# Game on Random Environment, Mean-field Langevin System and Neural Networks

6 Apr 2020Giovanni ConfortiAnna KazeykinaZhenjie Ren

In this paper we study a type of games regularized by the relative entropy, where the players' strategies are coupled through a random environment variable. Besides the existence and the uniqueness of equilibria of such games, we prove that the marginal laws of the corresponding mean-field Langevin systems can converge towards the games' equilibria in different settings... (read more)

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