Regularization of the policy updates for stabilizing Mean Field Games

04/04/2023
by   Talal Algumaei, et al.
0

This work studies non-cooperative Multi-Agent Reinforcement Learning (MARL) where multiple agents interact in the same environment and whose goal is to maximize the individual returns. Challenges arise when scaling up the number of agents due to the resultant non-stationarity that the many agents introduce. In order to address this issue, Mean Field Games (MFG) rely on the symmetry and homogeneity assumptions to approximate games with very large populations. Recently, deep Reinforcement Learning has been used to scale MFG to games with larger number of states. Current methods rely on smoothing techniques such as averaging the q-values or the updates on the mean-field distribution. This work presents a different approach to stabilize the learning based on proximal updates on the mean-field policy. We name our algorithm Mean Field Proximal Policy Optimization (MF-PPO), and we empirically show the effectiveness of our method in the OpenSpiel framework.

READ FULL TEXT
research
10/08/2020

Provable Fictitious Play for General Mean-Field Games

We propose a reinforcement learning algorithm for stationary mean-field ...
research
02/06/2020

Multi Type Mean Field Reinforcement Learning

Mean field theory provides an effective way of scaling multiagent reinfo...
research
09/20/2021

Generalization in Mean Field Games by Learning Master Policies

Mean Field Games (MFGs) can potentially scale multi-agent systems to ext...
research
05/17/2021

Mean Field Games Flock! The Reinforcement Learning Way

We present a method enabling a large number of agents to learn how to fl...
research
02/28/2022

Can Mean Field Control (MFC) Approximate Cooperative Multi Agent Reinforcement Learning (MARL) with Non-Uniform Interaction?

Mean-Field Control (MFC) is a powerful tool to solve Multi-Agent Reinfor...
research
02/13/2022

Individual-Level Inverse Reinforcement Learning for Mean Field Games

The recent mean field game (MFG) formalism has enabled the application o...
research
10/09/2019

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

We investigate reinforcement learning for mean field control problems in...

Please sign up or login with your details

Forgot password? Click here to reset