Theorem 3.1 confirms that the fictitious play method converges, allowing the development of an effective algorithm to find the mixed strategy equilibrium for OSMFG systems.
In practice, semi-implicit schemes for solving nonlinear equations are preferred as they significantly reduce computational costs and improve the efficiency of numerical solutions.
By discretizing the obstacle equation and Fokker-Planck equation, the proposed algorithm aims to enhance the computation of mixed strategy equilibria in Optimal Stopping Mean Field Games.
A two-step method in semi-implicit schemes allows for decoupling linear and nonlinear components, simplifying the numerical solution process and addressing free boundary effects.
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