Stochastic Graphon Games: I. The Static Case

被引：25

作者：

Carmona, Rene ^{[1
]}

Cooney, Daniel B. ^{[2
]}

Graves, Christy, V ^{[1
]}

Lauriere, Mathieu ^{[1
]}

机构：

[1] Princeton Univ, Princeton, NJ 08544 USA

[2] Univ Penn, Philadelphia, PA 19104 USA

来源：

MATHEMATICS OF OPERATIONS RESEARCH | 2022年 / 47卷 / 01期

基金：

美国国家科学基金会;

关键词：

graphon games; mean field games; networks; MEAN-FIELD GAMES;

D O I：

10.1287/moor.2021.1148

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

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 for the graphon games. We also show that equilibrium strategy profiles of a graphon game provide approximate Nash equilibria for the finite-player games. Connections with mean field games are discussed. A motivating application of Cournot competition is presented, and explicit computation of its Nash equilibrium is provided.

引用

页码：750 / 778

页数：29

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