Develops an LP formulation for optimal coarse correlated equilibria in continuous-time mean field games, proves existence, and gives a primal-dual no-regret algorithm with convergence rates.
Preprint, available at arXiv:2503.01042 , year=
2 Pith papers cite this work. Polarity classification is still indexing.
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Establishes global existence of entropy-regularized equilibria for time-inconsistent continuous-time MFGs via Schauder fixed-point arguments and proves their convergence to original equilibria using compactness and Young measures, plus convergence of a policy iteration algorithm under short-horizon
citing papers explorer
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Optimal Coarse Correlated Equilibria in Mean Field Games: Linear Programming and No-Regret Learning
Develops an LP formulation for optimal coarse correlated equilibria in continuous-time mean field games, proves existence, and gives a primal-dual no-regret algorithm with convergence rates.
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Equilibrium for Time-inconsistent Mean Field Games: A Systematic Analysis by Entropy Regularization
Establishes global existence of entropy-regularized equilibria for time-inconsistent continuous-time MFGs via Schauder fixed-point arguments and proves their convergence to original equilibria using compactness and Young measures, plus convergence of a policy iteration algorithm under short-horizon