I think a 'player' is a specific type of agent - one that participates competitively in a game. The term agent is more generic. An agent can be modeled as part of a game, but not necessarily participate in the game. Think of a court case. The players are the plaintiff and defendent. But the judge is one of the agents in the game.

Thank you for responses.

In game theory there is no formal difference between player and agent. Some authors prefer the term "player" and others may prefer the term "agent". In general, if your audience is formed by game theorists, the term "player" is fine, because it makes clear the kind of decision maker you are referring to. If your audience is not formed by game theorists, the term "agent" may be more appropriate in order to avoid misunderstandings (unless your are talking about actual tabletop games).