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arXiv · 2604.05685

Discrete Mean Field Games on Finite Graphs as Initial Value Optimization

Yaxin Feng·Yang Xiang·Haomin Zhou
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Abstract

In this paper, we propose an initial value fomulation of the discrete mean field games on finite graphs (Graph MFG), and design a neural network based approach to solve it. Graph MFG describes infinite, non-cooperative and interactive homogeneous agents move on node states through the edges to optimize their own goals. Nash Equilibrium of the Graph MFG is characterized by a coupled ordinary differential equations (ODE) system, including the discrete forward continuity equation and the discrete backward Hamilton-Jacobi equation. In this paper, we mainly focus on the potential mean field games (Potential MFG) on finite graphs, which has an infinite-dimensional constrained optimization structure. We reformulate Potential MFG as an initial value finite-dimentional optimization problem with dynamics constrains, names Graph MFG-IV. Specifically, the initial condition of the Hamilton-Jacobi equation is regarded as the unique variable, constrained by the coupled Hamilton-Jacobi and continuity equation system as the ODE integrator. This formulation is a reduced-order model, which avoids time-discretization of the infinite-dimensional path and has a much smaller searching space than the general path-wise problem setting. We design a neural network-based approach to solve the Graph MFG-IV problem.

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Yaxin Feng, Yang Xiang, Haomin Zhou. 2026-04-07. Discrete Mean Field Games on Finite Graphs as Initial Value Optimization. https://arxiv.org/abs/2604.05685

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