We study the problem of self-interested planning under uncertainty in settings shared with more than a thousand other agents, each of which plans at its own individual level. We refer to such large numbers of agents as an agent population. The decision-theoretic formalism of interactive partially observable Markov decision process (I-POMDP) is used to model the agent's self-interested planning. The first contribution of this article is a method for drastically scaling the finitely-nested I-POMDP to certain agent populations for the first time. Our method exploits two types of structure that is often exhibited by agent populations -- anonymity and context-specific independence. We present a variant called the many-agent I-POMDP that models both these types of structure to plan efficiently under uncertainty in multiagent settings. In particular, the complexity of the belief update and solution in the many-agent I-POMDP is polynomial in the number of agents compared with the exponential growth that challenges the original framework.
While exploiting structure helps mitigate the curse of many agents, the well-known curse of history that afflicts I-POMDPs continues to challenge scalability in terms of the planning horizon. The second contribution of this article is an application of the branch-and-bound scheme to reduce the exponential growth of the search tree for look ahead. For this, we introduce new fast-computing upper and lower bounds for the exact value function of the many-agent I-POMDP. This speeds up the look-ahead computations without trading off optimality, and reduces both memory and run time complexity. The third contribution is a comprehensive empirical evaluation of the methods on three new problems domains -- policing large protests, controlling traffic congestion at a busy intersection, and improving the AI for the popular Clash of Clans multiplayer game. We demonstrate the feasibility of exact self-interested planning in these large problems, and that our methods for speeding up the planning are effective. Altogether, these contributions represent a principled and significant advance toward moving self-interested planning under uncertainty to real-world applications.