# Convergence of Time-Averaged Mean Field Gradient Descent Dynamics for Continuous Multi-Player Zero-Sum Games

arXiv: https://arxiv.org/abs/2505.07642 · HTML: https://mlsanity.com/paper/2505.07642/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- Builds on 22 of its 52 references that are in the map.
- First posted on arXiv 12 May 2025.

## Builds on (most cited first, 22 of 22)

- [Towards Deep Learning Models Resistant to Adversarial Attacks](https://mlsanity.com/paper/1706.06083/) (2017)
- [Generative Adversarial Networks](https://mlsanity.com/paper/2203.00667/) (2022)
- [Multi-Agent Reinforcement Learning: A Selective Overview of Theories and Algorithms](https://mlsanity.com/paper/1911.10635/) (2019)
- [On the Global Convergence of Gradient Descent for Over-parameterized Models using Optimal Transport](https://mlsanity.com/paper/1805.09545/) (2018)
- [On Gradient Descent Ascent for Nonconvex-Concave Minimax Problems](https://mlsanity.com/paper/1906.00331/) (2019)
- [Trainability and Accuracy of Neural Networks: An Interacting Particle System Approach](https://mlsanity.com/paper/1805.00915/) (2018)
- [The Limit Points of (Optimistic) Gradient Descent in Min-Max Optimization](https://mlsanity.com/paper/1807.03907/) (2018)
- [Last-Iterate Convergence: Zero-Sum Games and Constrained Min-Max Optimization](https://mlsanity.com/paper/1807.04252/) (2018)
- [Mean-Field Langevin Dynamics: Exponential Convergence and Annealing](https://mlsanity.com/paper/2202.01009/) (2022)
- [A Mean-field Analysis of Deep ResNet and Beyond: Towards Provable Optimization Via Overparameterization From Depth](https://mlsanity.com/paper/2003.05508/) (2020)
- [Convex Analysis of the Mean Field Langevin Dynamics](https://mlsanity.com/paper/2201.10469/) (2022)
- [Mean-Field Langevin Dynamics and Energy Landscape of Neural Networks](https://mlsanity.com/paper/1905.07769/) (2019)
- [Finding Mixed Nash Equilibria of Generative Adversarial Networks](https://mlsanity.com/paper/1811.02002/) (2018)
- [Faster Single-loop Algorithms for Minimax Optimization without Strong Concavity](https://mlsanity.com/paper/2112.05604/) (2021)
- [On the Banach spaces associated with multi-layer ReLU networks: Function representation, approximation theory and gradient descent dynamics](https://mlsanity.com/paper/2007.15623/) (2020)
- [An Exponentially Converging Particle Method for the Mixed Nash Equilibrium of Continuous Games](https://mlsanity.com/paper/2211.01280/) (2022)
- [Two-Scale Gradient Descent Ascent Dynamics Finds Mixed Nash Equilibria of Continuous Games: A Mean-Field Perspective](https://mlsanity.com/paper/2212.08791/) (2022)
- [Symmetric Mean-field Langevin Dynamics for Distributional Minimax Problems](https://mlsanity.com/paper/2312.01127/) (2023)
- [Convergence Rates of Two-Time-Scale Gradient Descent-Ascent Dynamics for Solving Nonconvex Min-Max Problems](https://mlsanity.com/paper/2112.09579/) (2021)
- [Provably convergent quasistatic dynamics for mean-field two-player zero-sum games](https://mlsanity.com/paper/2202.10947/) (2022)
- [PAPAL: A Provable PArticle-based Primal-Dual ALgorithm for Mixed Nash Equilibrium](https://mlsanity.com/paper/2303.00970/) (2023)
- [Convergence of two-timescale gradient descent ascent dynamics: finite-dimensional and mean-field perspectives](https://mlsanity.com/paper/2501.17122/) (2025)

## Built on by (most cited first, 2 of 2)

- [Non-convex entropic mean-field optimization via Best Response flow](https://mlsanity.com/paper/2505.22760/) (2025)
- [Local exponential stability of mean-field Langevin descent-ascent and associated particle system](https://mlsanity.com/paper/2602.01564/) (2026)

## Abstract (arXiv)

The approximation of mixed Nash equilibria (MNE) for zero-sum games with mean-field interacting players has recently raised much interest in machine learning. In this paper we propose a mean-field gradient descent dynamics for finding the MNE of zero-sum games involving K players with K≥ 2. The evolution of the players' strategy distributions follows coupled mean-field gradient descent flows with momentum, incorporating an exponentially discounted time-averaging of gradients. First, in the case of a fixed entropic regularization, we prove an exponential convergence rate for the mean-field dynamics to the mixed Nash equilibrium with respect to the total variation metric. This improves a previous polynomial convergence rate for a similar time-averaged dynamics with different averaging factors. Moreover, unlike previous two-scale approaches for finding the MNE, our approach treats all player types on the same time scale. We also show that with a suitable choice of decreasing temperature, a simulated annealing version of the mean-field dynamics converges to an MNE of the initial unregularized problem.