On the unimportance of distant players in sparse stochastic differential network games

Fuente: arXiv
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Autori principali: Cirant, Marco, Redaelli, Davide Francesco
Natura: Preprint
Pubblicazione: 2026
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author Cirant, Marco
Redaelli, Davide Francesco
author_facet Cirant, Marco
Redaelli, Davide Francesco
contents We study stochastic differential games with $N$ players, where interactions are determined by sequences of graphs in which the number of neighbours of each node remains bounded as $N$ grows, such as chain graphs or lattices. Our main goal is to quantify the phenomenon of the "unimportance of distant players" in such a large population, sparse regime: we show that, in order to determine the optimal trajectory in open-loop strategies of a given player with an arbitrarily small error, it suffices to consider a reduced game involving only the players at a certain distance in the graph, assigning arbitrary trajectories to the farther ones. Our main result provides an explicit non-asymptotic estimate in terms of the graph distance, valid independently of the time horizon $T$, under suitable convexity and monotonicity assumptions on the costs. Similar results are obtained for games in distributed strategies.
format Preprint
id arxiv_https___arxiv_org_abs_2604_27157
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle On the unimportance of distant players in sparse stochastic differential network games
Cirant, Marco
Redaelli, Davide Francesco
Analysis of PDEs
Optimization and Control
Probability
35B45, 35G50, 35K40, 35K58, 35Q91, 35Q93, 49N70, 91A10, 91A15, 91A43
We study stochastic differential games with $N$ players, where interactions are determined by sequences of graphs in which the number of neighbours of each node remains bounded as $N$ grows, such as chain graphs or lattices. Our main goal is to quantify the phenomenon of the "unimportance of distant players" in such a large population, sparse regime: we show that, in order to determine the optimal trajectory in open-loop strategies of a given player with an arbitrarily small error, it suffices to consider a reduced game involving only the players at a certain distance in the graph, assigning arbitrary trajectories to the farther ones. Our main result provides an explicit non-asymptotic estimate in terms of the graph distance, valid independently of the time horizon $T$, under suitable convexity and monotonicity assumptions on the costs. Similar results are obtained for games in distributed strategies.
title On the unimportance of distant players in sparse stochastic differential network games
topic Analysis of PDEs
Optimization and Control
Probability
35B45, 35G50, 35K40, 35K58, 35Q91, 35Q93, 49N70, 91A10, 91A15, 91A43
url https://arxiv.org/abs/2604.27157