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G-2025-76

Perturbation analysis with Q-noise in LQG graphon mean field games

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This paper presents a perturbation analysis for linear quadratic Gaussian graphon mean field games (LQG-GMFGs) with Q-noise. The perturbation response function is derived under both initial-state and Q-noise perturbations within a finite horizon framework. The theoretical results show that the alignment of eigenfunctions between the graphon in the dynamics and the perturbation graphon determines the bounds of the perturbation response function. Numerical simulations validate these findings, demonstrating the impact of eigenfunction alignment on the system’s behavior.

, 17 pages

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