In sparse stochastic differential network games, optimal open-loop strategies depend only on local graph neighbors with explicit non-asymptotic error bounds independent of time horizon under convexity and monotonicity assumptions.
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On the unimportance of distant players in sparse stochastic differential network games
In sparse stochastic differential network games, optimal open-loop strategies depend only on local graph neighbors with explicit non-asymptotic error bounds independent of time horizon under convexity and monotonicity assumptions.