39 citations · 93 across the 10 of their papers we have counts for
11 papers
Approximating the Core via Iterative Coalition Sampling
Ian Gemp, Marc Lanctot, Luke Marris +11
The core is a central solution concept in cooperative game theory, defined as the set of feasible allocations or payments such that no subset of agents has incentive to break away…
Learning Correlated Equilibria in Mean-Field Games
Paul Muller, Romuald Elie, Mark Rowland +7
The designs of many large-scale systems today, from traffic routing environments to smart grids, rely on game-theoretic equilibrium concepts. However, as the size of an -player…
Learning in Mean Field Games: A Survey
Mathieu Laurière, Sarah Perrin, Julien Pérolat +5
Non-cooperative and cooperative games with a very large number of players have many applications but remain generally intractable when the number of players increases. Introduced b…
Scalable Deep Reinforcement Learning Algorithms for Mean Field Games
Mathieu Laurière, Sarah Perrin, Sertan Girgin +8
Mean Field Games (MFGs) have been introduced to efficiently approximate games with very large populations of strategic agents. Recently, the question of learning equilibria in MFGs…
Solving N-player dynamic routing games with congestion: a mean field approach
Theophile Cabannes, Mathieu Lauriere, Julien Perolat +7
The recent emergence of navigational tools has changed traffic patterns and has now enabled new types of congestion-aware routing control like dynamic road pricing. Using the funda…
Generalization in Mean Field Games by Learning Master Policies
Sarah Perrin, Mathieu Laurière, Julien Pérolat +3
Mean Field Games (MFGs) can potentially scale multi-agent systems to extremely large populations of agents. Yet, most of the literature assumes a single initial distribution for th…
Concave Utility Reinforcement Learning: the Mean-Field Game Viewpoint
Matthieu Geist, Julien Pérolat, Mathieu Laurière +5
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 a…
Mean Field Games Flock! The Reinforcement Learning Way
Sarah Perrin, Mathieu Laurière, Julien Pérolat +3
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 i…
Scaling up Mean Field Games with Online Mirror Descent
Julien Perolat, Sarah Perrin, Romuald Elie +5
We address scaling up equilibrium computation in Mean Field Games (MFGs) using Online Mirror Descent (OMD). We show that continuous-time OMD provably converges to a Nash equilibriu…
Fictitious Play for Mean Field Games: Continuous Time Analysis and Applications
Sarah Perrin, Julien Perolat, Mathieu Laurière +3
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, $…
Machine Learning Optimization Algorithms & Portfolio Allocation
Sarah Perrin, Thierry Roncalli
Portfolio optimization emerged with the seminal paper of Markowitz (1952). The original mean-variance framework is appealing because it is very efficient from a computational point…