Cover Image

Particle system approximation of Nash equilibria in large games

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Tangpi, Ludovic, Touzi, Nizar
Format:	Preprint
Published:	2025
Subjects:	Probability Optimization and Control
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

On Approximate Nash Equilibria in Mean Field Games
by: Djete, Mao Fabrice, et al.
Published: (2026)

Marginal flows of non-entropic weak Schrödinger bridges
by: Hernández, Camilo, et al.
Published: (2025)

A policy iteration algorithm for non-Markovian control problems
by: Possamaï, Dylan, et al.
Published: (2024)

Propagation of chaos for mean field Schrödinger problems
by: Hernández, Camilo, et al.
Published: (2023)

Sensitivity Analysis of Distributionally Robust BSDEs and RBSDEs
by: Compoint, Arthur, et al.
Published: (2025)

Itō and Itō-Wentzell chain rule for flows of conditional laws of continuous semimartingales: an easy approach
by: Fadle, Assil, et al.
Published: (2024)

Markov-Nash equilibria in mean-field games under model uncertainty
by: Langner, Johannes, et al.
Published: (2024)

Conditional McKean-Vlasov control
by: Carmona, René, et al.
Published: (2025)

A Probabilistic Approach to Discounted Infinite Horizon and Invariant Mean Field Games
by: Carmona, René, et al.
Published: (2024)

Pasting of Equilibria and Donsker-type Results for Mean Field Games
by: Dianetti, Jodi, et al.
Published: (2024)

Bridging Schrödinger and Bass: A Semimartingale Optimal Transport Problem with Diffusion Control
by: Henry-Labordere, Pierre, et al.
Published: (2026)

Variance strikes back: sub-game--perfect Nash equilibria in time-inconsistent $N$-player games, and their mean-field sequel
by: Possamaï, Dylan, et al.
Published: (2025)

First order Martingale model risk and semi-static hedging
by: Sauldubois, Nathan, et al.
Published: (2024)

A PDE Derivation of the Schrödinger--Bass Bridge
by: Alouadi, Alexandre, et al.
Published: (2026)

Feasible approximation of matching equilibria for large-scale matching for teams problems
by: Neufeld, Ariel, et al.
Published: (2023)

Mean-field games of optimal stopping: master equation and weak equilibria
by: Possamaï, Dylan, et al.
Published: (2023)

Nash Equilibria in the Showcase Showdown game with unlimited spins
by: Bayón, L., et al.
Published: (2025)

Coarse correlated equilibria for continuous time mean field games in open loop strategies
by: Campi, Luciano, et al.
Published: (2023)

Computing normalized Nash equilibria for generalized Nash games with nonconvex players
by: Harwood, Stuart M., et al.
Published: (2025)

Actively learning equilibria in Nash games with misleading information
by: Franci, Barbara, et al.
Published: (2025)

Optimal resource allocation for maintaining system solvency
by: Guo, Gaoyue, et al.
Published: (2026)

Stochastic Graphon Games with Jumps and Approximate Nash Equilibria
by: Amini, Hamed, et al.
Published: (2023)

Approximating the set of Nash equilibria for convex games
by: Feinstein, Zachary, et al.
Published: (2023)

Constrained zero-sum LQ differential games for jump-diffusion systems with random coefficients
by: Tang, Yanyan, et al.
Published: (2026)

Computing all Nash equilibria of low-rank bi-matrix games
by: Feinstein, Zachary, et al.
Published: (2025)

Feedback Nash equilibria for scalar N-player linear quadratic dynamic games
by: Nortmann, Benita, et al.
Published: (2024)

Open-loop Pareto-Nash equilibria in multi-objective interval differential games
by: Li, Wen, et al.
Published: (2024)

Mean Field Game of Mutual Holding with common noise
by: Bassou, Leila, et al.
Published: (2024)

Feedback Stackelberg-Nash equilibria in difference games with quasi-hierarchical interactions and inequality constraints
by: Mohapatra, Partha Sarathi, et al.
Published: (2025)

Optimization of inventory and capacity in large-scale assembly systems using extreme-value theory
by: Meijer, Mirjam S., et al.
Published: (2021)

Viscosity Solutions for HJB Equations on the Process Space
by: Zhou, Jianjun, et al.
Published: (2024)

Robust mean-field games under entropy-based uncertainty
by: Delarue, François, et al.
Published: (2026)

Continuous-time mean field games: a primal-dual characterization
by: Guo, Xin, et al.
Published: (2025)

Nonstationary nonzero-sum Markov games under a probability criterion
by: Guo, Xin, et al.
Published: (2025)

Non--exchangeable mean field games with moderate interactions and common noise
by: Djete, Mao Fabrice
Published: (2026)

Risk-averse mean field games: exploitability and non-asymptotic analysis
by: Cheng, Ziteng, et al.
Published: (2023)

Stable optimisation-based scenario generation via game theoretic approach
by: Bounitsis, Georgios L., et al.
Published: (2023)

Mokobodzki's intervals: an approach to Dynkin games when value process is not a semimartingale
by: Klimsiak, Tomasz, et al.
Published: (2024)

Binomial-tree approximation for time-inconsistent stopping
by: Bayraktar, Erhan, et al.
Published: (2024)

Optimal Filtering for Interacting Particle Systems
by: Dorogovtsev, Andrey, et al.
Published: (2024)