no code implementations • 12 Feb 2024 • Mathieu Laurière, Ludovic Tangpi, Xuchen Zhou
By passing to the limit, a game with a continuum of players is obtained, in which the interactions are through a graphon.
no code implementations • 23 Feb 2022 • Ludovic Tangpi, Xuchen Zhou
This paper studies a stochastic utility maximization game under relative performance concerns in finite agent and infinite agent settings, where a continuum of agents interact through a graphon (see definition below).