Related papers: Stochastic Graphon Games with Interventions

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…

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…

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…

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…

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…

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…

This paper studies a stochastic utility maximization game under relative performance concerns in finite agent and infinite agent settings, where a continuum of agents interact through a graphon (see definition below). We consider an…

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…

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…

We introduce a framework for stochastic games on large sparse graphs, covering continuous-time and discrete-time dynamic games as well as static games. Players are indexed by the vertices of simple, locally finite graphs, allowing both…

This paper addresses a class of network games played by dynamic agents using their outputs. Unlike most existing related works, the Nash equilibrium in this work is defined by functions of agent outputs instead of full agent states, which…

In this paper, we study finite-agent linear-quadratic games on graphs. Specifically, we propose a comprehensive framework that extends the existing literature by incorporating heterogeneous and interpretable player interactions. Compared to…

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…

We investigate stochastic utility maximization games under relative performance concerns in both finite-agent and infinite-agent (graphon) settings. An incomplete market model is considered where agents with power (CRRA) utility functions…

Recently, a new model extending the standard replicator equation to a finite set of players connected on an arbitrary graph was developed in evolutionary game dynamics. The players are interpreted as subpopulations of multipopulations…

This paper considers a distributed gossip approach for finding a Nash equilibrium in networked games on graphs. In such games a player's cost function may be affected by the actions of any subset of players. An interference graph is…

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…

In this paper we consider the problem of distributed Nash equilibrium (NE) seeking over networks, a setting in which players have limited local information. We start from a continuous-time gradient-play dynamics that converges to an NE…

This paper investigates a class of linear-quadratic-Gaussian risk-sensitive graphon mean-field games, involving an asymptotically infinite population of heterogeneous agents distributed across an asymptotically infinite network, where each…

We propose a discrete time graphon game formulation on continuous state and action spaces using a representative player to study stochastic games with heterogeneous interaction among agents. This formulation admits both philosophical and…