  In recent and past works, convexity is usually assumed on each individual
part of the action functional in order to demonstrate the existence and
uniqueness of a Nash equilibrium on some interval [0, T] (this meant that each
hessian was assumed to be nonnegative). Particularly, a certain assumption was
imposed in order to quantify the smallness of T. The contribution of this
project is to expand on this with the key insight being that one does not need
the convexity of each part of the action, but rather just an appropriate
combination of them, which will essentially "compensate" for the other two
terms to yield convexity in the action.
  This is meaningful in both the pure and applied settings as it generalizes
the existence and uniqueness of a Nash equilibrium slightly more, but maybe
more importantly matches real world application slightly closer, as in reality
there are many settings in which not each part of the action have convexity.
Thus, it is more accurate for modern application of Mean Field Game Theory.
