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Black-box coevolution in mixed-motive games is often undermined by opponent-drift non-stationarity and noisy rollouts, which distort progress signals and can induce cycling, Red-Queen dynamics, and detachment. We propose the \emph{Marker…

Neural and Evolutionary Computing · Computer Science 2026-05-07 Hao Shi , Xi Li , Fangfang Xie

Mean-field games (MFG) were introduced to efficiently analyze approximate Nash equilibria in large population settings. In this work, we consider entropy-regularized mean-field games with a finite state-action space in a discrete time…

Computer Science and Game Theory · Computer Science 2022-07-26 Yue Guan , Mi Zhou , Ali Pakniyat , Panagiotis Tsiotras

This paper proposes a new mathematical paradigm to analyze discrete-time mean-field games. It is shown that finding Nash equilibrium solutions for a general class of discrete-time mean-field games is equivalent to solving an optimization…

Optimization and Control · Mathematics 2023-08-29 Xin Guo , Anran Hu , Junzi Zhang

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

Traditional mean-field game (MFG) solvers operate on an instance-by-instance basis, which becomes infeasible when many related problems must be solved (e.g., for seeking a robust description of the solution under perturbations of the…

Optimization and Control · Mathematics 2025-10-24 Dena Firoozi , Anastasis Kratsios , Xuwei Yang

Motivated by the recent interests in asymmetric mean field games, this paper provides a general framework of Heterogeneous Mean Field Game (HMFG) that subsumes different formulations of graphon mean field games. The key feature of the HMFG…

Optimization and Control · Mathematics 2025-11-26 Bixing Qiao

To better conform to data geometry, recent deep generative modelling techniques adapt Euclidean constructions to non-Euclidean spaces. In this paper, we study normalizing flows on manifolds. Previous work has developed flow models for…

Machine Learning · Statistics 2020-06-19 Aaron Lou , Derek Lim , Isay Katsman , Leo Huang , Qingxuan Jiang , Ser-Nam Lim , Christopher De Sa

This paper studies infinite horizon linear quadratic (LQ) mean field problems with common noise and regime switching, covering both control and game formulations. To establish a theoretical foundation for the LQ framework, we first analyze…

Optimization and Control · Mathematics 2025-11-24 Qingmeng Wei , Yaqi Xu

We introduce (U)NFV, a modular neural network architecture that generalizes classical finite volume (FV) methods for solving hyperbolic conservation laws. Hyperbolic partial differential equations (PDEs) are challenging to solve,…

Mean field games (MFGs) model interactions in large-population multi-agent systems through population distributions. Traditional learning methods for MFGs are based on fixed-point iteration (FPI), where policy updates and induced population…

Machine Learning · Computer Science 2025-02-17 Chenyu Zhang , Xu Chen , Xuan Di

In this paper, we study two kinds of inverse problems for Mean Field Games (MFGs) with common noise. Our focus is on MFGs described by a coupled system of stochastic Hamilton-Jacobi-Bellman and Fokker-Planck equations. Firstly, we establish…

Analysis of PDEs · Mathematics 2024-12-12 Qi Lü , Zhonghua Liao

In this paper we study a type of games regularized by the relative entropy, where the players' strategies are coupled through a random environment variable. Besides the existence and the uniqueness of equilibria of such games, we prove that…

Computer Science and Game Theory · Computer Science 2020-04-24 Giovanni Conforti , Anna Kazeykina , Zhenjie Ren

We investigate mean-field games (MFG) in which agents can actively control their speed of access to information. Specifically, the agents can dynamically decide to obtain observations with reduced delay by accepting higher observation…

Optimization and Control · Mathematics 2025-06-03 Dirk Becherer , Christoph Reisinger , Jonathan Tam

This paper studies multidimensional mean field games with common noise and the related system of McKean-Vlasov forward-backward stochastic differential equations deriving from the stochastic maximum principle. We first propose some…

Probability · Mathematics 2022-12-26 Jodi Dianetti

We develop a unified model, known as MgNet, that simultaneously recovers some convolutional neural networks (CNN) for image classification and multigrid (MG) methods for solving discretized partial differential equations (PDEs). This model…

Computer Vision and Pattern Recognition · Computer Science 2024-12-20 Juncai He , Jinchao Xu

Methods based on Deep Learning have recently been applied on astrophysical parameter recovery thanks to their ability to capture information from complex data. One of these methods is the approximate Bayesian Neural Networks (BNNs) which…

Instrumentation and Methods for Astrophysics · Physics 2023-06-21 Héctor J. Hortúa , Luz Ángela García , Leonardo Castañeda C

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

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

Recently, message-passing graph neural networks (MPNNs) have shown potential for solving combinatorial and continuous optimization problems due to their ability to capture variable-constraint interactions. While existing approaches leverage…

Artificial Intelligence · Computer Science 2025-02-05 Chendi Qian , Christopher Morris

This paper proposes novel fixed-time (FXT) convergent neurodynamic approaches for solving mixed variational inequality problems (MVIs). A class of first-order proximal neurodynamic models (PNMs), including time-varying proximal neurodynamic…

Optimization and Control · Mathematics 2026-05-04 Vajahat Karim Khan , Vijendra Kumar Varshney , Md. Kalimuddin Ahmad