Large-Scale Multi-Agent Deep FBSDEs

Tianrong Chen; Ziyi Wang; Ioannis Exarchos; Evangelos A. Theodorou

Home/Archive/arXiv

arXiv · 2011.10890

Large-Scale Multi-Agent Deep FBSDEs

Tianrong Chen·Ziyi Wang·Ioannis Exarchos·Evangelos A. Theodorou

View original source ↗Read source document ↗Export metadata ↓

Abstract

In this paper we present a scalable deep learning framework for finding Markovian Nash Equilibria in multi-agent stochastic games using fictitious play. The motivation is inspired by theoretical analysis of Forward Backward Stochastic Differential Equations (FBSDE) and their implementation in a deep learning setting, which is the source of our algorithm's sample efficiency improvement. By taking advantage of the permutation-invariant property of agents in symmetric games, the scalability and performance is further enhanced significantly. We showcase superior performance of our framework over the state-of-the-art deep fictitious play algorithm on an inter-bank lending/borrowing problem in terms of multiple metrics. More importantly, our approach scales up to 3000 agents in simulation, a scale which, to the best of our knowledge, represents a new state-of-the-art. We also demonstrate the applicability of our framework in robotics on a belief space autonomous racing problem.

Explore related subjects

cs.AI

Keep this discovery

BibTeX RIS

Tianrong Chen, Ziyi Wang, Ioannis Exarchos, Evangelos A. Theodorou. 2020-11-21. Large-Scale Multi-Agent Deep FBSDEs. https://arxiv.org/abs/2011.10890

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

Decoupling Readiness from Release for Tail-Aware Scheduling of Agentic LLM Workflows

Agentic LLM workflows consist of sequences of model turns interleaved with tool interactions, so their end-to-end completion time depends not only on inference speed but also on when ready turns are released. Most runtimes release each turn immediately upon readiness. Under contention, this eager release policy can accumulate released but unfinished work; once submitted, those turns can no longer be reordered by the workflow-level policy, increasing tail latency. We present a tail-risk-aware turn release scheduling method that jointly decides which ready turn to release next and how much released but unfinished work to maintain. The method uses a mean--Conditional Value-at-Risk (CVaR) objective to capture the evolving tail risk of unfinished workflows, incorporates online estimates of turn work when prioritizing ready turns, and adapts the released work budget to observed queue pressure. We evaluate the method using real agent execution traces from software engineering tasks across multiple LLMs and workflow arrival rates. The method performs comparably to eager release under light load and substantially reduces the P95 of workflow flow time under contention, achieving up to a \(3.50\times\) speedup.

cs.AI↗

arXiv2026

Demystifying the Privacy-Utility Trade-off in LLM Interactions

The integration of Large Language Models into daily tasks relies on context-rich instructions, inevitably exposing sensitive user information. Current privacy-preserving methods typically employ context-agnostic static rules, causing severe utility degradation. However, the specific mechanisms governing how sanitization impacts downstream performance remain largely underexplored. To address this, we conduct a systematic analysis to deconstruct the privacy-utility trade-off, uncovering three underlying mechanisms: (1) Context-Dependent Utility, which first establishes when to sanitize by revealing that data value shifts from critical constraints to dispensable noise based on user intent; (2) Strategic Adaptation, which subsequently determines how to sanitize by dictating that the choice between removal and replacement depends on the task's reliance on factual integrity versus structural coherence; and (3) Combinatorial Interplay, which finally extends the protection scope by demonstrating that attributes form a semantic web of synergistic dependencies or antagonistic redundancies. Guided by these insights, we introduce an intent-driven local protection framework. By distilling a lightweight model Veilmind-4B to drive a dynamic extraction-sanitization-restoration pipeline, our approach reaches a low-leakage privacy point while preserving substantially higher response utility than existing privacy-oriented baselines, advancing the privacy-utility trade-off toward the Pareto frontier.

cs.AI↗

arXiv2026

Defining AI Agents: A Compendium of Criteria, Metrics, and Benchmarks

The term agent in artificial intelligence lacks a standard definition, complicating the evaluation, comparison, and reproducibility of AI agent research. We address this ambiguity through a survey organized around five dimensions of agenticness: environmental interaction, learning and adaptation, autonomy, goal-directed behavior, and temporal coherence. For each dimension, we examine how the underlying capability has been conceptualized across prior work and synthesize the metrics, benchmarks, and evaluation frameworks used to assess it. This review provides a structured account of the current landscape of agent evaluation, highlighting both established approaches and areas where evaluation remains limited or inconsistent. We additionally introduce the Agent Compendium, a public-facing digital resource that organizes and extends the evaluation methods identified through this review. Together, the survey and compendium provide a common structure for evaluating and comparing agent capabilities across AI systems, supporting more reproducible research, clearer communication, and more systematic study of artificial agents.

cs.AI↗