论文标题
与图形相互作用的前回前随机微分方程的混乱传播
Propagation of Chaos of Forward-Backward Stochastic Differential Equations with Graphon Interactions
论文作者
论文摘要
在本文中，我们使用前向后的随机微分方程系统研究Graphon平均野外游戏。我们在两个不同的假设下建立了解决方案的存在和独特性，并证明了相互作用的图形的稳定性，这是显示混乱结果传播所必需的。作为混乱传播的应用，我们证明了N-玩家游戏NASH均衡的融合对于通用模型，这在Graphon Mean Mean Field Games理论中是新的。
In this paper, we study graphon mean field games using a system of forward-backward stochastic differential equations. We establish the existence and uniqueness of solutions under two different assumptions and prove the stability with respect to the interacting graphons which are necessary to show propagation of chaos results. As an application of propagation of chaos, we prove the convergence of n-player game Nash equilibrium for a general model, which is new in the theory of graphon mean field games.
