SEMINAIRE LABO - Ocello Antonio

In this talk, we introduce Mean Field Trust Region Policy Optimization (MF-TRPO), a novel algorithm designed to compute approximate Nash equilibria for ergodic Mean Field
Games (MFGs) in finite state-action spaces. Building on the well-established performance of TRPO in the reinforcement learning (RL) setting, we extend its methodology to the MFG
framework, leveraging its stability and robustness in policy optimization. Under standard assumptions in the MFG literature, we provide a rigorous analysis of MF-TRPO, establishing
theoretical guarantees on its convergence. Our results cover both the exact formulation of the algorithm and its sample-based counterpart, where we derive high-probability guarantees and finite sample complexity. This work advances MFG optimization by bridging RL techniques with mean-field decision-making, offering a theoretically grounded approach to solving complex multi-agent problems.