Abstract
**Read paper on the following link:** https://ifaamas.org/Proceedings/aamas2022/pdfs/p1028.pdf **Abstract:** We address the scaling of equilibrium computation in Mean Field Games (MFGs) by 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. 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 and converges significantly faster than FP by solving, for the first time to our knowledge, examples of MFGs with hundreds of billions states. As such, this study establishes the state-of-the-art for learning in large-scale multi-agent and multi-population games.
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