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Mean Field Control Games (MFCG), introduced in [Angiuli et al., 2022a], represent competitive games between a large number of large collaborative groups of agents in the infinite limit of number and size of groups. In this paper, we prove…

Optimization and Control · Mathematics 2024-06-05 Andrea Angiuli , Jean-Pierre Fouque , Mathieu Laurière , Mengrui Zhang

Designing suitable reward functions for numerous interacting intelligent agents is challenging in real-world applications. Inverse reinforcement learning (IRL) in mean field games (MFGs) offers a practical framework to infer reward…

Machine Learning · Computer Science 2025-09-05 Yang Chen , Xiao Lin , Bo Yan , Libo Zhang , Jiamou Liu , Neset Özkan Tan , Michael Witbrock

This paper presents a general mean-field game (GMFG) framework for simultaneous learning and decision-making in stochastic games with a large population. It first establishes the existence of a unique Nash Equilibrium to this GMFG, and…

Optimization and Control · Mathematics 2021-10-12 Xin Guo , Anran Hu , Renyuan Xu , Junzi Zhang

We present a new combined \textit{mean field control game} (MFCG) problem which can be interpreted as a competitive game between collaborating groups and its solution as a Nash equilibrium between groups. Players coordinate their strategies…

Optimization and Control · Mathematics 2023-02-16 Andrea Angiuli , Nils Detering , Jean-Pierre Fouque , Mathieu Lauriere , Jimin Lin

We present the development and analysis of a reinforcement learning (RL) algorithm designed to solve continuous-space mean field game (MFG) and mean field control (MFC) problems in a unified manner. The proposed approach pairs the…

Optimization and Control · Mathematics 2025-03-07 Andrea Angiuli , Jean-Pierre Fouque , Ruimeng Hu , Alan Raydan

The designs of many large-scale systems today, from traffic routing environments to smart grids, rely on game-theoretic equilibrium concepts. However, as the size of an $N$-player game typically grows exponentially with $N$, standard game…

Computer Science and Game Theory · Computer Science 2022-08-23 Paul Muller , Romuald Elie , Mark Rowland , Mathieu Lauriere , Julien Perolat , Sarah Perrin , Matthieu Geist , Georgios Piliouras , Olivier Pietquin , Karl Tuyls

Mean Field Games (MFG) are the class of games with a very large number of agents and the standard equilibrium concept is a Mean Field Equilibrium (MFE). Algorithms for learning MFE in dynamic MFGs are unknown in general. Our focus is on an…

Optimization and Control · Mathematics 2021-02-02 Kiyeob Lee , Desik Rengarajan , Dileep Kalathil , Srinivas Shakkottai

Mean Field Games (MFGs) offer a powerful framework for studying large-scale multi-agent systems. Yet, learning Nash equilibria in MFGs remains a challenging problem, particularly when the initial distribution is unknown or when the…

Machine Learning · Computer Science 2025-09-04 Zida Wu , Mathieu Lauriere , Matthieu Geist , Olivier Pietquin , Ankur Mehta

Mean-field game theory relies on approximating games that are intractable to model due to a very large to infinite population of players. While these kinds of games can be solved analytically via the associated system of partial…

Machine Learning · Computer Science 2026-04-16 Anna C. M. Thöni , Yoram Bachrach , Tal Kachman

Mean-field games (MFG) have become significant tools for solving large-scale multi-agent reinforcement learning problems under symmetry. However, the assumption of exact symmetry limits the applicability of MFGs, as real-world scenarios…

Computer Science and Game Theory · Computer Science 2024-08-28 Batuhan Yardim , Niao He

Mean field games (MFG) and mean field control (MFC) problems have been introduced to study large populations of strategic players. They correspond respectively to non-cooperative or cooperative scenarios, where the aim is to find the Nash…

Computer Science and Game Theory · Computer Science 2023-12-19 Rene Carmona , Gokce Dayanikli , Francois Delarue , Mathieu Lauriere

The Mean-Field approximation is a tractable approach for studying large population dynamics. However, its assumption on homogeneity and universal connections among all agents limits its applicability in many real-world scenarios.…

Computer Science and Game Theory · Computer Science 2023-10-26 Peihan Huo , Oscar Peralta , Junyu Guo , Qiaomin Xie , Andreea Minca

Mean Field Games (MFGs) have the ability to handle large-scale multi-agent systems, but learning Nash equilibria in MFGs remains a challenging task. In this paper, we propose a deep reinforcement learning (DRL) algorithm that achieves…

Computer Science and Game Theory · Computer Science 2024-03-07 Zida Wu , Mathieu Lauriere , Samuel Jia Cong Chua , Matthieu Geist , Olivier Pietquin , Ankur Mehta

Learning by experience in Multi-Agent Systems (MAS) is a difficult and exciting task, due to the lack of stationarity of the environment, whose dynamics evolves as the population learns. In order to design scalable algorithms for systems…

Optimization and Control · Mathematics 2020-02-24 Romuald Elie , Julien Pérolat , Mathieu Laurière , Matthieu Geist , Olivier Pietquin

Mean Field Games (MFGs) can potentially scale multi-agent systems to extremely large populations of agents. Yet, most of the literature assumes a single initial distribution for the agents, which limits the practical applications of MFGs.…

Machine Learning · Computer Science 2021-09-21 Sarah Perrin , Mathieu Laurière , Julien Pérolat , Romuald Élie , Matthieu Geist , Olivier Pietquin

Mean field games (MFG) and mean field control (MFC) are critical classes of multi-agent models for efficient analysis of massive populations of interacting agents. Their areas of application span topics in economics, finance, game theory,…

Machine Learning · Computer Science 2022-06-08 Lars Ruthotto , Stanley Osher , Wuchen Li , Levon Nurbekyan , Samy Wu Fung

Mean field games (MFGs) tractably model behavior in large agent populations. The literature on learning MFG equilibria typically focuses on finding Nash equilibria (NE), which assume perfectly rational agents and are hence implausible in…

Computer Science and Game Theory · Computer Science 2025-01-31 Yannick Eich , Christian Fabian , Kai Cui , Heinz Koeppl

Existing multi-agent reinforcement learning methods are limited typically to a small number of agents. When the agent number increases largely, the learning becomes intractable due to the curse of the dimensionality and the exponential…

Multiagent Systems · Computer Science 2020-12-16 Yaodong Yang , Rui Luo , Minne Li , Ming Zhou , Weinan Zhang , Jun Wang

Finite-state mean-field games (MFGs) arise as limits of large interacting particle systems and are governed by an MFG system, a coupled forward-backward differential equation consisting of a forward Kolmogorov-Fokker-Planck (KFP) equation…

Optimization and Control · Mathematics 2026-02-16 William Hofgard , Asaf Cohen , Mathieu Laurière

Learning the behavior of large agent populations is an important task for numerous research areas. Although the field of multi-agent reinforcement learning (MARL) has made significant progress towards solving these systems, solutions for…

Multiagent Systems · Computer Science 2024-02-26 Christian Fabian , Kai Cui , Heinz Koeppl