A Case Study on Stochastic Games on Large Graphs in Mean Field and Sparse Regimes

DOI10.1287/moor.2021.1179zbMath1489.91017arXiv2005.14102OpenAlexW3209096915MaRDI QIDQ5085151

Agathe Soret, Daniel Lacker

Publication date: 27 June 2022

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

Full work available at URL: https://arxiv.org/abs/2005.14102

zbMATH Keywords

Laplacian matrixmean field gamesnetwork gameslinear-quadraticapproximate Nash equilibrium

Mathematics Subject Classification ID

Games involving graphs (91A43) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15)

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