Lemma 3.7 — Lipschitz best response
ProvedGraphonGames.Stability.lemma_3_7_best_response_lipschitzbest-responsegraphon-gamelipschitzp2o-batch-pfp2ap2o-gran-per-chapterp2o-plan-paperp2o-v1
Let satisfy Assumption 4: it is continuously differentiable and uniformly -strongly convex in , and its action derivative is -Lipschitz in . For any , let be the profile of pointwise minimizers of . Then
This controls how a change in the aggregate changes each player's best response.
Formalization Note The choice of a minimizer is encoded by classical choice; Assumption 4 supplies its existence and uniqueness. The norm inequality is in extended nonnegative reals, so an infinite left side cannot become zero under conversion.
Preamble
import Mathlib import Definitions.Def_GraphonGames_Stability_Setting open MeasureTheory open scoped ENNReal
Formal statement
namespace GraphonGames.Stability
theorem lemma_3_7_best_response_lipschitz
(J : ℝ → ℝ → ℝ) (ℓc ℓJ : ℝ) (h4 : GraphonGames.Existence.Asm4 J ℓc ℓJ)
(z1 z2 : I → ℝ) (hz1 : MemLp z1 2 volume)
(hz2 : MemLp z2 2 volume) :
eLpNorm (bestResponse J z1 - bestResponse J z2) 2 volume ≤
ENNReal.ofReal (ℓJ / ℓc) * eLpNorm (z1 - z2) 2 volume := by sorry
end GraphonGames.Stability
Source
Carmona, Cooney, Graves & Laurière, Stochastic Graphon Games: I. The Static Case, arXiv:1911.10664v1, p. 11, Lemma 3.7
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.