Scalable Deep Reinforcement Learning Algorithms for Mean Field Games

摘要

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 reinforcement learning (RL) methods. One limiting factor to further scale up using RL is that existing algorithms to solve MFGs require the mixing of approximated quantities such as strategies or $q$-values. This is far from being trivial in the case of non-linear function approximation that enjoy good generalization properties,