# Maximum Entropy Inverse Reinforcement Learning for Mean-Field Games with Average Reward

arXiv: https://arxiv.org/abs/2606.16759 · HTML: https://mlsanity.com/paper/2606.16759/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Placed in Inverse reinforcement learning, one of 13 directions in Offline RL and imitation learning from data.
- Builds on 14 of its 41 references that are in the map.
- First posted on arXiv 15 Jun 2026.

## Placed in

- Offline RL and imitation learning from data / [Inverse reinforcement learning](https://mlsanity.com/offlinerl/inverse-reinforcement-learning/)

## Builds on (most cited first, 14 of 14)

- [Convex optimization](https://mlsanity.com/paper/2106.01946/) (2021)
- [Generative Adversarial Imitation Learning](https://mlsanity.com/paper/1606.03476/) (2016)
- [Learning Robust Rewards with Adversarial Inverse Reinforcement Learning](https://mlsanity.com/paper/1710.11248/) (2017)
- [A unified view of entropy-regularized Markov decision processes](https://mlsanity.com/paper/1705.07798/) (2017)
- [Handbook of Convergence Theorems for (Stochastic) Gradient Methods](https://mlsanity.com/paper/2301.11235/) (2023)
- [On the Properties of the Softmax Function with Application in Game Theory and Reinforcement Learning](https://mlsanity.com/paper/1704.00805/) (2017)
- [A Primer on Maximum Causal Entropy Inverse Reinforcement Learning](https://mlsanity.com/paper/2203.11409/) (2022)
- [Individual-Level Inverse Reinforcement Learning for Mean Field Games](https://mlsanity.com/paper/2202.06401/) (2022)
- [On Imitation in Mean-field Games](https://mlsanity.com/paper/2306.14799/) (2023)
- [Adversarial Inverse Reinforcement Learning for Mean Field Games](https://mlsanity.com/paper/2104.14654/) (2021)
- [Inverse Reinforcement Learning with the Average Reward Criterion](https://mlsanity.com/paper/2305.14608/) (2023)
- [Maximum Causal Entropy IRL in Mean-Field Games and GNEP Framework for Forward RL](https://mlsanity.com/paper/2401.06566/) (2024)
- [Kernel Based Maximum Entropy Inverse Reinforcement Learning for Mean-Field Games](https://mlsanity.com/paper/2507.14529/) (2025)
- [Stationary Equilibria of Mean Field Games with Finite State and Action Space](https://mlsanity.com/paper/1901.08803/) (2019)

## Abstract (arXiv)

We study inverse reinforcement learning for discrete-time, infinite-horizon mean-field games (MFGs) under an average-reward criterion. Expert demonstrations are assumed to arise from a stationary mean-field equilibrium under an unknown reward, and the goal is to recover a policy explaining the observed behaviour via the maximum causal entropy principle. We formulate the inverse problem by enforcing consistency with the expert mean-field term and long-run feature expectations, treating two reward classes within a unified occupation-measure framework. For finite-dimensional linear rewards, we give a convex dual reformulation with an explicit log-partition objective, and prove smoothness and curvature properties justifying constant-step-size gradient descent. For infinite-dimensional RKHS rewards, we develop a Lagrangian relaxation whose inner-maximising policy is characterised by a soft Bellman equation. The main obstacle is the absence of a discount-factor contraction. We resolve this by introducing a minorisation-based sub-stochastic kernel that yields a strict contraction of the soft Bellman operator. We establish Fr'echet differentiability and Lipschitz smoothness of the log-likelihood score, leading to a gradient ascent algorithm with convergence guarantees. Two numerical examples, a malware-spread MFG and an RKHS-based consumer-choice model, show that the recovered policies closely match expert behaviour.
