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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 also imitation learning and exploration, among others. Yet, this more …

Mean Field Games Flock! The Reinforcement Learning Way

We present a method enabling a large number of agents to learn how to flock, which is a natural behavior observed in large populations of animals. This problem has drawn a lot of interest but requires many structural assumptions and is tractable only …

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 continuoustime OMD provably converges to a Nash equilibrium under a natural and well-motivated set of monotonicity assumptions. …

Fictitious Play for Mean Field Games: Continuous Time Analysis and Applications

In this paper, we deepen the analysis of continuous time Fictitious Play learning algorithm to the consideration of various finite state Mean Field Game settings (finite horizon, γ-discounted), allowing in particular for the introduction of an …