Showing 2026Show all
3 papers · 1 filter
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.AP2026
Lipschitz solutions to mean field games with a major player and applications
Charles Meynard
This paper introduces a notion of weak solution for the coupled system of master equations in mean field games with a major player. It extends the previously introduced notion of L…
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…