# Entropy-Regularized Mean-Field Games with Average-Reward Criterion: Span-Seminorm Contractions and Model-Free Learning

arXiv: https://arxiv.org/abs/2610.15871 · HTML: https://mlsanity.com/paper/2610.15871/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Placed in RL theory and sample complexity, one of 15 directions in Deep reinforcement learning methods.
- Builds on 23 of its 53 references that are in the map.
- First posted on arXiv 11 Oct 2026.

## Placed in

- Deep reinforcement learning methods / [RL theory and sample complexity](https://mlsanity.com/deeprl/rl-theory-and-sample-complexity/)

## Builds on (most cited first, 23 of 23)

- [A Theory of Regularized Markov Decision Processes](https://mlsanity.com/paper/1901.11275/) (2019)
- [A unified view of entropy-regularized Markov decision processes](https://mlsanity.com/paper/1705.07798/) (2017)
- [On the Properties of the Softmax Function with Application in Game Theory and Reinforcement Learning](https://mlsanity.com/paper/1704.00805/) (2017)
- [Approximately Solving Mean Field Games via Entropy-Regularized Deep Reinforcement Learning](https://mlsanity.com/paper/2102.01585/) (2021)
- [Fictitious Play for Mean Field Games: Continuous Time Analysis and Applications](https://mlsanity.com/paper/2007.03458/) (2020)
- [Learning in Mean Field Games: A Survey](https://mlsanity.com/paper/2205.12944/) (2022)
- [Entropy Regularization for Mean Field Games with Learning](https://mlsanity.com/paper/2010.00145/) (2020)
- [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)
- [Markov-Nash Equilibria in Mean-Field Games with Discounted Cost](https://mlsanity.com/paper/1612.07878/) (2016)
- [Oracle-free Reinforcement Learning in Mean-Field Games along a Single Sample Path](https://mlsanity.com/paper/2208.11639/) (2022)
- [Actor-Critic Provably Finds Nash Equilibria of Linear-Quadratic Mean-Field Games](https://mlsanity.com/paper/1910.07498/) (2019)
- [Exploratory LQG Mean Field Games with Entropy Regularization](https://mlsanity.com/paper/2011.12946/) (2020)
- [A Non-Asymptotic Theory of Seminorm Lyapunov Stability: From Deterministic to Stochastic Iterative Algorithms](https://mlsanity.com/paper/2502.14208/) (2025)
- [When is Mean-Field Reinforcement Learning Tractable and Relevant?](https://mlsanity.com/paper/2402.05757/) (2024)
- [Linear-Quadratic N-person and Mean-Field Games with Ergodic Cost](https://mlsanity.com/paper/1401.1421/) (2014)
- [Value Iteration Algorithm for Mean-field Games](https://mlsanity.com/paper/1909.01758/) (2019)
- [Learning in Herding Mean Field Games: Single-Loop Algorithm with Finite-Time Convergence Analysis](https://mlsanity.com/paper/2408.04780/) (2024)
- [On Solutions of Mean Field Games with Ergodic Cost](https://mlsanity.com/paper/1510.08900/) (2015)
- [Mean Field Games with Ergodic cost for Discrete Time Markov Processes](https://mlsanity.com/paper/1510.08968/) (2015)
- [Discrete-time average-cost mean-field games on Polish spaces](https://mlsanity.com/paper/1908.08793/) (2019)
- [Approximation of Discrete-Time Infinite-Horizon Mean-Field Equilibria via Finite-Horizon Mean-Field Equilibria](https://mlsanity.com/paper/2509.01039/) (2025)
- [Infinite Horizon Mean-Field Terminal Value Problem](https://mlsanity.com/paper/2609.12768/) (2026)

## Abstract (arXiv)

We study stationary discrete-time mean-field games with finite state and action spaces under the average-reward criterion, with an entropy-regularized objective and population-dependent dynamics and rewards. Under a minorization condition, the soft Q-operator is a span-seminorm contraction for the full transition kernel, so relative value iteration does not require the minorizing measure. When the Lipschitz constant of the kernel is below the minorization mass and the temperature exceeds an explicit threshold, the equilibrium fixed-point operator is a contraction: an equilibrium exists, its population distribution is unique, and a fixed-point iteration converges to it geometrically. We then learn the equilibrium model-free from a simulator, combining soft Q-learning at a fixed population distribution with an empirical transition kernel. We prove a finite-sample bound for soft Q-learning in the span seminorm, with temperature-independent constants, and derive convergence rates for the learned population distribution and policy. A congestion-aware routing game illustrates the results.
