Develops and proves strong convergence of a constrained two-step Bregman mirror method for regularized stationary MFG variational inequalities, with numerical tests on 1D/2D models.
Aubin-Frankowski, A
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Bregman-projected mirror methods for regularized stationary mean-field games
Develops and proves strong convergence of a constrained two-step Bregman mirror method for regularized stationary MFG variational inequalities, with numerical tests on 1D/2D models.