Scalable deep reinforcement learning algorithms for mean field games
Abstract Mean Field Games (MFGs) have been introduced to efficiently approximate games
with very large populations of strategic agents. Recently, the question of learning equilibria …
with very large populations of strategic agents. Recently, the question of learning equilibria …
Approximately solving mean field games via entropy-regularized deep reinforcement learning
The recent mean field game (MFG) formalism facilitates otherwise intractable computation of
approximate Nash equilibria in many-agent settings. In this paper, we consider discrete-time …
approximate Nash equilibria in many-agent settings. In this paper, we consider discrete-time …
[PDF][PDF] Learning mean field games: A survey
Non-cooperative and cooperative games with a very large number of players have many
applications but remain generally intractable when the number of players increases …
applications but remain generally intractable when the number of players increases …
Policy mirror ascent for efficient and independent learning in mean field games
Mean-field games have been used as a theoretical tool to obtain an approximate Nash
equilibrium for symmetric and anonymous $ N $-player games. However, limiting …
equilibrium for symmetric and anonymous $ N $-player games. However, limiting …
Concave utility reinforcement learning: The mean-field game viewpoint
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 …
in the occupancy measure induced by the agent's policy. This encompasses not only RL but …
Multi-player zero-sum Markov games with networked separable interactions
We study a new class of Markov games,\textit {(multi-player) zero-sum Markov Games} with
{\it Networked separable interactions}(zero-sum NMGs), to model the local interaction …
{\it Networked separable interactions}(zero-sum NMGs), to model the local interaction …
Model-free mean-field reinforcement learning: mean-field MDP and mean-field Q-learning
We study infinite horizon discounted mean field control (MFC) problems with common noise
through the lens of mean field Markov decision processes (MFMDP). We allow the agents to …
through the lens of mean field Markov decision processes (MFMDP). We allow the agents to …
Scaling up mean field games with online mirror descent
We address scaling up equilibrium computation in Mean Field Games (MFGs) using Online
Mirror Descent (OMD). We show that continuous-time OMD provably converges to a Nash …
Mirror Descent (OMD). We show that continuous-time OMD provably converges to a Nash …
Learning while playing in mean-field games: Convergence and optimality
We study reinforcement learning in mean-field games. To achieve the Nash equilibrium,
which consists of a policy and a mean-field state, existing algorithms require obtaining the …
which consists of a policy and a mean-field state, existing algorithms require obtaining the …
Unified reinforcement Q-learning for mean field game and control problems
Abstract We present a Reinforcement Learning (RL) algorithm to solve infinite horizon
asymptotic Mean Field Game (MFG) and Mean Field Control (MFC) problems. Our approach …
asymptotic Mean Field Game (MFG) and Mean Field Control (MFC) problems. Our approach …