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On the Generalized Conditional Gradient Method for Mean Field Games with Local Coupling Terms

Nakamura, Haruka et al.
arXiv (All) · Papers
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numerical-analysis
We study the generalized conditional gradient (GCG) method for time-dependent second-order mean field games (MFG) with local coupling terms. While explicit convergence rates of the GCG method were previously established only for globally coupled interactions, the assumptions used there fail to cover
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