On the Population Size in Stochastic Differential Games

Commuters looking for the shortest path to their destinations, the security of networked computers, hedge funds trading on the same stocks, governments and populations acting to mitigate an epidemic, or employers and employees agreeing on a contact, are all examples of (dynamic) stochastic differential games.In essence, game theory deals with the analysis of strategic interactions among multiple decision-makers.The theory has had enormous impact in a wide variety of fields, but its rigorous mathematical analysis is rather recent.It started with the pioneering work of von Neumann and Morgenstern [vNM44] published in 1944.Since then, game theory has taken center stage in applied mathematics and related areas, especially in economics with several game theorists such as John F.