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A Library for Mean-Field Games

Project description

MFGLib: A Library for Mean-Field Games

Documentation Status Checked with mypy Ruff Code style: black Imports: isort License: MIT

Overview

MFGLib is an open-source Python library dedicated to solving Nash equilibria (NEs) for generic mean-field games (MFGs) with a user-friendly and customizable interface, aiming at promoting both applications and research of MFGs. On one hand, it facilitates the creation and analysis of arbitrary user-defined MFG environments with minimal prior knowledge on MFGs. On the other hand, it serves as a modular and extensible code base for the community to easily prototype and implement new algorithms and environments of MFGs as well as their variants and generalizations.

The official documentation for MFGLib is available at https://mfglib.readthedocs.io/en/latest/.

Installation

MFGLib supports all major platforms and can be installed with pip:

$ pip install mfglib

Citing

If you wish to cite MFGLib, please use the following:

@misc{mfglib_code,
    author       = {Guo, X. and Hu, A. and Santamaria, M. and Tajrobehkar, M. and Zhang, J.},
    title        = {{MFGLib}: A Library for Mean Field Games, version 0.1.0},
    howpublished = {\url{https://github.com/radar-research-lab/MFGLib}},
    year         = {2023}
}

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