8 papers
Actor-Critic Learning for Extended Mean Field Control with Deterministic Policies
Ziheng Cheng, Xin Guo, Huyên Pham +1
This paper develops a model-free reinforcement learning framework for continuous--time extended mean field control problems, where both the dynamics and reward may depend on the jo…
Limit Theory for -Player -Potential Games
Xin Guo, Meng Wang, Yufei Zhang
The recently introduced framework of -potential games facilitates the analysis of finite-player dynamic games by reducing the search for approximate Nash equilibria to the minim…
Deterministic Policy Gradient for Reinforcement Learning with Continuous Time and State
Ziheng Cheng, Xin Guo, Yufei Zhang
The theory of continuous-time reinforcement learning (RL) has progressed rapidly in recent years. While the ultimate objective of RL is typically to learn deterministic control pol…
Distributed games with jumps: An -potential game approach
Xin Guo, Xinyu Li, Yufei Zhang
Motivated by game-theoretic models of crowd motion dynamics, this paper analyzes a broad class of distributed games with jump diffusions within the recently developed -potential…
BSDE Approach for -Potential Stochastic Differential Games
Xin Guo, Xun Li, Liangquan Zhang
In this paper, we examine a class of -potential stochastic differential games with random coefficients via the backward stochastic differential equations (BSDEs) approach. Speci…
Nonstationary nonzero-sum Markov games under a probability criterion
Xin Guo, Xin Wen
This paper deals with N-person nonzero-sum discrete-time Markov games under a probability criterion, in which the transition probabilities and reward functions are allowed to vary…
An -potential game framework for -player dynamic games
Xin Guo, Xinyu Li, Yufei Zhang
This paper proposes and studies a general form of dynamic -player non-cooperative games called -potential games, where the change of a player's value function upon her unilat…
Towards An Analytical Framework for Dynamic Potential Games
Xin Guo, Yufei Zhang
Potential game is an emerging notion and framework for studying N-player games, especially with heterogeneous players. In this paper, we build an analytical framework for dynamic p…