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 opti…
We use the recently developed probabilistic analysis of mean field games with finitely many states in the weak formulation to set up a principal/agent contract theory model where the principal face…
We develop a probabilistic approach to continuous-time finite state mean field games. Based on an alternative description of continuous-time Markov chain by means of semimartingale and the weak for…