Entropy-Regularized Mean-Field Games with Average-Reward Criterion: Span-Seminorm Contractions and Model-Free Learning

Abstract:We study stationary discrete-time mean-field games with finite state and action spaces under the average-reward criterion, with an entropy-regularized objective and population-dependent dynamics and rewards. Under a minorization condition, the soft Q-operator is a span-seminorm contraction for the full transition kernel, so relative value iteration does not require the minorizing measure. When the Lipschitz constant of the kernel is below the minorization mass and the temperature exceeds an explicit threshold, the equilibrium fixed-point operator is a contraction: an equilibrium exists, its population distribution is unique, and a fixed-point iteration converges to it geometrically. We then learn the equilibrium model-free from a simulator, combining soft Q-learning at a fixed population distribution with an empirical transition kernel. We prove a finite-sample bound for soft Q-learning in the span seminorm, with temperature-independent constants, and derive convergence rates for the learned population distribution and policy. A congestion-aware routing game illustrates the results.

Optimization and Control (math.OC); Computer Science and Game Theory (cs.GT); Machine Learning (cs.LG)

arXiv:2610.15871 [math.OC]

(or arXiv:2610.15871v1 [math.OC] for this version)

https://doi.org/10.48550/arXiv.2610.15871 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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