Abstract:We develop and analyze a Bregman-projected mirror iteration for low-order regularizations of stationary mean-field game (MFG) systems in their natural Banach space setting. For separable Hamiltonians of the form \(H(x,p,m)=H_0(x,p)-g(m)\), with quadratic or super-quadratic Hamiltonian growth and linear or super-linear density couplings, we formulate a low-order \(\bar\gamma\)-Laplacian regularization of the stationary MFG system as a variational inequality on \(L^{\bar\beta}(\mathbb T^d)\times W^{1,\bar\gamma}(\mathbb T^d)\). To approximate solutions of this regularized variational inequality, we introduce a Bregman geometry matched to the mixed Lebesgue--Sobolev exponents of the problem and analyze a constrained two-step mirror method with frozen operator evaluation. For the exact constrained iteration and each fixed regularization parameter \(\epsi>0\), we derive a one-step Bregman inequality and use it to prove that the constrained iteration converges strongly to the unique solution of the regularized variational inequality under natural summability conditions on the step sizes. Numerical experiments on one- and two-dimensional models, validated against exact test solutions, illustrate residual decay under mesh refinement and suggest improved practical performance of the two-step implementation in the tested discretizations.
From: Hussain Al Abdulaziz [view email]
[v1]
Wed, 17 Jun 2026 21:33:47 UTC (4,396 KB)
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