2 papers
math.OC2021
Finite State Graphon Games with Applications to Epidemics
Alexander Aurell, Rene Carmona, Gokce Dayanikli +1
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…
math.PR2021
Stochastic Graphon Games: II. The Linear-Quadratic Case
Alexander Aurell, Rene Carmona, Mathieu Lauriere
In this paper, we analyze linear-quadratic stochastic differential games with a continuum of players interacting through graphon aggregates, each state being subject to idiosyncrat…