# An entropy minimization approach to second-order variational mean-field games

arXiv: https://arxiv.org/abs/1807.09078 · HTML: https://mlsanity.com/paper/1807.09078/

## Key facts

- Cited by 9 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 24 Jul 2018.

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- [Cost-augmented Schr"odinger bridges on graphs are exactly solvable: a Feynman-Kac tilt replaces learned control](https://mlsanity.com/paper/2610.02195/) (2026)

## Abstract (arXiv)

We propose a new viewpoint on variational mean-field games with diffusion and quadratic Hamiltonian. We show the equivalence of such mean-field games with a relative entropy minimization at the level of probabilities on curves. We also address the time-discretization of such problems, establish Gamma-convergence results as the time step vanishes and propose an efficient algorithm relying on this entropic interpretation as well as on the Sinkhorn scaling algorithm.
