The authors prove contractility of McKean-Vlasov processes and uniform-in-time propagation of chaos for particle systems approximating Nash equilibria in large games under displacement or Lasry-Lions monotonicity of costs, with convergence as temperature vanishes.
GANs trained by a two time-scale update rule converge to a local Nash equilibrium.In Advances in Neural Information Processing Systems, pages 6626–6637, 2017
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Particle system approximation of Nash equilibria in large games
The authors prove contractility of McKean-Vlasov processes and uniform-in-time propagation of chaos for particle systems approximating Nash equilibria in large games under displacement or Lasry-Lions monotonicity of costs, with convergence as temperature vanishes.