Mean-Field Control on Sparse Graphs: From Local Limits to GNNs via Neighborhood Distributions

Abstract

Mean-field control (MFC) offers a scalable solution to the curse of dimensionality in multi-agent systems but traditionally hinges on the restrictive assumption of exchangeability via dense, all-to-all interactions. In this work, we bridge the gap to real-world network structures by proposing a rigorous framework for MFC on large sparse graphs. We redefine the system state as a probability measure over decorated rooted neighborhoods, effectively capturing local heterogeneity. Our central contribution is a theoretical foundation for scalable reinforcement learning in this setting. We prove horizon-dependent locality: for finite-horizon problems, an agent's optimal policy at time t depends strictly on its (T-t)-hop neighborhood. This result renders the infinite-dimensional control problem tractable and underpins a novel Dynamic Programming Principle (DPP) on the lifted space of neighborhood distributions. Furthermore, we formally and experimentally justify the use of Graph Neural Networks (GNNs) for actor-critic algorithms in this context. Our framework naturally recovers classical MFC as a degenerate case while enabling efficient, theoretically grounded control on complex sparse topologies.