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Convergence of Single-Timescale Mean-Field Langevin Descent--Ascent for Two-Player Zero-Sum Games
Let , let be , and let . For probability measures , define
where is negative differential entropy. Let follow simultaneous Wasserstein gradient descent in and ascent in for (the mean-field Langevin descent--ascent flow).
Does converge weakly as to the unique saddle point for every and ? Stronger variants ask for convergence in relative entropy or Nikaido--Isoda error; one may also ask first for local convergence and, once qualitative convergence is settled, for explicit rates.
