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LQG Graphon Mean Field Games: Analysis via Graphon-Invariant Subspaces

LQG Graphon Mean Field Games: Analysis via Graphon-Invariant Subspaces

This article studies approximate solutions to large-scale linear quadratic stochastic games with homogeneous nodal dynamics' parameters and heterogeneous network couplings within the graphon mean field game framework. A graphon time-varying dynamical system model is first formulated to study the finite and then limit problems of linear quadratic Gaussian graphon mean …