Naci Saldi

Monotone Inclusion Approach to Weakly Monotone Discrete-Time Finite-Horizon Mean-Field Games

We revisit the problem of computing mean-field equilibria (MFEs) in discrete-time, monotone, finite-horizon mean-field games (MFGs). We show that, when the transition kernel is independent of the state-measure term and the reward function satisfies the usual weak monotonicity condition and is Lipschitz continuous, anch...