Entropy regularization establishes existence and convergence of equilibria for time-inconsistent mean field games via fixed-point arguments and compactness techniques.
Major-minor mean field game of stopping: An entropy regularization approach.Preprint, available at arXiv:2501.08770, 2025
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Solutions to the regularized exploratory equilibrium HJB equation converge in suitable norms to a strong solution of the original EHJB as the entropy parameter vanishes, yielding existence of equilibria without conventional stringent regularity assumptions.
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Equilibrium for Time-inconsistent Mean Field Games: A Systematic Analysis by Entropy Regularization
Entropy regularization establishes existence and convergence of equilibria for time-inconsistent mean field games via fixed-point arguments and compactness techniques.
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Equilibrium under Time-Inconsistency: A New Existence Theory by Vanishing Entropy Regularization
Solutions to the regularized exploratory equilibrium HJB equation converge in suitable norms to a strong solution of the original EHJB as the entropy parameter vanishes, yielding existence of equilibria without conventional stringent regularity assumptions.