Propagation of chaos of forward-backward stochastic differential equations with graphon interactions (Q6166252): Difference between revisions

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scientific article; zbMATH DE number 7707950

Language	Label	Description	Also known as
English	Propagation of chaos of forward-backward stochastic differential equations with graphon interactions	scientific article; zbMATH DE number 7707950

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instance of

scholarly article

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title

Propagation of chaos of forward-backward stochastic differential equations with graphon interactions (English)

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Applied Mathematics and Optimization

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publication date

6 July 2023

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full work available at URL

https://arxiv.org/abs/2202.08163

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zbMATH Keywords

large population games

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graphon mean field games

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propagation of chaos

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FBSDE

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convergence of Nash equilibrium

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MaRDI profile type

Publication

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cites work

Mean field games. I: The stationary case

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Mean field games. II: Finite horizon and optimal control

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Mean field games

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Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria

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Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle

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Finite state mean field games with Wright-Fisher common noise

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Finite State Mean Field Games with Wright–Fisher Common Noise as Limits of<i>N</i>-Player Weighted Games

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Analysis of a Finite State Many Player Game Using Its Master Equation

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Probabilistic approach to finite state mean field games

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Convergence, fluctuations and large deviations for finite state mean field games via the master equation

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On non-uniqueness in mean field games

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An example of multiple mean field limits in ergodic differential games

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On the Convergence Problem in Mean Field Games: A Two State Model without Uniqueness

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Selection of equilibria in a linear quadratic mean-field game

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Probabilistic Theory of Mean Field Games with Applications I

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Probabilistic Theory of Mean Field Games with Applications II

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The Master Equation and the Convergence Problem in Mean Field Games

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A general characterization of the mean field limit for stochastic differential games

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On the convergence of closed-loop Nash equilibria to the mean field game limit

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Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls

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Stochastic graphon games. II: The linear-quadratic case

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On the Graphon Mean Field Game equations: Individual agent affine dynamics and mean field dependent performance functions

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Graphon Mean Field Games and Their Equations

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Stochastic Graphon Games: I. The Static Case

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Convergent sequences of dense graphs. I: Subgraph frequencies, metric properties and testing

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Convergent sequences of dense graphs. II. Multiway cuts and statistical physics

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Limits of dense graph sequences

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Stationarity and uniform in time convergence for the graphon particle system

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The<i>k</i>-Core and Branching Processes

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Solvability of infinite horizon McKean-Vlasov FBSDEs in mean field control problems and games

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Solution of forward-backward stochastic differential equations

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Forward-backward stochastic differential equations and quasilinear parabolic PDEs

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Q2807034

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Forward-backward stochastic differential equations with mixed initial-terminal conditions

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Backward Stochastic Differential Equations

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Q4002114

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Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation

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Q4899293

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Measure Theory

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Weak Solutions of Forward–Backward SDE's

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Weak existence and uniqueness for forward-backward SDEs

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Weak solutions for forward-backward SDEs-a martingale problem approach

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Identifiers

zbMATH Open document ID

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10.1007/s00245-023-09996-y

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6166252

@@ Property / cites work @@
+Mean field games. I: The stationary case
@@ Property / cites work: Mean field games. I: The stationary case / rank @@
+Normal rank
@@ Property / cites work @@
+Mean field games. II: Finite horizon and optimal control
+Normal rank
@@ Property / cites work @@
+Mean field games
@@ Property / cites work: Mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
+Normal rank
@@ Property / cites work @@
+Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
+Normal rank
@@ Property / cites work @@
+Finite state mean field games with Wright-Fisher common noise
+Normal rank
@@ Property / cites work @@
+Finite State Mean Field Games with Wright–Fisher Common Noise as Limits of<i>N</i>-Player Weighted Games
+Normal rank
@@ Property / cites work @@
+Analysis of a Finite State Many Player Game Using Its Master Equation
+Normal rank
@@ Property / cites work @@
+Probabilistic approach to finite state mean field games
+Normal rank
@@ Property / cites work @@
+Convergence, fluctuations and large deviations for finite state mean field games via the master equation
+Normal rank
@@ Property / cites work @@
+On non-uniqueness in mean field games
@@ Property / cites work: On non-uniqueness in mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+An example of multiple mean field limits in ergodic differential games
+Normal rank
@@ Property / cites work @@
+On the Convergence Problem in Mean Field Games: A Two State Model without Uniqueness
+Normal rank
@@ Property / cites work @@
+Selection of equilibria in a linear quadratic mean-field game
+Normal rank
@@ Property / cites work @@
+Probabilistic Theory of Mean Field Games with Applications I
+Normal rank
@@ Property / cites work @@
+Probabilistic Theory of Mean Field Games with Applications II
+Normal rank
@@ Property / cites work @@
+The Master Equation and the Convergence Problem in Mean Field Games
+Normal rank
@@ Property / cites work @@
+A general characterization of the mean field limit for stochastic differential games
+Normal rank
@@ Property / cites work @@
+On the convergence of closed-loop Nash equilibria to the mean field game limit
+Normal rank
@@ Property / cites work @@
+Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls
+Normal rank
@@ Property / cites work @@
+Stochastic graphon games. II: The linear-quadratic case
+Normal rank
@@ Property / cites work @@
+On the Graphon Mean Field Game equations: Individual agent affine dynamics and mean field dependent performance functions
+Normal rank
@@ Property / cites work @@
+Graphon Mean Field Games and Their Equations
@@ Property / cites work: Graphon Mean Field Games and Their Equations / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Graphon Games: I. The Static Case
@@ Property / cites work: Stochastic Graphon Games: I. The Static Case / rank @@
+Normal rank
@@ Property / cites work @@
+Convergent sequences of dense graphs. I: Subgraph frequencies, metric properties and testing
+Normal rank
@@ Property / cites work @@
+Convergent sequences of dense graphs. II. Multiway cuts and statistical physics
+Normal rank
@@ Property / cites work @@
+Limits of dense graph sequences
@@ Property / cites work: Limits of dense graph sequences / rank @@
+Normal rank
@@ Property / cites work @@
+Stationarity and uniform in time convergence for the graphon particle system
+Normal rank
@@ Property / cites work @@
+The<i>k</i>-Core and Branching Processes
@@ Property / cites work: The<i>k</i>-Core and Branching Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Solvability of infinite horizon McKean-Vlasov FBSDEs in mean field control problems and games
+Normal rank
@@ Property / cites work @@
+Solution of forward-backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations and quasilinear parabolic PDEs
+Normal rank
@@ Property / cites work @@
+Q2807034
@@ Property / cites work: Q2807034 / rank @@
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations with mixed initial-terminal conditions
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations
@@ Property / cites work: Backward Stochastic Differential Equations / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Finding adapted solutions of forward-backward stochastic differential equations: Method of continuation
+Normal rank
@@ Property / cites work @@
+Q4899293
@@ Property / cites work: Q4899293 / rank @@
+Normal rank
@@ Property / cites work @@
+Measure Theory
@@ Property / cites work: Measure Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Weak Solutions of Forward–Backward SDE's
@@ Property / cites work: Weak Solutions of Forward–Backward SDE's / rank @@
+Normal rank
@@ Property / cites work @@
+Weak existence and uniqueness for forward-backward SDEs
+Normal rank
@@ Property / cites work @@
+Weak solutions for forward-backward SDEs-a martingale problem approach
+Normal rank