Scalable Deep Reinforcement Learning Algorithms for Mean Field Games

no code implementations • 22 Mar 2022 • Mathieu Laurière, Sarah Perrin, Sertan Girgin, Paul Muller, Ayush Jain, Theophile Cabannes, Georgios Piliouras, Julien Pérolat, Romuald Élie, Olivier Pietquin, Matthieu Geist

One limiting factor to further scale up using RL is that existing algorithms to solve MFGs require the mixing of approximated quantities such as strategies or $q$-values.

reinforcement-learning Reinforcement Learning (RL)