Reinforcement learning for non-stationary discrete-time linear-quadratic mean-field games in multiple populations
DOI10.1007/S13235-022-00448-WzbMATH Open1519.91036OpenAlexW4229457042MaRDI QIDQ6159510FDOQ6159510
Authors: Muhammad Aneeq uz Zaman, Erik Miehling, Tamer Başar 
Publication date: 20 June 2023
Published in: Dynamic Games and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13235-022-00448-w
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Cites Work
- Mean field games
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Linear-quadratic mean field games
- Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
- Stationary mean field games systems defined on networks
- Opinion dynamics in social networks through mean-field games
- Finite horizon mean field games on networks
- Markov-Nash equilibria in mean-field games with discounted cost
- Probabilistic theory of mean field games with applications II. Mean field games with common noise and master equations
- Mean field games: A toy model on an Erdös-Renyi graph.
- Consensus via multi-population robust mean-field games
- Value iteration algorithm for mean-field games
Cited In (11)
- Actor-critic reinforcement learning algorithms for mean field games in continuous time, state and action spaces
- Multi-agent reinforcement learning via distributed MPC as a function approximator
- Special issue: multi-agent dynamic decision making and learning
- Scalable Reinforcement Learning for Multiagent Networked Systems
- Unified reinforcement Q-learning for mean field game and control problems
- A mean field game approach for a class of linear quadratic discrete choice problems with congestion avoidance
- A General Framework for Learning Mean-Field Games
- Model-free method for LQ mean-field social control problems with one-dimensional state space
- Mean-field controls with Q-learning for cooperative MARL: convergence and complexity analysis
- Mean field LQG social optimization: a reinforcement learning approach
- ∊-Optimal nonlinear reinforcement scheme under a nonstationary muititeacher environment
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