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- W4376286405 abstract "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." @default.
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- W4376286405 date "2023-05-12" @default.
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- W4376286405 title "Propagation of Chaos of Forward–Backward Stochastic Differential Equations with Graphon Interactions" @default.
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- W4376286405 doi "https://doi.org/10.1007/s00245-023-09996-y" @default.
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