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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

We propose a policy iteration method to solve an inverse problem for a mean-field game (MFG) model, specifically to reconstruct the obstacle function in the game from the partial observation data of value functions, which represent the…

Optimization and Control · Mathematics 2026-02-12 Kui Ren , Nathan Soedjak , Shanyin Tong

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

The recent mean field game (MFG) formalism facilitates otherwise intractable computation of approximate Nash equilibria in many-agent settings. In this paper, we consider discrete-time finite MFGs subject to finite-horizon objectives. We…

Multiagent Systems · Computer Science 2022-07-11 Kai Cui , Heinz Koeppl

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 Game (MFG) serves as a crucial mathematical framework in modeling the collective behavior of individual agents interacting stochastically with a large population. In this work, we aim at solving a challenging class of MFGs in…

Machine Learning · Statistics 2022-09-21 Guan-Horng Liu , Tianrong Chen , Oswin So , Evangelos A. Theodorou

Although the field of multi-agent reinforcement learning (MARL) has made considerable progress in the last years, solving systems with a large number of agents remains a hard challenge. Graphon mean field games (GMFGs) enable the scalable…

Multiagent Systems · Computer Science 2023-03-14 Christian Fabian , Kai Cui , Heinz Koeppl

To generalize the model trained in source domains to unseen target domains, domain generalization (DG) has recently attracted lots of attention. Since target domains can not be involved in training, overfitting source domains is inevitable.…

Computer Vision and Pattern Recognition · Computer Science 2022-08-09 Jian Zhang , Lei Qi , Yinghuan Shi , Yang Gao

We study infinite horizon discounted Mean Field Control (MFC) problems with common noise through the lens of Mean Field Markov Decision Processes (MFMDP). We allow the agents to use actions that are randomized not only at the individual…

Optimization and Control · Mathematics 2021-10-14 René Carmona , Mathieu Laurière , Zongjun Tan

We propose a novel mean field games (MFGs) based GAN(generative adversarial network) framework. To be specific, we utilize the Hopf formula in density space to rewrite MFGs as a primal-dual problem so that we are able to train the model via…

Machine Learning · Computer Science 2021-03-16 Shaojun Ma , Haomin Zhou , Hongyuan Zha

Mean field games (MFGs) are a promising framework for modeling the behavior of large-population systems. However, solving MFGs can be challenging due to the coupling of forward population evolution and backward agent dynamics. Typically,…

Machine Learning · Computer Science 2024-07-17 Chenyu Zhang , Xu Chen , Xuan Di

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 propose a single-level numerical approach to solve Stackelberg mean field game (MFG) problems. In Stackelberg MFG, an infinite population of agents play a non-cooperative game and choose their controls to optimize their individual…

Optimization and Control · Mathematics 2024-04-24 Gokce Dayanikli , Mathieu Lauriere

Mean Field Game (MFG) models implicitly assume "rational expectations", meaning that the heterogeneous agents being modeled correctly know all relevant transition probabilities for the complex system they inhabit. When there is common…

Analysis of PDEs · Mathematics 2026-02-26 Benjamin Moll , Lenya Ryzhik

We study policy optimization in Stackelberg mean field games (MFGs), a hierarchical framework for modeling the strategic interaction between a single leader and an infinitely large population of homogeneous followers. The objective can be…

Machine Learning · Computer Science 2025-11-27 Sihan Zeng , Benjamin Patrick Evans , Sujay Bhatt , Leo Ardon , Sumitra Ganesh , Alec Koppel

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

Multiresolution Matrix Factorization (MMF) is unusual amongst fast matrix factorization algorithms in that it does not make a low rank assumption. This makes MMF especially well suited to modeling certain types of graphs with complex…

Machine Learning · Computer Science 2024-08-20 Truong Son Hy , Thieu Khang , Risi Kondor

Mean Field Games (MFGs) have been introduced to efficiently approximate games with very large populations of strategic agents. Recently, the question of learning equilibria in MFGs has gained momentum, particularly using model-free…

Mean Field Control (MFC) is a powerful approximation tool to solve large-scale Multi-Agent Reinforcement Learning (MARL) problems. However, the success of MFC relies on the presumption that given the local states and actions of all the…

Machine Learning · Computer Science 2023-05-30 Washim Uddin Mondal , Vaneet Aggarwal , Satish V. Ukkusuri

This paper introduces a framework of Constrained Mean-Field Games (CMFGs), where each agent solves a constrained Markov decision process (CMDP). This formulation captures scenarios in which agents' strategies are subject to feasibility,…

Optimization and Control · Mathematics 2025-10-15 Anran Hu , Zijiu Lyu