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Learning Mean|Field Games with Discounted and Average Costs


Learning Mean-Field Games with Discounted and Average Costs

Keywords: Mean-field games, approximate Nash equilibrium, fitted Q-iteration algo- rithm, discounted-cost, average-cost. 1. Introduction. We consider learning ...

Learning Mean-Field Games with Discounted and Average Costs

We consider learning approximate Nash equilibria for discrete-time mean-field games with stochastic nonlinear state dynamics subject to both average and ...

Learning mean-field games with discounted and average costs

(2019) establish a fictitious play iterative learning algorithm to compact state-action non-stationary mean-field games under finite-horizon discounted cost ...

Learning mean-field games with discounted and average costs

We consider learning approximate Nash equilibria for discrete-time mean-field games with stochastic nonlinear state dynamics subject to both ...

[2301.06074] Linear Mean-Field Games with Discounted Cost - arXiv

Therefore, the transition probability and the one-stage cost function of each agent depend linearly on the mean-field term, which is the key ...

Learning mean-field games - ACM Digital Library

This paper presents a general mean-field game (GMFG) framework for simultaneous learning and decision-making in stochastic games with a large population.

Learning in Mean Field Games: A Survey - arXiv

Introduced by Lasry and Lions, (2007) and Huang et al., (2006) , Mean Field Games (MFGs) rely on a mean-field approximation to allow the number of players to ...

Learning Mean-Field Games

This paper presents a general mean-field game (GMFG) framework for simultane- ous learning and decision-making in stochastic games with a large population.

Markov-Nash Equilibria in Mean-Field Games with Discounted Cost

Request PDF | Markov-Nash Equilibria in Mean-Field Games with Discounted Cost | In this paper, we consider discrete-time dynamic games of the mean-field ...

Markov--Nash Equilibria in Mean-Field Games with Discounted Cost

In this paper, we consider discrete-time dynamic games of the mean-field type with a finite number N of agents subject to an infinite-horizon ...

Learning in mean field games: The fictitious play

Definition 1.1. A Mean Field Game is called a Potential Mean Field Game if the instantaneous and final cost functions f,g : Td × P(Td) ...

Q-Learning in Regularized Mean-field Games

In our recent work [3], this problem is explored for mean- field games with abstract state and action spaces under both discounted cost and average cost ...

Learning While Playing in Mean-Field Games: Convergence and ...

Markov–nash equi- libria in mean-field games with discounted cost. SIAM ... Discrete-time ergodic mean-field games with average reward on compact spaces.

Learning While Playing in Mean-Field Games - NSF PAR

Markov–nash equi- libria in mean-field games with discounted cost. SIAM ... Discrete-time ergodic mean-field games with average reward on compact spaces.

Markov-Nash equilibria in mean-field games with discounted cost

Request PDF | On May 1, 2017, Naci Saldi and others published Markov-Nash equilibria in mean-field games with discounted cost | Find, read and cite all the ...

Part 7: Mean Field Reinforcement Learning - Mathieu Laurière

Mean Field Games: Numerical Methods and. Applications in Machine Learning. Part 7: Mean Field Reinforcement Learning. Mathieu LAURIÈRE https://mlauriere.github ...

Multiple-Population Discrete-Time Mean Field Games with ...

Mean-field games with multiple populations of the players have only been studied in the literature in the continuous-time setting. The main ...

ML and MFG seminar - Past Talks

Naci Saldi (University of Nice-Sophia Antipolis). Title: Learning in Discounted-cost and Average-cost Mean-field Games ... average and discounted costs. To ...

‪Berkay Anahtarci‬ - ‪Google Scholar‬

Learning mean-field games with discounted and average costs B Anahtarci, CD Kariksiz, N Saldi Journal of Machine Learning Research 24 (17), 1-59, 2023

Oracle-free Reinforcement Learning in Mean-Field Games along a ...

results in decreasing average error in policy and mean-field. Finally, in ... Markov–. Nash equilibria in mean-field games with discounted cost. SIAM ...