G-2026-68
Generalized Nash equilibria for GMFG systems with control mean fields
et
référence BibTeXA generalized Nash equilibrium (GNE)
framework is introduced for a graphon
mean field game of controls (GMFGC).
Each agent's drift, cost, and hard
control constraints depend on local
and graphon-weighted moments of the
joint state-control laws. Uniform
linear independence constraint
qualification and strong convexity
yield stable feasible sets and a
Lipschitz constrained best response.
The associated GMFGC
Hamilton-Jacobi-Bellman equation has
a classical solution and the GMFGC
Fokker-Planck-Kolmogorov equation a
generalized energy solution; under
weak coupling, the resulting GNE is
unique. Furthermore, the
\(\epsilon\)-Nash property is established
for finite-network, finite-population
constrained GMFGC systems.
Paru en octobre 2026 , 23 pages
Axes de recherche
Application de recherche
Document
G2668.pdf (590 Ko)
Matériel additionnel
G2668-SM.pdf (320 Ko)