Proves existence, uniqueness under convexity, fictitious-play approximation, and vanishing-limit convergence for entropy-regularized equilibria in rank-based mean-field optimal-switching games.
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Mean Field Competition of Optimal Switching: The Vanishing Entropy Regularization Approach
Proves existence, uniqueness under convexity, fictitious-play approximation, and vanishing-limit convergence for entropy-regularized equilibria in rank-based mean-field optimal-switching games.