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This paper studies stochastic games on large graphs and their graphon limits. We propose a new formulation of graphon games based on a single typical player's label-state distribution. In contrast, other recently proposed models of graphon…

Optimization and Control · Mathematics 2022-04-21 Daniel Lacker , Agathe Soret

We consider static finite-player network games and their continuum analogs, graphon games. Existence and uniqueness results are provided, as well as convergence of the finite-player network game optimal strategy profiles to their analogs…

Optimization and Control · Mathematics 2019-11-26 Rene Carmona , Daniel Cooney , Christy Graves , Mathieu Lauriere

In this paper, we present a unifying framework for analyzing equilibria and designing interventions for large network games sampled from a stochastic network formation process represented by a graphon. We first introduce a new class of…

Computer Science and Game Theory · Computer Science 2020-07-01 Francesca Parise , Asuman Ozdaglar

Recent advances at the intersection of dense large graph limits and mean field games have begun to enable the scalable analysis of a broad class of dynamical sequential games with large numbers of agents. So far, results have been largely…

Computer Science and Game Theory · Computer Science 2022-02-21 Kai Cui , Heinz Koeppl

This paper establishes unique solvability of a class of Graphon Mean Field Game equations. The special case of a constant graphon yields the result for the Mean Field Game equations.

Optimization and Control · Mathematics 2022-03-14 Peter E. Caines , Daniel W. C. HO , Minyi Huang , Jiamin Jian , Qingshuo Song

We study finite-player dynamic stochastic games with heterogeneous interactions and non-Markovian linear-quadratic objective functionals. We derive the Nash equilibrium explicitly by converting the first-order conditions into a coupled…

Optimization and Control · Mathematics 2024-11-12 Eyal Neuman , Sturmius Tuschmann

We consider a game for a continuum of non-identical players evolving on a finite state space. Their heterogeneous interactions are represented by a graphon, which can be viewed as the limit of a dense random graph. The player's transition…

Optimization and Control · Mathematics 2021-06-16 Alexander Aurell , Rene Carmona , Gokce Dayanikli , Mathieu Lauriere

Graphon games are a class of games with a continuum of agents, introduced to approximate the strategic interactions in large network games. The first result of this study is an equilibrium existence theorem in graphon games, under the same…

Theoretical Economics · Economics 2025-04-03 Motoki Otsuka

Graphon games have been introduced to study games with many players who interact through a weighted graph of interaction. By passing to the limit, a game with a continuum of players is obtained, in which the interactions are through a…

Optimization and Control · Mathematics 2024-04-02 Mathieu Laurière , Ludovic Tangpi , Xuchen Zhou

We study mean field games for large non--exchangeable populations with moderate local interactions and common noise. The finite--player system is driven by two complementary interaction mechanisms : a graphon--type structure, which encodes…

Optimization and Control · Mathematics 2026-05-15 Mao Fabrice Djete

This paper studies approximate solutions to large-scale linear quadratic stochastic games with homogeneous nodal dynamics parameters and heterogeneous network couplings within the graphon mean field game framework in [2]-[4]. A graphon…

Systems and Control · Electrical Eng. & Systems 2021-10-22 Shuang Gao , Peter E. Caines , Minyi Huang

In this paper, we analyze linear-quadratic stochastic differential games with a continuum of players interacting through graphon aggregates, each state being subject to idiosyncratic Brownian shocks. The major technical issue is the joint…

Probability · Mathematics 2021-05-27 Alexander Aurell , Rene Carmona , Mathieu Lauriere

Recent techniques based on Mean Field Games (MFGs) allow the scalable analysis of multi-player games with many similar, rational agents. However, standard MFGs remain limited to homogeneous players that weakly influence each other, and…

Computer Science and Game Theory · Computer Science 2023-12-19 Kai Cui , Gökçe Dayanıklı , Mathieu Laurière , Matthieu Geist , Olivier Pietquin , Heinz Koeppl

We consider a class of targeted intervention problems in dynamic network and graphon games. First, we study a general dynamic network game in which players interact over a graph and maximize their heterogeneous, concave goal functionals,…

Optimization and Control · Mathematics 2025-07-02 Eyal Neuman , Sturmius Tuschmann

We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…

Computer Science and Game Theory · Computer Science 2010-12-13 Sachin Adlakha , Ramesh Johari

Multi-agent reinforcement learning, despite its popularity and empirical success, faces significant scalability challenges in large-population dynamic games. Graphon mean field games (GMFGs) offer a principled framework for approximating…

Optimization and Control · Mathematics 2025-06-09 Philipp Plank , Yufei Zhang

We study continuous stochastic games with heterogeneous mean field interactions and jumps on large networks and explore their limit counterparts. We introduce the graphon game model based on a controlled graphon mean field stochastic…

Probability · Mathematics 2025-06-19 Hamed Amini , Zhongyuan Cao , Agnès Sulem

We consider network games where a large number of agents interact according to a network sampled from a random network model, represented by a graphon. By exploiting previous results on convergence of such large network games to graphon…

Computer Science and Game Theory · Computer Science 2023-03-21 Feras Al Taha , Francesca Parise

In this paper, we present a sequential decomposition algorithm equivalent of Master equation to compute GMFE of GMFG and graphon optimal Markovian policies (GOMPs) of graphon mean field teams (GMFTs). We consider a large population of…

Computer Science and Game Theory · Computer Science 2022-06-08 Deepanshu Vasal , Rajesh K Mishra , Sriram Vishwanath

In this article, we consider mean field games between a dominating player and a group of representative agents, each of which acts similarly and also interacts with each other through a mean field term being substantially influenced by the…

Optimization and Control · Mathematics 2014-07-28 Alain Bensoussan , Michael Chau , Phillip Yam
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