4 papers
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…
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…
A priori estimates and large population limits for some nonsymmetric Nash systems with semimonotonicity
Marco Cirant, Davide Francesco Redaelli
We address the problem of regularity of solutions to a family of semilinear parabolic systems of equations, which describe closed-loop equilibria of s…
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…