Related work and references

Software

• MFGLib: numerical environments and algorithms for mean field games.
• LeanSort informed the initial separation of models, algorithms, and proofs.
• FloatLib supplies the configured binary64 operations and rounding theorems used by the numerical foundation.

Literature

• Pierre Cardaliaguet. A Short Course on Mean Field Games. March 31, 2018.
• Jean-Michel Lasry and Pierre-Louis Lions. Mean Field Games. Japanese Journal of Mathematics, 2, 229–260, 2007.
• René Carmona and François Delarue. Probabilistic Theory of Mean Field Games with Applications I: Mean Field FBSDEs, Control, and Games. Springer, 2018.
• Yves Achdou and Italo Capuzzo-Dolcetta. Mean Field Games: Numerical Methods. SIAM Journal on Numerical Analysis, 48(3), 1136–1162, 2010.
• Saeed Hadikhanloo and Francisco J. Silva. Finite Mean Field Games: Fictitious Play and Convergence to a First Order Continuous Mean Field Game. Journal de Mathématiques Pures et Appliquées, 132, 369–397, 2019.
• Mathieu Laurière et al. Learning in Mean Field Games: A Survey. arXiv:2205.12944, 2022.
• Xin Guo, Anran Hu, Matteo Santamaria, Mahan Tajrobehkar, and Junzi Zhang. MFGLib: A Library for Mean-Field Games. arXiv:2304.08630, 2023.