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Linear-Quadratic Mean-Field Reinforcement Learning: Convergence of Policy Gradient Methods

Linear-Quadratic Mean-Field Reinforcement Learning: Convergence of Policy Gradient Methods

9 October 2019
René Carmona
Mathieu Laurière
Zongjun Tan
ArXivPDFHTML

Papers citing "Linear-Quadratic Mean-Field Reinforcement Learning: Convergence of Policy Gradient Methods"

35 / 35 papers shown
Title
Robust Cooperative Multi-Agent Reinforcement Learning:A Mean-Field Type
  Game Perspective
Robust Cooperative Multi-Agent Reinforcement Learning:A Mean-Field Type Game Perspective
Muhammad Aneeq uz Zaman
Mathieu Laurière
Alec Koppel
Tamer Basar
34
3
0
20 Jun 2024
Analysis of Multiscale Reinforcement Q-Learning Algorithms for Mean
  Field Control Games
Analysis of Multiscale Reinforcement Q-Learning Algorithms for Mean Field Control Games
Andrea Angiuli
J. Fouque
Mathieu Laurière
Mengrui Zhang
39
1
0
27 May 2024
Independent RL for Cooperative-Competitive Agents: A Mean-Field Perspective
Independent RL for Cooperative-Competitive Agents: A Mean-Field Perspective
Muhammad Aneeq uz Zaman
Alec Koppel
Mathieu Laurière
Tamer Basar
39
3
0
17 Mar 2024
Learning Zero-Sum Linear Quadratic Games with Improved Sample Complexity
  and Last-Iterate Convergence
Learning Zero-Sum Linear Quadratic Games with Improved Sample Complexity and Last-Iterate Convergence
Jiduan Wu
Anas Barakat
Ilyas Fatkhullin
Niao He
18
5
0
08 Sep 2023
Learning Decentralized Partially Observable Mean Field Control for
  Artificial Collective Behavior
Learning Decentralized Partially Observable Mean Field Control for Artificial Collective Behavior
Kai Cui
Sascha H. Hauck
Christian Fabian
Heinz Koeppl
32
6
0
12 Jul 2023
Safe Model-Based Multi-Agent Mean-Field Reinforcement Learning
Safe Model-Based Multi-Agent Mean-Field Reinforcement Learning
Matej Jusup
Barna Pásztor
Tadeusz Janik
Kecheng Zhang
F. Corman
Andreas Krause
Ilija Bogunovic
29
3
0
29 Jun 2023
Actor-Critic learning for mean-field control in continuous time
Actor-Critic learning for mean-field control in continuous time
N. Frikha
Maximilien Germain
Mathieu Laurière
H. Pham
Xuan Song
30
16
0
13 Mar 2023
Towards a Theoretical Foundation of Policy Optimization for Learning
  Control Policies
Towards a Theoretical Foundation of Policy Optimization for Learning Control Policies
Bin Hu
K. Zhang
Na Li
M. Mesbahi
Maryam Fazel
Tamer Bacsar
79
27
0
10 Oct 2022
Mean-Field Approximation of Cooperative Constrained Multi-Agent
  Reinforcement Learning (CMARL)
Mean-Field Approximation of Cooperative Constrained Multi-Agent Reinforcement Learning (CMARL)
Washim Uddin Mondal
Vaneet Aggarwal
S. Ukkusuri
28
4
0
15 Sep 2022
A Survey on Large-Population Systems and Scalable Multi-Agent
  Reinforcement Learning
A Survey on Large-Population Systems and Scalable Multi-Agent Reinforcement Learning
Kai Cui
Anam Tahir
Gizem Ekinci
Ahmed Elshamanhory
Yannick Eich
Mengguang Li
Heinz Koeppl
AI4CE
78
15
0
08 Sep 2022
Decentralized Mean Field Games
Decentralized Mean Field Games
Sriram Ganapathi Subramanian
Matthew E. Taylor
Mark Crowley
Pascal Poupart
OOD
OffRL
40
14
0
16 Dec 2021
Adversarial Attacks in Cooperative AI
Adversarial Attacks in Cooperative AI
Ted Fujimoto
Arthur Paul Pedersen
AAML
19
2
0
29 Nov 2021
On the Approximation of Cooperative Heterogeneous Multi-Agent
  Reinforcement Learning (MARL) using Mean Field Control (MFC)
On the Approximation of Cooperative Heterogeneous Multi-Agent Reinforcement Learning (MARL) using Mean Field Control (MFC)
Washim Uddin Mondal
Mridul Agarwal
Vaneet Aggarwal
S. Ukkusuri
33
43
0
09 Sep 2021
Mean-Field Multi-Agent Reinforcement Learning: A Decentralized Network
  Approach
Mean-Field Multi-Agent Reinforcement Learning: A Decentralized Network Approach
Haotian Gu
Xin Guo
Xiaoli Wei
Renyuan Xu
OOD
27
36
0
05 Aug 2021
Efficient Model-Based Multi-Agent Mean-Field Reinforcement Learning
Efficient Model-Based Multi-Agent Mean-Field Reinforcement Learning
Barna Pásztor
Ilija Bogunovic
Andreas Krause
18
41
0
08 Jul 2021
Exploration noise for learning linear-quadratic mean field games
Exploration noise for learning linear-quadratic mean field games
François Delarue
A. Vasileiadis
MLT
21
11
0
02 Jul 2021
Reinforcement Learning for Mean Field Games, with Applications to
  Economics
Reinforcement Learning for Mean Field Games, with Applications to Economics
Andrea Angiuli
J. Fouque
Mathieu Lauriere
27
26
0
25 Jun 2021
Model Free Reinforcement Learning Algorithm for Stationary Mean field
  Equilibrium for Multiple Types of Agents
Model Free Reinforcement Learning Algorithm for Stationary Mean field Equilibrium for Multiple Types of Agents
A. Ghosh
Vaneet Aggarwal
18
7
0
31 Dec 2020
Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a
  Finite Horizon
Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon
B. Hambly
Renyuan Xu
Huining Yang
24
61
0
20 Nov 2020
Sample Efficient Reinforcement Learning with REINFORCE
Sample Efficient Reinforcement Learning with REINFORCE
Junzi Zhang
Jongho Kim
Brendan O'Donoghue
Stephen P. Boyd
35
98
0
22 Oct 2020
Entropy Regularization for Mean Field Games with Learning
Entropy Regularization for Mean Field Games with Learning
Xin Guo
Renyuan Xu
T. Zariphopoulou
OOD
21
73
0
30 Sep 2020
Policy Optimization for Linear-Quadratic Zero-Sum Mean-Field Type Games
Policy Optimization for Linear-Quadratic Zero-Sum Mean-Field Type Games
René Carmona
Kenza Hamidouche
Mathieu Laurière
Zongjun Tan
21
10
0
02 Sep 2020
Linear-Quadratic Zero-Sum Mean-Field Type Games: Optimality Conditions
  and Policy Optimization
Linear-Quadratic Zero-Sum Mean-Field Type Games: Optimality Conditions and Policy Optimization
René Carmona
Kenza Hamidouche
Mathieu Laurière
Zongjun Tan
19
9
0
01 Sep 2020
Global Convergence of Policy Gradient for Linear-Quadratic Mean-Field
  Control/Game in Continuous Time
Global Convergence of Policy Gradient for Linear-Quadratic Mean-Field Control/Game in Continuous Time
Weichen Wang
Jiequn Han
Zhuoran Yang
Zhaoran Wang
27
26
0
16 Aug 2020
Unified Reinforcement Q-Learning for Mean Field Game and Control
  Problems
Unified Reinforcement Q-Learning for Mean Field Game and Control Problems
Andrea Angiuli
J. Fouque
Mathieu Laurière
35
70
0
24 Jun 2020
Reinforcement Learning for Mean Field Games with Strategic
  Complementarities
Reinforcement Learning for Mean Field Games with Strategic Complementarities
Kiyeob Lee
Desik Rengarajan
D. Kalathil
S. Shakkottai
24
1
0
21 Jun 2020
Q-Learning in Regularized Mean-field Games
Q-Learning in Regularized Mean-field Games
Berkay Anahtarci
Can Deha Kariksiz
Naci Saldi
OOD
15
75
0
24 Mar 2020
A General Framework for Learning Mean-Field Games
A General Framework for Learning Mean-Field Games
Xin Guo
Anran Hu
Renyuan Xu
Junzi Zhang
OffRL
AI4CE
27
49
0
13 Mar 2020
Adaptive Online Distributed Optimal Control of Very-Large-Scale Robotic
  Systems
Adaptive Online Distributed Optimal Control of Very-Large-Scale Robotic Systems
Pingping Zhu
Chang-rui Liu
Silvia Ferrari
26
12
0
04 Mar 2020
Alternating the Population and Control Neural Networks to Solve
  High-Dimensional Stochastic Mean-Field Games
Alternating the Population and Control Neural Networks to Solve High-Dimensional Stochastic Mean-Field Games
A. Lin
Samy Wu Fung
Wuchen Li
L. Nurbekyan
Stanley J. Osher
16
70
0
24 Feb 2020
Mean-Field Controls with Q-learning for Cooperative MARL: Convergence
  and Complexity Analysis
Mean-Field Controls with Q-learning for Cooperative MARL: Convergence and Complexity Analysis
Haotian Gu
Xin Guo
Xiaoli Wei
Renyuan Xu
32
65
0
10 Feb 2020
Multi-Agent Reinforcement Learning: A Selective Overview of Theories and
  Algorithms
Multi-Agent Reinforcement Learning: A Selective Overview of Theories and Algorithms
K. Zhang
Zhuoran Yang
Tamer Basar
36
1,177
0
24 Nov 2019
Model-Free Mean-Field Reinforcement Learning: Mean-Field MDP and
  Mean-Field Q-Learning
Model-Free Mean-Field Reinforcement Learning: Mean-Field MDP and Mean-Field Q-Learning
René Carmona
Mathieu Laurière
Zongjun Tan
OffRL
24
97
0
28 Oct 2019
Convergence Analysis of Machine Learning Algorithms for the Numerical
  Solution of Mean Field Control and Games: I -- The Ergodic Case
Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games: I -- The Ergodic Case
René Carmona
Mathieu Laurière
19
7
0
13 Jul 2019
Linear Convergence of Gradient and Proximal-Gradient Methods Under the
  Polyak-Łojasiewicz Condition
Linear Convergence of Gradient and Proximal-Gradient Methods Under the Polyak-Łojasiewicz Condition
Hamed Karimi
J. Nutini
Mark W. Schmidt
119
1,198
0
16 Aug 2016
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