Self-supervised In-context Operator Learning for Stochastic Mean-Field Control

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Original abstract

Stochastic mean-field control (MFC) provides a fundamental framework for coordinating large populations of interacting agents under uncertainty, with a wide range of applications. Existing numerical and deep-learning methods solve one MFC problem instance at a time and must be re-optimized whenever the task changes. In this work, we formulate stochastic MFC as an operator-learning problem and develop, to the best of our knowledge, the first mesh-free, self-supervised neural operator for stochastic MFC. The main challenge is that the diffusion term in the controlled Fokker--Planck equation precludes deterministic transport-map representations. We address this challenge by combining the probability-flow ODE with an invertible normalizing-flow-based transformer, which recasts the dynamics as a deterministic continuity equation and enables closed-form score evaluation through the exact inverse and analytical log-determinant of the normalizing flow, with $\mathcal{O}(d)$ cost per particle for networks of fixed size. Through transformer-based in-context learning, task prompts, represented by compact distribution parameters or raw particle clouds, condition the transport map, enabling a single pretrained operator to solve unseen tasks in one forward pass. The resulting \emph{Normalizing Flow Invertible Solution Transformer} (NFIST) is trained end-to-end by minimizing the stochastic control objective directly, requiring no precomputed numerical solutions for training. We further prove the consistency of the proposed operator-learning formulation with task-by-task optimization. Numerical experiments on stochastic optimal control, Schrödinger bridge, systemic-risk control, and obstacle-avoiding path planning demonstrate effective zero-shot generalization while substantially reducing the computational cost of solving large families of stochastic MFC problems.

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