Discrete Mean Field Games on Finite Graphs as Initial Value Optimization
Abstract
In this paper, we propose an initial value fomulation of the discrete mean field games on finite graphs (Graph MFG), and design a neural network based approach to solve it. Graph MFG describes infinite, non-cooperative and interactive homogeneous agents move on node states through the edges to optimize their own goals. Nash Equilibrium of the Graph MFG is characterized by a coupled ordinary differential equations (ODE) system, including the discrete forward continuity equation and the discrete backward Hamilton-Jacobi equation. In this paper, we mainly focus on the potential mean field games (Potential MFG) on finite graphs, which has an infinite-dimensional constrained optimization structure. We reformulate Potential MFG as an initial value finite-dimentional optimization problem with dynamics constrains, names Graph MFG-IV. Specifically, the initial condition of the Hamilton-Jacobi equation is regarded as the unique variable, constrained by the coupled Hamilton-Jacobi and continuity equation system as the ODE integrator. This formulation is a reduced-order model, which avoids time-discretization of the infinite-dimensional path and has a much smaller searching space than the general path-wise problem setting. We design a neural network-based approach to solve the Graph MFG-IV problem.
Keywords
Cite
@article{arxiv.2604.05685,
title = {Discrete Mean Field Games on Finite Graphs as Initial Value Optimization},
author = {Yaxin Feng and Yang Xiang and Haomin Zhou},
journal= {arXiv preprint arXiv:2604.05685},
year = {2026}
}