“…With the exception of [Angiuli et al, 2022b], which is the basis of the present paper, these methods focus on solving one of the two types of problems, MFG or MFC. On the one hand, to learn MFGs solutions, two classical families of methods are those relying on strict contraction and fixed point iterations (e.g., [Guo et al, 2019, Cui and Koeppl, 2021, Anahtarci et al, 2023 with tabular Qlearning or deep RL), and those relying on monotonicity and the structure of the game (e.g., , Perrin et al, 2020, Laurière et al, 2022 using fictitious play and tabular or deep RL). Two-timescale analysis to learn MFG solutions has been used in [Mguni et al, 2018, Subramanian andMahajan, 2019].…”