# MF-OML: Online Mean-Field Reinforcement Learning with Occupation Measures for Large Population Games

arXiv: https://arxiv.org/abs/2405.00282 · HTML: https://mlsanity.com/paper/2405.00282/

## Key facts

- Cited by 5 papers in the map (data through 14 Oct 2026).
- Placed in RL for games and combinatorial optimization, one of 15 directions in Deep reinforcement learning methods.
- Builds on 57 of its 76 references that are in the map.
- First posted on arXiv 1 May 2024.

## Placed in

- Deep reinforcement learning methods / [RL for games and combinatorial optimization](https://mlsanity.com/deeprl/rl-for-games-and-combinatorial-optimization/)

## Builds on (most cited first, 30 of 57)

- [Convex optimization](https://mlsanity.com/paper/2106.01946/) (2021)
- [Optuna: A Next-generation Hyperparameter Optimization Framework](https://mlsanity.com/paper/1907.10902/) (2019)
- [Conservative Q-Learning for Offline Reinforcement Learning](https://mlsanity.com/paper/2006.04779/) (2020)
- [MOPO: Model-based Offline Policy Optimization](https://mlsanity.com/paper/2005.13239/) (2020)
- [Multi-Agent Reinforcement Learning: A Selective Overview of Theories and Algorithms](https://mlsanity.com/paper/1911.10635/) (2019)
- [Minimax Regret Bounds for Reinforcement Learning](https://mlsanity.com/paper/1703.05449/) (2017)
- [Is Q-learning Provably Efficient?](https://mlsanity.com/paper/1807.03765/) (2018)
- [A Unified Game-Theoretic Approach to Multiagent Reinforcement Learning](https://mlsanity.com/paper/1711.00832/) (2017)
- [Mean Field Multi-Agent Reinforcement Learning](https://mlsanity.com/paper/1802.05438/) (2018)
- [AlgaeDICE: Policy Gradient from Arbitrary Experience](https://mlsanity.com/paper/1912.02074/) (2019)
- [OSQP: An Operator Splitting Solver for Quadratic Programs](https://mlsanity.com/paper/1711.08013/) (2017)
- [V-Learning -- A Simple, Efficient, Decentralized Algorithm for Multiagent RL](https://mlsanity.com/paper/2110.14555/) (2021)
- [Near-Optimal Reinforcement Learning with Self-Play](https://mlsanity.com/paper/2006.12007/) (2020)
- [A Sharp Analysis of Model-based Reinforcement Learning with Self-Play](https://mlsanity.com/paper/2010.01604/) (2020)
- [Global Convergence of Multi-Agent Policy Gradient in Markov Potential Games](https://mlsanity.com/paper/2106.01969/) (2021)
- [Approximately Solving Mean Field Games via Entropy-Regularized Deep Reinforcement Learning](https://mlsanity.com/paper/2102.01585/) (2021)
- [When Can We Learn General-Sum Markov Games with a Large Number of Players Sample-Efficiently?](https://mlsanity.com/paper/2110.04184/) (2021)
- [Fictitious Play for Mean Field Games: Continuous Time Analysis and Applications](https://mlsanity.com/paper/2007.03458/) (2020)
- [Variance Reduced Value Iteration and Faster Algorithms for Solving Markov Decision Processes](https://mlsanity.com/paper/1710.09988/) (2017)
- [Independent Policy Gradient for Large-Scale Markov Potential Games: Sharper Rates, Function Approximation, and Game-Agnostic Convergence](https://mlsanity.com/paper/2202.04129/) (2022)
- [Concave Utility Reinforcement Learning: the Mean-Field Game Viewpoint](https://mlsanity.com/paper/2106.03787/) (2021)
- [A Generalized Training Approach for Multiagent Learning](https://mlsanity.com/paper/1909.12823/) (2019)
- [Unified Reinforcement Q-Learning for Mean Field Game and Control Problems](https://mlsanity.com/paper/2006.13912/) (2020)
- [On the Convergence of Model Free Learning in Mean Field Games](https://mlsanity.com/paper/1907.02633/) (2019)
- [Scaling up Mean Field Games with Online Mirror Descent](https://mlsanity.com/paper/2103.00623/) (2021)
- [Markov-Nash Equilibria in Mean-Field Games with Discounted Cost](https://mlsanity.com/paper/1612.07878/) (2016)
- [Multi-Vehicle Routing Problems with Soft Time Windows: A Multi-Agent Reinforcement Learning Approach](https://mlsanity.com/paper/2002.05513/) (2020)
- [Provably Efficient Offline Multi-agent Reinforcement Learning via Strategy-wise Bonus](https://mlsanity.com/paper/2206.00159/) (2022)
- [Learning Graphon Mean Field Games and Approximate Nash Equilibria](https://mlsanity.com/paper/2112.01280/) (2021)
- [Multi Type Mean Field Reinforcement Learning](https://mlsanity.com/paper/2002.02513/) (2020)

## Built on by (most cited first, 5 of 5)

- [Steering No-Regret Agents in MFGs under Model Uncertainty](https://mlsanity.com/paper/2503.09309/) (2025)
- [Policy Optimization for Continuous-time Linear-Quadratic Graphon Mean Field Games](https://mlsanity.com/paper/2506.05894/) (2025)
- [Networked Communication for Mean-Field Games with Function Approximation and Empirical Mean-Field Estimation](https://mlsanity.com/paper/2408.11607/) (2024)
- [Last Iterate Convergence in Monotone Mean Field Games](https://mlsanity.com/paper/2410.05127/) (2024)
- [Recurrent Structural Policy Gradient for Partially Observable Mean Field Games](https://mlsanity.com/paper/2602.20141/) (2026)

## Abstract (arXiv)

Reinforcement learning for multi-agent games has attracted lots of attention recently. However, given the challenge of solving Nash equilibria for large population games, existing works with guaranteed polynomial complexities either focus on variants of zero-sum and potential games, or aim at solving (coarse) correlated equilibria, or require access to simulators, or rely on certain assumptions that are hard to verify. This work proposes MF-OML (Mean-Field Occupation-Measure Learning), an online mean-field reinforcement learning algorithm for computing approximate Nash equilibria of large population sequential symmetric games. MF-OML is the first fully polynomial multi-agent reinforcement learning algorithm for provably solving Nash equilibria (up to mean-field approximation gaps that vanish as the number of players N goes to infinity) beyond variants of zero-sum and potential games. When evaluated by the cumulative deviation from Nash equilibria, the algorithm is shown to achieve a high probability regret bound of tildeO(M3/4+N-1/2M) for games with the strong Lasry-Lions monotonicity condition, and a regret bound of tildeO(M11/12+N- 1/6M) for games with only the Lasry-Lions monotonicity condition, where M is the total number of episodes and N is the number of agents of the game. As a byproduct, we also obtain the first tractable globally convergent computational algorithm for computing approximate Nash equilibria of monotone mean-field games.
