5 papers
Long-time and large-population limits of displacement monotone linear-quadratic Nash systems
Davide Francesco Redaelli
For linear-quadratic -dimensional Nash systems with mean-field-like scaling and strongly displacement monotone data, we prove uniform-in-time a priori derivative estimates exhib…
On the unimportance of distant players in sparse stochastic differential network games
Marco Cirant, Davide Francesco Redaelli
We study stochastic differential games with players, where interactions are determined by sequences of graphs in which the number of neighbours of each node remains bounded as…
A non-asymptotic approach to stochastic differential games with many players under semi-monotonicity
Marco Cirant, Joe Jackson, Davide Francesco Redaelli
We consider stochastic differential games with a large number of players, with the aim of quantifying the gap between closed-loop, open-loop and distributed equilibria. We show tha…
Short-time existence and uniqueness for some infinite-dimensional Nash systems
Davide Francesco Redaelli
We prove local (in time) existence and uniqueness for a class of infinite-dimensional Nash systems, namely systems of infinitely many Hamilton-Jacobi-Bellman equations set in an in…
Some remarks on Linear-quadratic closed-loop games with many players
Marco Cirant, Davide Francesco Redaelli
We identify structural assumptions which provide solvability of the Nash system arising from a linear-quadratic closed-loop game, with stable properties with respect to the number…