Stochastic Graphon Games: I. The Static Case

DOI10.1287/moor.2021.1148zbMath1491.91017arXiv1911.10664OpenAlexW3193387334MaRDI QIDQ5076723

Mathieu Laurière, Christy V. Graves, René A. Carmona, Daniel B. Cooney

Publication date: 17 May 2022

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.10664

zbMATH Keywords

networksmean field gamesgraphon games

Mathematics Subject Classification ID

Games involving graphs (91A43) Stochastic games, stochastic differential games (91A15) Mean field games (aspects of game theory) (91A16)

Related Items (9)

Stationarity and uniform in time convergence for the graphon particle system ⋮ Stochastic graphon games. II: The linear-quadratic case ⋮ Graphon particle system: uniform-in-time concentration bounds ⋮ Optimal investment in a large population of competitive and heterogeneous agents ⋮ Graphon mean-field control for cooperative multi-agent reinforcement learning ⋮ Consensus formation in first-order graphon models with time-varying topologies ⋮ Propagation of chaos of forward-backward stochastic differential equations with graphon interactions ⋮ Graphon mean field systems ⋮ Weakly interacting oscillators on dense random graphs

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