相关论文: Population-Aware Imitation Learning in Mean-field …

In this paper, we investigate the interaction of two populations with a large number of indistinguishable agents. The problem consists in two levels: the interaction between agents of a same population, and the interaction between the two…

The recent mean field game (MFG) formalism has enabled the application of inverse reinforcement learning (IRL) methods in large-scale multi-agent systems, with the goal of inferring reward signals that can explain demonstrated behaviours of…

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…

Imitation learning (IL) provides a data-driven framework for approximating policies for large-scale combinatorial optimisation problems formulated as sequential decision problems (SDPs), where exact solution methods are computationally…

This paper studies the mean field game (MFG) and N-player game on relative performance portfolio management with two heterogeneous populations. In addition to the Brownian idiosyncratic and common noise, the first population invests in…

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…

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…

When controlling multi-agent systems, the trade-off between performance and scalability is a major challenge. Here, we address this difficulty by using mean field games (MFGs), which is a framework that deduces the macroscopic dynamics…

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…

The theory of Mean-Field Games is interested in the behaviour of interacting particle systems in which the individual interaction between particles (players) decreases as the size of the population increases. In recent years, it was…

Multi-agent imitation learning (MA-IL) aims to learn optimal policies from expert demonstrations of interactions in multi-agent interactive domains. Despite existing guarantees on the performance of the resulting learned policies,…

Mean field games (MFGs) provide a mathematically tractable framework for modelling large-scale multi-agent systems by leveraging mean field theory to simplify interactions among agents. It enables applying inverse reinforcement learning…

Designing suitable reward functions for numerous interacting intelligent agents is challenging in real-world applications. Inverse reinforcement learning (IRL) in mean field games (MFGs) offers a practical framework to infer reward…

Simulating collective decision-making involves more than aggregating individual behaviors; it emerges from dynamic interactions among individuals. While large language models (LLMs) offer strong potential for social simulation, achieving…

Mean-field games (MFGs) are a modeling framework for systems with a large number of interacting agents. They have applications in economics, finance, and game theory. Normalizing flows (NFs) are a family of deep generative models that…

Mean field games (MFGs) have been introduced to study Nash equilibria in very large population of self-interested agents. However, when applied to common pool resource (CPR) games, MFG equilibria lead to the so-called tragedy of the commons…

In this paper, we study large population multi-agent reinforcement learning (RL) in the context of discrete-time linear-quadratic mean-field games (LQ-MFGs). Our setting differs from most existing work on RL for MFGs, in that we consider a…

This paper studies a general class of stochastic population processes in which agents interact with one another over a network. Agents update their behaviors in a random and decentralized manner according to a policy that depends only on…

In this paper, we consider a mean field game (MFG) model perturbed by small common noise. Our goal is to give an approximation of the Nash equilibrium strategy of this game using a solution from the original no common noise MFG whose…

We present a Reinforcement Learning (RL) algorithm to solve infinite horizon asymptotic Mean Field Game (MFG) and Mean Field Control (MFC) problems. Our approach can be described as a unified two-timescale Mean Field Q-learning: The…