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Convergence of Single-Timescale Mean-Field Langevin Descent--Ascent for Two-Player Zero-Sum Games

Let X=Y=TdX=Y=\mathbb T^d, let f ⁣:X×Y→Rf\colon X\times Y\to\mathbb R be C2C^2, and let β>0\beta>0. For probability measures μ,ν\mu,\nu, define

Fβ(μ,ν)=∬f(x,y) dμ(x)dν(y)+β−1H(μ)−β−1H(ν), F_\beta(\mu,\nu)=\iint f(x,y)\,d\mu(x)d\nu(y)+\beta^{-1}H(\mu)-\beta^{-1}H(\nu),

where H(μ)=∫log⁡(dμ/dx) dμH(\mu)=\int\log(d\mu/dx)\,d\mu is negative differential entropy. Let (μt,νt)(\mu_t,\nu_t) follow simultaneous Wasserstein gradient descent in μ\mu and ascent in ν\nu for FβF_\beta (the mean-field Langevin descent--ascent flow).

Does (μt,νt)(\mu_t,\nu_t) converge weakly as t→∞t\to\infty to the unique saddle point (μ⋆,ν⋆)(\mu^\star,\nu^\star) for every ff and β\beta? 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.

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