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)

PDF Abstract

Code


No code implementations yet. Submit your code now

Tasks


Results from the Paper


  Submit results from this paper to get state-of-the-art GitHub badges and help the community compare results to other papers.