The paper derives BSDE-based bounds on the alpha-potential error for N-player stochastic differential games, covering controlled diffusion and common noise with alpha = O(1/N).
Closed-loop α-potential stochastic differential games via a bsde approach
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BSDE Approach for $\alpha$-Potential Stochastic Differential Games
The paper derives BSDE-based bounds on the alpha-potential error for N-player stochastic differential games, covering controlled diffusion and common noise with alpha = O(1/N).