Mean-field games (MFGs) are limiting models to approximate $N$-player games, with a number of applications. Despite the ever-growing numerical literature on computation of MFGs, there is no library that allows researchers and practitioners to easily create and solve their own MFG problems. The purpose of this document is to introduce MFGLib, an open-source Python library for solving general MFGs with a user-friendly and customizable interface. It serves as a handy tool for creating and analyzing generic MFG environments, along with embedded auto-tuners for all implemented algorithms. The package is distributed under the MIT license and the source code and documentation can be found at https://github.com/radar-research-lab/MFGLib/.
翻译:平均场博弈(MFGs)是通过近似$N$人博弈建立的极限模型,具有广泛的应用前景。尽管关于MFGs计算的数值文献日益增多,但目前尚无一个库能够使研究人员和从业者轻松创建和求解自身的MFG问题。本文旨在介绍MFGLib——一个基于开源Python的通用MFG求解库,提供用户友好且可定制的接口。该库可作为创建和分析通用MFG环境的便捷工具,并内置所有已实现算法的自动调参器。本程序包基于MIT许可证发布,源代码和文档见https://github.com/radar-research-lab/MFGLib/。