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Related papers: Learning Mean Field Games on Sparse Graphs: A Hybr…

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Recent advances at the intersection of dense large graph limits and mean field games have begun to enable the scalable analysis of a broad class of dynamical sequential games with large numbers of agents. So far, results have been largely…

Computer Science and Game Theory · Computer Science 2022-02-21 Kai Cui , Heinz Koeppl

Recent advances in deep learning has witnessed many innovative frameworks that solve high dimensional mean-field games (MFG) accurately and efficiently. These methods, however, are restricted to solving single-instance MFG and demands…

Machine Learning · Computer Science 2024-04-25 Han Huang , Rongjie Lai

This paper studies linear quadratic graphon mean field games (LQ-GMFGs) with common noise, in which a large number of agents are coupled via a weighted undirected graph. One special feature, compared with the well-studied graphon mean field…

Optimization and Control · Mathematics 2025-07-03 De-xuan Xu , Zhun Gou , Nan-jing Huang , Shuang Gao

In this book, we present a curated collection of existing results on inverse problems for Mean Field Games (MFGs), a cutting-edge and rapidly evolving field of research. Our aim is to provide fresh insights, novel perspectives, and a…

Analysis of PDEs · Mathematics 2025-03-20 Hongyu Liu , Catharine W. K. Lo , Shen Zhang

Methods like multi-agent reinforcement learning struggle to scale with growing population size. Mean-field games (MFGs) are a game-theoretic approach that can circumvent this by finding a solution for an abstract infinite population, which…

Multiagent Systems · Computer Science 2025-12-23 Patrick Benjamin , Alessandro Abate

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

We investigate multi-agent imitation learning (IL) within the framework of mean field games (MFGs), considering the presence of time-varying correlated signals. Existing MFG IL algorithms assume demonstrations are sampled from Mean Field…

Multiagent Systems · Computer Science 2024-10-04 Zhiyu Zhao , Qirui Mi , Ning Yang , Xue Yan , Haifeng Zhang , Jun Wang , Yaodong Yang

Mean field games (MFGs) have emerged as a powerful framework for modeling interactions in large-scale multi-agent systems. Despite recent advancements in reinforcement learning (RL) for MFGs, existing methods are typically limited to finite…

Machine Learning · Computer Science 2025-10-28 Lorenzo Magnino , Kai Shao , Zida Wu , Jiacheng Shen , Mathieu Laurière

Mean-field reinforcement learning has become a popular theoretical framework for efficiently approximating large-scale multi-agent reinforcement learning (MARL) problems exhibiting symmetry. However, questions remain regarding the…

Computer Science and Game Theory · Computer Science 2024-02-09 Batuhan Yardim , Artur Goldman , Niao He

This paper investigates mean field games and control on sparse networks. In the case of large expander graphs, the limit topologies are analyzed using the graphexon framework, which characterizes both dense network limits and sparse…

Optimization and Control · Mathematics 2026-04-16 Tao Zhang , Peter E. Caines

While multi-agent reinforcement learning (MARL) has been proven effective across both collaborative and competitive tasks, existing algorithms often struggle to scale to large populations of agents. Recent advancements in mean-field (MF)…

Multiagent Systems · Computer Science 2026-02-16 Bhavini Jeloka , Yue Guan , Panagiotis Tsiotras

When controlling multi-agent systems, the trade-off between performance and scalability is a major challenge. Here, we address this difficulty by using mean field games (MFGs), which is a framework that deduces the macroscopic dynamics…

Optimization and Control · Mathematics 2021-08-06 Daisuke Inoue , Yuji Ito , Takahito Kashiwabara , Norikazu Saito , Hiroaki Yoshida

We propose a novel framework for value function factorization in multi-agent deep reinforcement learning (MARL) using graph neural networks (GNNs). In particular, we consider the team of agents as the set of nodes of a complete directed…

Machine Learning · Computer Science 2021-02-11 Navid Naderializadeh , Fan H. Hung , Sean Soleyman , Deepak Khosla

This paper studies two fundamental problems in regularized Graphon Mean-Field Games (GMFGs). First, we establish the existence of a Nash Equilibrium (NE) of any $\lambda$-regularized GMFG (for $\lambda\geq 0$). This result relies on weaker…

Computer Science and Game Theory · Computer Science 2023-10-13 Fengzhuo Zhang , Vincent Y. F. Tan , Zhaoran Wang , Zhuoran Yang

Machine learning methods on graphs have proven useful in many applications due to their ability to handle generally structured data. The framework of Gaussian Markov Random Fields (GMRFs) provides a principled way to define Gaussian models…

Machine Learning · Statistics 2022-06-13 Joel Oskarsson , Per Sidén , Fredrik Lindsten

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

This paper studies approximate solutions to large-scale linear quadratic stochastic games with homogeneous nodal dynamics parameters and heterogeneous network couplings within the graphon mean field game framework in [2]-[4]. A graphon…

Systems and Control · Electrical Eng. & Systems 2021-10-22 Shuang Gao , Peter E. Caines , Minyi Huang

The mean field games (MFG) paradigm was introduced to provide tractable approximations of games involving very large populations. The theory typically rests on two key assumptions: homogeneity, meaning that all players share the same…

Optimization and Control · Mathematics 2025-11-10 Mathieu Laurière

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

We present a method enabling a large number of agents to learn how to flock, which is a natural behavior observed in large populations of animals. This problem has drawn a lot of interest but requires many structural assumptions and is…

Multiagent Systems · Computer Science 2021-05-18 Sarah Perrin , Mathieu Laurière , Julien Pérolat , Matthieu Geist , Romuald Élie , Olivier Pietquin