中文
相关论文

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

200 篇论文

Competitive games involving thousands or even millions of players are prevalent in real-world contexts, such as transportation, communications, and computer networks. However, learning in these large-scale multi-agent environments presents…

最优化与控制 · 数学 2025-02-04 Batuhan Yardim , Semih Cayci , Niao He

Traditional multi-agent reinforcement learning algorithms are not scalable to environments with more than a few agents, since these algorithms are exponential in the number of agents. Recent research has introduced successful methods to…

多智能体系统 · 计算机科学 2021-01-26 Sriram Ganapathi Subramanian , Matthew E. Taylor , Mark Crowley , Pascal Poupart

We design and analyze reinforcement learning algorithms for Graphon Mean-Field Games (GMFGs). In contrast to previous works that require the precise values of the graphons, we aim to learn the Nash Equilibrium (NE) of the regularized GMFGs…

计算机科学与博弈论 · 计算机科学 2023-10-27 Fengzhuo Zhang , Vincent Y. F. Tan , Zhaoran Wang , Zhuoran Yang

Mean field games (MFGs) model interactions in large-population multi-agent systems through population distributions. Traditional learning methods for MFGs are based on fixed-point iteration (FPI), where policy updates and induced population…

机器学习 · 计算机科学 2025-02-17 Chenyu Zhang , Xu Chen , Xuan Di

Mean field games are concerned with the limit of large-population stochastic differential games where the agents interact through their empirical distribution. In the classical setting, the number of players is large but fixed throughout…

最优化与控制 · 数学 2019-12-30 Julien Claisse , Zhenjie Ren , Xiaolu Tan

Standard multi-agent reinforcement learning (MARL) algorithms are vulnerable to sim-to-real gaps. To address this, distributionally robust Markov games (RMGs) have been proposed to enhance robustness in MARL by optimizing the worst-case…

机器学习 · 计算机科学 2025-02-03 Laixi Shi , Jingchu Gai , Eric Mazumdar , Yuejie Chi , Adam Wierman

Multi-agent reinforcement learning (MARL) lies at the heart of a plethora of applications involving the interaction of a group of agents in a shared unknown environment. A prominent framework for studying MARL is Markov games, with the goal…

机器学习 · 计算机科学 2025-02-17 Tong Yang , Bo Dai , Lin Xiao , Yuejie Chi

Efficiently learning equilibria with large state and action spaces in general-sum Markov games while overcoming the curse of multi-agency is a challenging problem. Recent works have attempted to solve this problem by employing independent…

机器学习 · 计算机科学 2024-03-21 Junyi Fan , Yuxuan Han , Jialin Zeng , Jian-Feng Cai , Yang Wang , Yang Xiang , Jiheng 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

We consider second-order ergodic Mean-Field Games systems in the whole space $\mathbb{R}^N$ with coercive potential and aggregating nonlocal coupling, defined in terms of a Riesz interaction kernel. These MFG systems describe Nash…

偏微分方程分析 · 数学 2023-05-01 Chiara Bernardini , Annalisa Cesaroni

In this paper, we investigate a class of Mean Field Games (MFGs) in which the state dynamics are governed by multidimensional reflected stochastic differential equations (SDEs). We establish the existence of an equilibrium and show that it…

概率论 · 数学 2026-03-17 Ayoub Laayoun , Badr Missaoui

Concave Utility Reinforcement Learning (CURL) extends RL from linear to concave utilities in the occupancy measure induced by the agent's policy. This encompasses not only RL but also imitation learning and exploration, among others. Yet,…

This letter studies multi-agent reinforcement learning in partially observable Markov potential games. Solving this problem is challenging due to partial observability, decentralized information, and the curse of dimensionality. First, to…

多智能体系统 · 计算机科学 2026-04-02 Wonseok Yang , Thinh T. Doan

The theory of mean field games aims at studying deterministic or stochastic differential games (Nash equilibria) as the number of agents tends to infinity. Since very few mean field games have explicit or semi-explicit solutions, numerical…

最优化与控制 · 数学 2020-03-11 Yves Achdou , Mathieu Laurière

The aim of this paper is to study first order Mean field games subject to a linear controlled dynamics on $\mathbb R^{d}$. For this kind of problems, we define Nash equilibria (called Mean Field Games equilibria), as Borel probability…

最优化与控制 · 数学 2019-12-11 Piermarco Cannarsa , Cristian Mendico

We consider the problem of decentralized multi-agent reinforcement learning in Markov games. A fundamental question is whether there exist algorithms that, when adopted by all agents and run independently in a decentralized fashion, lead to…

机器学习 · 计算机科学 2023-03-23 Dylan J. Foster , Noah Golowich , Sham M. Kakade

We study the optimal sample complexity in large-scale Reinforcement Learning (RL) problems with policy space generalization, i.e. the agent has a prior knowledge that the optimal policy lies in a known policy space. Existing results show…

机器学习 · 计算机科学 2020-08-18 Wenlong Mou , Zheng Wen , Xi Chen

This paper proposes a novel Mean-Field Game (MFG) framework for large-scale attacker-defender systems aimed at protecting one or multiple High-Value Units (HVUs). Motivated by classical agent-wise attrition models, we introduce a…

偏微分方程分析 · 数学 2026-04-03 Avetik Arakelyan , Tigran Bakaryan , Davit Alaverdyan , Naira Hovakimyan , Isaac Kaminer

We study multi-task reinforcement learning (RL) in tabular episodic Markov decision processes (MDPs). We formulate a heterogeneous multi-player RL problem, in which a group of players concurrently face similar but not necessarily identical…

机器学习 · 计算机科学 2022-01-19 Chicheng Zhang , Zhi Wang

This paper introduces a new approach for approximating the learning dynamics of multiple reinforcement learning (RL) agents interacting in a finite-state Markov game. The idea is to rescale the learning process by simultaneously reducing…

机器学习 · 统计学 2025-06-27 Yann Kerzreho