Fictitious Play for Mixed Strategy Equilibria in Mean Field Games: Numerical Analysis | HackerNoon
Briefly

This section demonstrates the convergence of the algorithm by adapting arguments from Theorem 3.1 to the context of a discretized version, ensuring that the approach remains robust under numerical analysis.
The analysis is structured into three key steps mirroring the established proof for the original theorem, highlighting the critical relationship between the discretized solution and the obstacle problem.
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