Stochastic Graphon Games: II. The Linear-Quadratic Case - Aurell, Alexander; Carmona, René; Laurière, Mathieu (Applied mathematics & optimization, 2022)
Keywords: Aggregates; Applied mathematics; Calculus of Variations and Optimal Control; Optimization; Control; Control theory; Differential equations; Differential games; Equations of state; Equilibrium conditions; Game theory; Macroeconomics; Mathematical and Computational Physics; Mathematical Methods in Physics; Mathematics; Mathematics and Statistics; Maximum principle; Numerical and Computational Physics; Optimization; Players; Random variables; Simulation; Systems Theory; Theoretical; 60H10; 60H20; Exact law of large numbers; 91A15; Fubini extensions; 91A07; Continuum of players; Graphons; Stochastic differential games