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We introduce two Smoothed Policy Iteration algorithms (\textbf{SPI}s) as rules for learning policies and methods for computing Nash equilibria in second order potential Mean Field Games (MFGs). Global convergence is proved if the coupling…

Optimization and Control · Mathematics 2023-04-18 Qing Tang , Jiahao Song

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

This paper presents an MFG-based decision-making framework for autonomous driving in heterogeneous traffic. To capture diverse human behaviors, we propose a quantitative driving style representation that maps abstract traits to parameters…

Robotics · Computer Science 2025-09-08 Liancheng Zheng , Zhen Tian , Yangfan He , Shuo Liu , Huilin Chen , Fujiang Yuan , Yanhong Peng

Particle-based methods are a practical tool in computational fluid dynamics, and novel types of methods have been proposed. However, widely developed Lagrangian-type formulations suffer from the nonuniform distribution of particles, which…

Fluid Dynamics · Physics 2025-03-26 Takeharu Matsuda , Satoshi Ii

We address the numerical approximation of Mean Field Games with local couplings. For power-like Hamiltonians, we consider both unconstrained and constrained stationary systems with density constraints in order to model hard congestion…

Optimization and Control · Mathematics 2019-02-08 L. M. Briceño-Arias , D. Kalise , F. J. Silva

In this paper, we characterize the asymptotic behavior of a first-order stationary mean-field game (MFG) with a logarithm coupling, a quadratic Hamiltonian, and a periodically oscillating potential. This study falls into the realm of the…

Analysis of PDEs · Mathematics 2019-05-07 Rita Ferreira , Diogo Gomes , Xianjin Yang

Mean Field Games (MFG) provide a theoretical frame to model socio-economic systems. In this letter, we study a particular class of MFG which shows strong analogies with the {\em non-linear Schr\"odinger and Gross-Pitaevski equations}…

Physics and Society · Physics 2016-03-30 Igor Swiecicki , Thierry Gobron , Denis Ullmo

Training deep neural networks remains computationally intensive due to the itera2 tive nature of gradient-based optimization. We propose Gradient Flow Matching (GFM), a continuous-time modeling framework that treats neural network training…

Machine Learning · Computer Science 2025-05-27 Xiao Shou , Yanna Ding , Jianxi Gao

This paper studies the inverse problem of flow matching (FM) between distributions with finite exponential moment, a problem motivated by modern generative AI applications such as the distillation of flow matching models. Uniqueness of the…

Machine Learning · Computer Science 2025-12-30 Alexander Korotin , Gudmund Pammer

Here, we study radial solutions for first- and second-order stationary Mean-Field Games (MFG) with congestion on $\mathbb{R}^d$. MFGs with congestion model problems where the agents' motion is hampered in high-density regions. The radial…

Analysis of PDEs · Mathematics 2017-03-23 David Evangelista , Diogo A. Gomes , Levon Nurbekyan

The standard formulation of the PDE system of Mean Field Games (MFG) requires the differentiability of the Hamiltonian. However in many cases, the structure of the underlying optimal problem leads to a convex but nondifferentiable…

Numerical Analysis · Mathematics 2025-02-17 Yohance A. P. Osborne , Iain Smears

We investigate an infinite-horizon time-inconsistent mean-field game (MFG) in a discrete time setting. We first present a classic equilibrium for the MFG and its associated existence result. This classic equilibrium aligns with the…

Optimization and Control · Mathematics 2024-09-13 Erhan Bayraktar , Zhenhua Wang

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

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

Mean-field control (MFC) offers a scalable solution to the curse of dimensionality in multi-agent systems but traditionally hinges on the restrictive assumption of exchangeability via dense, all-to-all interactions. In this work, we bridge…

Multiagent Systems · Computer Science 2026-01-30 Tobias Schmidt , Kai Cui

The mean field limit of large-population symmetric stochastic differential games is derived in a general setting, with and without common noise, on a finite time horizon. Minimal assumptions are imposed on equilibrium strategies, which may…

Probability · Mathematics 2014-08-13 Daniel Lacker

This paper introduces Deep Policy Iteration (DPI), a novel approach that integrates the strengths of Neural Networks with the stability and convergence advantages of Policy Iteration (PI) to address high-dimensional stochastic Mean Field…

Optimization and Control · Mathematics 2024-07-15 Mouhcine Assouli , Badr Missaoui

This paper considers flow problems in multiscale heterogeneous porous media. The multiscale nature of the modeled process significantly complicates numerical simulations due to the need to compute huge and ill-conditioned sparse matrices,…

Numerical Analysis · Mathematics 2024-10-16 Djulustan Nikiforov , Leonardo A. Poveda , Dmitry Ammosov , Yesy Sarmiento , Juan Galvis

The optimal offloading of tasks in heterogeneous edge-computing scenarios is of great practical interest, both in the selfish and fully cooperative setting. In practice, such systems are typically very large, rendering exact solutions in…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-09-09 Kai Cui , Mustafa Burak Yilmaz , Anam Tahir , Anja Klein , Heinz Koeppl

Recent advances in cross-modal few-shot adaptation treat visual-semantic alignment as a continuous feature transport problem via Flow Matching (FM). However, we argue that Euclidean-based FM overlooks fundamental limitations of flat…

Computer Vision and Pattern Recognition · Computer Science 2026-02-25 Lin Li , Ziqi Jiang , Gefan Ye , Zhenqi He , Jiahui Li , Jun Xiao , Kwang-Ting Cheng , Long Chen
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