A Globally Convergent Flow for Time-Dependent Mean Field Games and a Solver-Agnostic Framework for Inverse Problems

Mathematics > Optimization and Control [Submitted on 11 Mar 2026 (v1), last revised 18 Jun 2026 (this version, v2)] Title:A Globally Convergent Flow for Time-Dependent Mean Field Games and a Solver-Agnostic Framework for Inverse Problems View PDF HTML (experimental)Abstract:Mean field games (MFGs) describe the limiting behavior of large populations of strategically interacting agents. This paper addresses two numerical challenges for MFGs: globally convergent forward solvers and solver-agnostic methods for inverse problems. For the forward problem, we extend the Hessian--Riemannian flow (HRF), previously developed for stationary MFGs, to time-dependent MFGs. We first discretize the system in space and time and then construct the flow directly on the resulting finite-dimensional problem. The proposed flow exploits Lasry--Lions monotonicity, preserves the initial density and terminal value function, and maintains positivity and mass of the density. Under standard assumptions, we prove global convergence of the HRF and show how to recover a solution of the full discretized time-dependent MFG system from its limit. For the inverse problem, we formulate parameter estimation as a bilevel problem in which the outer problem updates unknown coefficients and the inner problem solves the discretized MFG system. Gradients of the outer objective are obtained by differentiating the discretized MFG system at the inner solution, rather than differentiating through the iterations of a particular forward solver. This yields a solver-agnostic framework with adjoint-based gradient descent and Gauss--Newton acceleration. Numerical experiments on stationary and time-dependent MFGs demonstrate the effectiveness of the proposed methods. Submission history From: Xianjin Yang [view email][v1] Wed, 11 Mar 2026 02:12:36 UTC (21,834 KB) [v2] Thu, 18 Jun 2026 13:43:49 UTC (22,217 KB) References & Citations Loading... Bibliographic and Citation Tools Bibliographic Explorer (What is the Explorer?) Connected Papers (What is Connected Papers?) Litmaps (What is Litmaps?) scite Smart Citations (What are Smart Citations?) Code, Data and Media Associated with this Article alphaXiv (What is alphaXiv?) CatalyzeX Code Finder for Papers (What is CatalyzeX?) DagsHub (What is DagsHub?) Gotit.pub (What is GotitPub?) Hugging Face (What is Huggingface?) ScienceCast (What is ScienceCast?) Demos Recommenders and Search Tools Influence Flower (What are Influence Flowers?) CORE Recommender (What is CORE?) arXivLabs: experimental projects with community collaborators arXivLabs is a framework that allows collaborators to develop and share new arXiv features directly on our website. Both individuals and organizations that work with arXivLabs have embraced and accepted our values of openness, community, excellence, and user data privacy. arXiv is committed to these values and only works with partners that adhere to them. Have an idea for a project that will add value for arXiv's community? Learn more about arXivLabs.