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arXiv 提交日期: 2026-06-21
📄 Abstract - Stationary Robust Mean-Field Games under Model Mismatches

Deploying multi-agent reinforcement learning (MARL) in the real world is often limited by model mismatches between the training simulators and the true environment, which could be further amplified through strategic interactions and result in severe performance degradation upon deployment. Distributional robustness offers a principled response by optimizing policies against worst-case transition models drawn from an uncertainty set, but standard robust MARL frameworks become increasingly intractable as the number of agents grows. This paper develops an infinite-horizon, stationary mean-field game framework that incorporates distributional model uncertainty directly into the population-coupled dynamics. We establish a robust dynamic programming principle with a contractive Bellman operator and prove the existence of a stationary robust mean-field equilibrium via a fixed-point argument. We further develop the first concrete algorithm with convergence guarantees. We then connect the mean-field solution to a finite-population robust game whose ambiguity sets depend on the empirical distribution, showing that the mean-field equilibrium policy induces approximate equilibrium behavior as the population size increases. Under a contractive robust-dynamics regime, we further obtain explicit non-asymptotic error bounds. Numerical experiments further illustrate the qualitative and quantitative impact of robustness under multiple uncertainty models, validating our theoretical findings.

顶级标签: reinforcement learning multi-agents theory
详细标签: mean-field games distributional robustness model mismatch markov game equilibrium 或 搜索:

模型失配下的平稳鲁棒平均场博弈 / Stationary Robust Mean-Field Games under Model Mismatches


1️⃣ 一句话总结

本文提出了一种针对多智能体强化学习中训练环境与真实环境不一致(模型失配)问题的鲁棒平均场博弈框架,通过引入分布鲁棒性并建立带压缩Bellman算子的动态规划原理,证明了平稳鲁棒均衡的存在性,开发了首个具有收敛保证的算法,并证明了该均衡可在大规模智能体系统中提供近似最优的鲁棒策略。

源自 arXiv: 2606.22579