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pith:VLTR543G

pith:2026:VLTR543GU5T55BMLGUDERUQR6Z
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Equilibrium for Time-inconsistent Mean Field Games: A Systematic Analysis by Entropy Regularization

Erhan Bayraktar, Keyu Zhang, Xiang Yu, Zhenhua Wang

Entropy regularization establishes existence of equilibria for time-inconsistent mean field games via convergence of regularized solutions.

arxiv:2605.14363 v1 · 2026-05-14 · math.OC

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Claims

C1strongest claim

By employing compactness arguments, Young measure techniques, and a duality tool for divergence-form Fokker-Planck equations, we prove that the regularized equilibria converge, up to subsequences, to an equilibrium of the original time-inconsistent MFG.

C2weakest assumption

Mild assumptions on the data for global existence of regularized equilibria; short time horizon and weak terminal interaction conditions for convergence of the policy iteration algorithm.

C3one line summary

Entropy regularization establishes existence and convergence of equilibria for time-inconsistent mean field games via fixed-point arguments and compactness techniques.

References

60 extracted · 60 resolved · 0 Pith anchors

[1] Bayraktar, E. and Huang, Y.-J. and Wang, Z. and Zhou, Z. , title =. Mathematics of Operations Research , volume =. 2025 , pages = 2025
[2] SIAM Journal on Financial Mathematics , volume = 2023
[3] Mathematics of Operations Research , year =
[4] On time-inconsistent stochastic control in continuous time , journal = 2017
[5] Extended hjb equation for mean-variance stopping problem: Vanishing regularization method.Preprint, available at arXiv:2510.24128, 2025

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First computed 2026-05-17T23:39:07.925886Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

aae71ef366a767de858b350648d211f6481ab16e382ba004b7d1fd0f3bd6b9a5

Aliases

arxiv: 2605.14363 · arxiv_version: 2605.14363v1 · doi: 10.48550/arxiv.2605.14363 · pith_short_12: VLTR543GU5T5 · pith_short_16: VLTR543GU5T55BML · pith_short_8: VLTR543G
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curl -sH 'Accept: application/ld+json' https://pith.science/pith/VLTR543GU5T55BMLGUDERUQR6Z \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: aae71ef366a767de858b350648d211f6481ab16e382ba004b7d1fd0f3bd6b9a5
Canonical record JSON
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    "submitted_at": "2026-05-14T04:45:34Z",
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