用神经算子统一求解带约束的平均场博弈,可快速适配新边界条件。
PIONM: A Generalized Approach to Solving Density-Constrained Mean-Field Games Equilibrium under Modified Boundary Conditions
- 用物理信息神经算子建模密度演化,输入边界条件即可求解
- 训练一次后可零成本切换初始分布、障碍物等边界条件
- 适合需要频繁调整初始状态或终端函数的博弈系统设计
基于神经网络的方法在求解高维平均场博弈(MFGs)均衡方面表现优异,但其应用受限于耦合偏微分方程(PDEs)求解的计算开销。此外,修改初始状态分布或终端价值函数等边界条件需大量重训,影响扩展性。为此,本文提出通用框架PIONM(Physics-Informed Neural Operator NF-MKV Net),利用物理信息神经算子求解MFG方程。PIONM将边界条件作为输入特征,通过离散时间归一化流建模密度演化,训练后可高效计算任意时间步的密度分布。该方法在不同边界条件下(包括障碍物、扩散系数、初始密度和终端函数)均能保持密度约束,实现对变化条件的快速适应,相比现有方法具备更强的可扩展性与泛化能力。
原文摘要 · Abstract (English)
Neural network-based methods are effective for solving equilibria in Mean-Field Games (MFGs), particularly in high-dimensional settings. However, solving the coupled partial differential equations (PDEs) in MFGs limits their applicability since solving coupled PDEs is computationally expensive. Additionally, modifying boundary conditions, such as the initial state distribution or terminal value function, necessitates extensive retraining, reducing scalability. To address these challenges, we propose a generalized framework, PIONM (Physics-Informed Neural Operator NF-MKV Net), which leverages physics-informed neural operators to solve MFGs equations. PIONM utilizes neural operators to compute MFGs equilibria for arbitrary boundary conditions. The method encodes boundary conditions as input features and trains the model to align them with density evolution, modeled using discrete-time normalizing flows. Once trained, the algorithm efficiently computes the density distribution at any time step for modified boundary condition, ensuring efficient adaptation to different boundary conditions in MFGs equilibria. Unlike traditional MFGs methods constrained by fixed coefficients, PIONM efficiently computes equilibria under varying boundary conditions, including obstacles, diffusion coefficients, initial densities, and terminal functions. PIONM can adapt to modified conditions while preserving density distribution constraints, demonstrating superior scalability and generalization capabilities compared to existing methods.
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