Homemath.OCarXiv:2605.29371

Kernel-based potential mean-field games with unbiased random Fourier $U$-statistics

math.OCMachine Learningcs.NAmath.NAstat.ML2026-05v1license

Abstract

We study the subclass of potential mean-field games in which the running interaction cost and the terminal target cost are both expressed through reproducing-kernel maximum mean discrepancy (MMD) penalties, and develop a computational framework that exploits this kernel structure. Both costs are estimated from finite-sample empirical distributions using a random Fourier U-statistic representation that is unbiased and has linear cost in the batch size. The drift of the controlled diffusion is parametrized by a neural network and trained via stochastic gradient descent. For this subclass we prove a sample-level almost-sure convergence theorem and an explicit almost-sure rate of convergence, under coupled rate conditions on the penalty parameter, the random-feature count, the sample size, and the optimization tolerance. The framework includes the kernel-MMD-penalty Schr\"odinger bridge problem as the special case of a vanishing interaction cost. Numerical experiments illustrate the method on the Schr\"odinger bridge problem in dimensions up to one hundred, and on an electric vehicle charging coordination problem with per-vehicle physical heterogeneity, where an aggregate-demand congestion cost represents price-feedback competition at the population level and the terminal MMD penalty shapes the state-of-charge distribution at the deadline.

Cite

@article{arxiv.2605.29371,
  title  = {Kernel-based potential mean-field games with unbiased random Fourier $U$-statistics},
  author = {Yumiharu Nakano},
  journal= {arXiv preprint arXiv:2605.29371},
  year   = {2026}
}