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Section: New Results

An entropy minimization approach to second-order variational mean-field games

Benamou, Jean-David and Carlier, Guillaume and Marino, Simone Di and Nenna, Luca. In [18] : We propose an entropy minimization viewpoint on variational meanfield games with diffusion and quadratic Hamiltonian. We carefully analyze the time-discretization of such problems, establish Γ-convergence results as the time step vanishes and propose an efficient algorithm relying on this entropic interpretation as well as on the Sinkhorn scaling algorithm.