A multi-agent system (M.A.S.) is a computerized system composed of multiple interacting intelligent agents within an environment. Multi-agent systems can be used to solve problems that are difficult or impossible for an individual agent or a monolithic system to solve. Intelligence may include some methodic, functional, procedural approach, algorithmic search or reinforcement learning.
On CodinGame, a multi-agent game is a game where you can control several characters/units separately to achieve a common goal.
Source: Wikipedia (license)