Stochastic Graphon Games: I. The Static Case

Understand

We consider static finite-player network games and their continuum analogs, graphon games.

• Existence and uniqueness results are provided, as well as convergence of the finite-player network game optimal strategy profiles to their analogs for the graphon games.
• We also show that equilibrium strategy profiles of a graphon game provide approximate Nash equilibria for the finite-player games.
• Connections with mean field games and central planner optimization problems are discussed.