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Finite State Graphon Games with Applications to Epidemics
Alexander Aurell1, René Carmona1, Gökçe Dayanıklı1
1Department of Operations Research and Financial Engineering, Princeton University, Princeton, NJ 08544 USA.
This study introduces a mathematical framework for analyzing games with many non-identical players and complex interactions using graphons. It establishes conditions for Nash equilibria and proposes a machine learning approach for epidemiological models.
Area of Science:
- Game Theory
- Network Science
- Mathematical Epidemiology
Background:
- Heterogeneous interactions in large populations are complex to model.
- Graphons offer a way to represent interactions in a continuum of players.
- Understanding player behavior in dynamic systems is crucial.
Purpose of the Study:
- To develop a rigorous mathematical framework for games with a continuum of non-identical players.
- To analyze Nash equilibria in such systems.
- To propose and validate a machine learning-based numerical method for these games.
Main Methods:
- Utilized graphon theory to model player interactions.
- Developed a mathematical framework for analyzing Nash equilibria.
- Applied machine learning techniques for numerical simulations.
- Tested the approach on compartmental models in epidemiology.
Main Results:
- Established a sufficient condition for the existence of Nash equilibria.
- Proved the existence of solutions for continuum of fully coupled forward-backward ordinary differential equations.
- Demonstrated the efficacy of the machine learning approach through experimental results.
Conclusions:
- The proposed framework provides a robust method for analyzing complex games with continuum players.
- The machine learning approach offers a practical tool for solving such games, particularly in epidemiological contexts.
- This work bridges theoretical game theory with applied mathematical modeling.
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