We propose a modified extragradient method for solving the variational inequality problem in Hilbert space. The is combination of well-known subgradient with Mann’s mean value which updated iterate picked convex hull all previous iterates. show weak convergence to solution problem, provided that condition on corresponding averaging matrix fulfilled. Some numerical experiments are given effectiv...

The policy iteration method is a classical algorithm for solving optimal control problems. We introduce Mean Field Games systems and we prove, under monotonicity assumption on the coupling cost, convergence of this procedure to solution problem.