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math.OC2026
Learning controls in mean field games: the fictitious play and related gradient descent
Charles Meynard
We investigate two learning procedures and their relationship to the formation of equilibrium in potential mean field games (MFGs). The first one is a version of the fictitious pla…
math.OC2026
Extragradient methods for mean field games of controls and mean field type FBSDEs
Charles Meynard
In this paper we present a numerical scheme to solve coupled mean field forward-backward stochastic differential equations driven by monotone vector fields. This is based on an ada…