3 papers
math.OC2026
Local convergence of mean-field Langevin dynamics: from gradient flows to linearly monotone games
Guillaume Wang, Lénaïc Chizat
We study the local convergence of diffusive mean-field systems, including Wasserstein gradient flows, min-max dynamics, and multi-species games. We establish exponential local conv…
math.OC2025
An Exponentially Converging Particle Method for the Mixed Nash Equilibrium of Continuous Games
Guillaume Wang, Lénaïc Chizat
We consider the problem of computing mixed Nash equilibria of two-player zero-sum games with continuous sets of pure strategies and with first-order access to the payoff function.…
math.OC2025
Mean-Field Langevin Dynamics for Signed Measures via a Bilevel Approach
Guillaume Wang, Alireza Mousavi-Hosseini, Lénaïc Chizat
Mean-field Langevin dynamics (MLFD) is a class of interacting particle methods that tackle convex optimization over probability measures on a manifold, which are scalable, versatil…