arXiv:2510.20017math.OCcs.LG2025-10被引 6

用神经算子一次性求解无穷多个希尔伯特空间的LQ均场博弈问题。

Simultaneously Solving Infinitely Many LQ Mean Field Games In Hilbert Spaces: The Power of Neural Operators

  • 训练神经算子学习从规则到均衡策略的映射关系。
  • 少量随机采样规则即可可靠求解未见的博弈变体,且参数量可控。
  • 适用于需要处理无限维动态或连续参数化代理的场景。

传统均场博弈求解器需逐个实例求解,当需处理大量相关问题时(如分析动态或效用扰动下的鲁棒解,或涉及连续参数化代理的情形)变得不可行。本文通过训练神经算子(NOs)来学习从分离希尔伯特空间上定义的线性二次均场博弈(LQ MFG)的问题数据(即动力学与代价泛函)到对应均衡策略的映射,克服了这一限制。主要结果为统计保证:在少量随机采样的规则上训练的神经算子,可可靠求解未见过的LQ MFG变体,即使在无限维情形下也成立。训练期间适当采样规则时,所需神经算子参数数量保持可控。该保证基于三项成果:(i) 高度非线性规则-均衡映射的局部利普希茨估计;(ii) 具有预设利普希茨正则性的神经算子的通用逼近定理(不同于传统结果中逼近误差趋零时算子利普希茨常数可能发散);(iii) 无限维空间中L-利普希茨学习者的新型样本复杂度界,直接适用于我们控制利普希茨常数的近似神经算子。

原文摘要 · Abstract (English)

Traditional mean-field game (MFG) solvers operate on an instance-by-instance basis, which becomes infeasible when many related problems must be solved (e.g., for seeking a robust description of the solution under perturbations of the dynamics or utilities, or in settings involving continuum-parameterized agents.). We overcome this by training neural operators (NOs) to learn the rules-to-equilibrium map from the problem data (``rules'': dynamics and cost functionals) of LQ MFGs defined on separable Hilbert spaces to the corresponding equilibrium strategy. Our main result is a statistical guarantee: an NO trained on a small number of randomly sampled rules reliably solves unseen LQ MFG variants, even in infinite-dimensional settings. The number of NO parameters needed remains controlled under appropriate rule sampling during training. Our guarantee follows from three results: (i) local-Lipschitz estimates for the highly nonlinear rules-to-equilibrium map; (ii) a universal approximation theorem using NOs with a prespecified Lipschitz regularity (unlike traditional NO results where the NO's Lipschitz constant can diverge as the approximation error vanishes); and (iii) new sample-complexity bounds for $L$-Lipschitz learners in infinite dimensions, directly applicable as the Lipschitz constants of our approximating NOs are controlled in (ii).

均场博弈神经算子无限维优化

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