2 papers
math.OC2025
Finite-Agent Stochastic Differential Games on Large Graphs: I. The Linear-Quadratic Case
Ruimeng Hu, Jihao Long, Haosheng Zhou
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 hete…
cs.LG2025
Finite-Agent Stochastic Differential Games on Large Graphs: II. Graph-Based Architectures
Ruimeng Hu, Jihao Long, Haosheng Zhou
We propose a novel neural network architecture, called Non-Trainable Modification (NTM), for computing Nash equilibria in stochastic differential games (SDGs) on graphs. These game…