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Distributed games with jumps: An $\alpha$-potential game approach

math.OC · 2025-08-03 · unverdicted · novelty 7.0

The α-potential game framework reduces α-Nash equilibria in distributed jump diffusion games to finite-dimensional control problems, with explicit polynomial and logarithmic α decay rates for asymmetric networks and Nash equilibrium construction for heterogeneous mean-variance portfolio games.

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  • Distributed games with jumps: An $\alpha$-potential game approach math.OC · 2025-08-03 · unverdicted · none · ref 14

    The α-potential game framework reduces α-Nash equilibria in distributed jump diffusion games to finite-dimensional control problems, with explicit polynomial and logarithmic α decay rates for asymmetric networks and Nash equilibrium construction for heterogeneous mean-variance portfolio games.