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 …
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 …
This chapter presents machine learning techniques and deep reinforcement learning-based algorithms for the efficient resolution of nonlinear partial differential equations and dynamic …
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 …
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 …
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 …
Reinforcement learning (RL) has gained increasing popularity for resource management in cloud services such as serverless computing. As self-interested users compete for shared …
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 …
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 …