{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/scaling-up-mean-field-games-with-online","title":"Scaling up Mean Field Games with Online Mirror Descent","arxiv_id":"2103.00623","date":"2021-02-28","proceeding":null,"authors":["Julien Perolat","Sarah Perrin","Romuald Elie","Mathieu Laurière","Georgios Piliouras","Matthieu Geist","Karl Tuyls","Olivier Pietquin"],"abstract":"We address scaling up equilibrium computation in Mean Field Games (MFGs) using Online Mirror Descent (OMD). We show that continuous-time OMD provably converges to a Nash equilibrium under a natural and well-motivated set of monotonicity assumptions. This theoretical result nicely extends to multi-population games and to settings involving common noise. A thorough experimental investigation on various single and multi-population MFGs shows that OMD outperforms traditional algorithms such as Fictitious Play (FP). We empirically show that OMD scales up and converges significantly faster than FP by solving, for the first time to our knowledge, examples of MFGs with hundreds of billions states. This study establishes the state-of-the-art for learning in large-scale multi-agent and multi-population games.","url_abs":"https://arxiv.org/abs/2103.00623v1","url_pdf":"https://arxiv.org/pdf/2103.00623v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"scaling-up-mean-field-games-with-online","repo_url":"https://github.com/deepmind/open_spiel","is_official":1,"mentioned_in_paper":0,"mentioned_in_github":0,"framework":"none","reach":null}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":"https://syntology.ai/paper/2103.00623","atlas_url":"https://app.syntology.ai/?focus=2103.00623","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}