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math.OC2026
Self-fictitious-play for Potential Monotone Ergodic Mean-field Games
Yupeng Bai, Mathieu Laurière, Zhenjie Ren +1
We investigate long-time learning in ergodic, potential, monotone mean-field games (MFGs) via a self-fictitious-play (SFP) dynamics coupling an optimally controlled diffusion with…
math.OC2026
Robust -learning for mean-field control under Wasserstein uncertainty in common noise
Mathieu Laurière, Ariel Neufeld, Kyunghyun Park
In this article, we present a robust -learning algorithm for discrete-time mean-field control problems under Wasserstein uncertainty in the common noise law. The algorithm combi…