Mean-field games (MFGs) are limiting models to approximate N-player games,
with a number of applications. Despite the ever-growing numerical literature on
computation of MFGs, there is no library that allows researchers and
practitioners to easily create and solve their own MFG problems. The purpose of
this document is to introduce MFGLib, an open-source Python library for solving
general MFGs with a user-friendly and customizable interface. It serves as a
handy tool for creating and analyzing generic MFG environments, along with
embedded auto-tuners for all implemented algorithms. The package is distributed
under the MIT license and the source code and documentation can be found at
https://github.com/radar-research-lab/MFGLib/