Multi-agent reinforcement learning: A selective overview of theories and algorithms

K Zhang, Z Yang, T Başar - Handbook of reinforcement learning and …, 2021 - Springer
Recent years have witnessed significant advances in reinforcement learning (RL), which
has registered tremendous success in solving various sequential decision-making problems …

Geometry of information structures, strategic measures and associated stochastic control topologies

N Saldi, S Yüksel - Probability Surveys, 2022 - projecteuclid.org
In many areas of applied mathematics, decentralization of information is a ubiquitous
attribute affecting how to approach a stochastic optimization, decision and estimation, or …

Mean field linear–quadratic control: Uniform stabilization and social optimality

BC Wang, H Zhang, JF Zhang - Automatica, 2020 - Elsevier
This paper is concerned with uniform stabilization and social optimality for general mean
field linear–quadratic control systems, where subsystems are coupled via individual …

Mean field control and mean field game models with several populations

A Bensoussan, T Huang, M Lauriere - arXiv preprint arXiv:1810.00783, 2018 - arxiv.org
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 …

Optimality of independently randomized symmetric policies for exchangeable stochastic teams with infinitely many decision makers

S Sanjari, N Saldi, S Yüksel - Mathematics of Operations …, 2023 - pubsonline.informs.org
We study stochastic teams (known also as decentralized stochastic control problems or
identical interest stochastic dynamic games) with large or countably infinite numbers of …

Indefinite linear quadratic mean field social control problems with multiplicative noise

BC Wang, H Zhang - IEEE Transactions on Automatic Control, 2020 - ieeexplore.ieee.org
This article studies uniform stabilization and social optimality for linear quadratic (LQ) mean
field control problems with multiplicative noise, where agents are coupled via dynamics and …

A unified approach to linear-quadratic-Gaussian mean-field team: Homogeneity, heterogeneity and quasi-exchangeability

X Feng, Y Hu, J Huang - The Annals of Applied Probability, 2023 - projecteuclid.org
This paper aims to systematically solve stochastic team optimization of a large-scale system,
in a linear-quadratic-Gaussian framework. Concretely, the underlying large-scale system …

Zero-Sum Games between Mean-Field Teams: Reachability-Based Analysis under Mean-Field Sharing

Y Guan, M Afshari, P Tsiotras - Proceedings of the AAAI Conference on …, 2024 - ojs.aaai.org
This work studies the behaviors of two large-population teams competing in a discrete
environment. The team-level interactions are modeled as a zero-sum game while the agent …

Asymptotically Optimal Distributed Control for Linear Quadratic Mean Field Social Systems With Heterogeneous Agents

Y Liang, BC Wang, H Zhang - IEEE Transactions on Automatic …, 2024 - ieeexplore.ieee.org
The linear quadratic mean field social control problem is studied in a large-population
system with heterogeneous agents following the direct approach. A graph is introduced to …

Linear-quadratic mean field teams with a major agent

M Huang, SL Nguyen - 2016 IEEE 55th conference on decision …, 2016 - ieeexplore.ieee.org
This paper considers a linear-quadratic (LQ) mean field control problem involving a major
agent and a large number of minor agents. The objective is to optimize a social cost as a …