An overview of multi-agent reinforcement learning from game theoretical perspective

Y Yang, J Wang - arXiv preprint arXiv:2011.00583, 2020 - arxiv.org
Following the remarkable success of the AlphaGO series, 2019 was a booming year that
witnessed significant advances in multi-agent reinforcement learning (MARL) techniques …

Scalable deep reinforcement learning algorithms for mean field games

M Lauriere, S Perrin, S Girgin, P Muller… - International …, 2022 - proceedings.mlr.press
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 …

Sample efficient reinforcement learning with REINFORCE

J Zhang, J Kim, B O'Donoghue, S Boyd - Proceedings of the AAAI …, 2021 - ojs.aaai.org
Policy gradient methods are among the most effective methods for large-scale reinforcement
learning, and their empirical success has prompted several works that develop the …

Neural networks-based algorithms for stochastic control and PDEs in finance

M Germain, H Pham, X Warin - arXiv preprint arXiv:2101.08068, 2021 - cambridge.org
This chapter presents machine learning techniques and deep reinforcement learning-based
algorithms for the efficient resolution of nonlinear partial differential equations and dynamic …

Learning while playing in mean-field games: Convergence and optimality

Q Xie, Z Yang, Z Wang, A Minca - … Conference on Machine …, 2021 - proceedings.mlr.press
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 …

Policy mirror ascent for efficient and independent learning in mean field games

B Yardim, S Cayci, M Geist… - … Conference on Machine …, 2023 - proceedings.mlr.press
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 …

Learning mean field games: A survey

M Laurière, S Perrin, M Geist, O Pietquin - arXiv preprint arXiv:2205.12944, 2022 - arxiv.org
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 …

A mean-field game approach to cloud resource management with function approximation

W Mao, H Qiu, C Wang, H Franke… - Advances in …, 2022 - proceedings.neurips.cc
Reinforcement learning (RL) has gained increasing popularity for resource management in
cloud services such as serverless computing. As self-interested users compete for shared …

Alternating the population and control neural networks to solve high-dimensional stochastic mean-field games

AT Lin, SW Fung, W Li… - Proceedings of the …, 2021 - National Acad Sciences
We present APAC-Net, an alternating population and agent control neural network for
solving stochastic mean-field games (MFGs). Our algorithm is geared toward high …

Finding regularized competitive equilibria of heterogeneous agent macroeconomic models via reinforcement learning

R Xu, Y Min, T Wang, MI Jordan… - International …, 2023 - proceedings.mlr.press
We study a heterogeneous agent macroeconomic model with an infinite number of
households and firms competing in a labor market. Each household earns income and …