10-24 Axel Brunnbauer , Julian Lemmel , Zahra Babaiee , Sophie Neubauer , Radu Grosu

Mean field games (MFGs) model equilibria in games with a continuum of weakly interacting players as limiting systems of symmetric $n$-player games. We consider the finite-state, infinite-horizon problem with ergodic cost. Assuming Markovian…

最优化与控制 · 数学 2025-03-25 Asaf Cohen , Ethan Zell

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

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…

系统与控制 · 计算机科学 2018-06-06 Naci Saldi , Tamer Basar , Maxim Raginsky

A central problem in the theory of multi-agent reinforcement learning (MARL) is to understand what structural conditions and algorithmic principles lead to sample-efficient learning guarantees, and how these considerations change as we move…

机器学习 · 计算机科学 2023-05-02 Dylan J. Foster , Dean P. Foster , Noah Golowich , Alexander Rakhlin

Traditional mean-field game (MFG) solvers operate on an instance-by-instance basis, which becomes infeasible when many related problems must be solved (e.g., for seeking a robust description of the solution under perturbations of the…

最优化与控制 · 数学 2025-10-24 Dena Firoozi , Anastasis Kratsios , Xuwei Yang

Similar to the role of Markov decision processes in reinforcement learning, Stochastic Games (SGs) lay the foundation for the study of multi-agent reinforcement learning (MARL) and sequential agent interactions. In this paper, we derive…

计算机科学与博弈论 · 计算机科学 2023-01-12 Xiaotie Deng , Ningyuan Li , David Mguni , Jun Wang , Yaodong Yang

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

This paper proposes a new mathematical paradigm to analyze discrete-time mean-field games. It is shown that finding Nash equilibrium solutions for a general class of discrete-time mean-field games is equivalent to solving an optimization…

最优化与控制 · 数学 2023-08-29 Xin Guo , Anran Hu , Junzi Zhang

In this paper, we present a model of a game among teams. Each team consists of a homogeneous population of agents. Agents within a team are cooperative while the teams compete with other teams. The dynamics and the costs are coupled through…

计算机科学与博弈论 · 计算机科学 2023-10-20 Jayakumar Subramanian , Akshat Kumar , Aditya Mahajan

Mean Field Games (MFGs) have been introduced to efficiently approximate games with very large populations of strategic agents. Recently, the question of learning equilibria in MFGs has gained momentum, particularly using model-free…

Model-based reinforcement learning (MBRL) has recently gained immense interest due to its potential for sample efficiency and ability to incorporate off-policy data. However, designing stable and efficient MBRL algorithms using rich…

机器学习 · 计算机科学 2021-03-12 Aravind Rajeswaran , Igor Mordatch , Vikash Kumar

This paper addresses the problem of learning an equilibrium efficiently in general-sum Markov games through decentralized multi-agent reinforcement learning. Given the fundamental difficulty of calculating a Nash equilibrium (NE), we…

机器学习 · 计算机科学 2022-02-01 Weichao Mao , Tamer Başar

In this paper, we study a large population game with heterogeneous dynamics and cost functions solving a consensus problem. Moreover, the agents have communication constraints which appear as: (1) an Additive-White Gaussian Noise (AWGN)…

系统与控制 · 电气工程与系统科学 2022-08-26 Shubham Aggarwal , Muhammad Aneeq uz Zaman , Tamer Başar

Mean Field Games (MFGs) offer a powerful framework for studying large-scale multi-agent systems. Yet, learning Nash equilibria in MFGs remains a challenging problem, particularly when the initial distribution is unknown or when the…

机器学习 · 计算机科学 2025-09-04 Zida Wu , Mathieu Lauriere , Matthieu Geist , Olivier Pietquin , Ankur Mehta

In practical multi-agent systems, agents often have diverse objectives, which makes the system more complex, as each agent's performance across multiple criteria depends on the joint actions of all agents, creating intricate strategic…

多智能体系统 · 计算机科学 2025-09-30 Yue Wang