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Revision as of 04:26, 26 July 2024

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Mean-field linear-quadratic stochastic differential games
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    Mean-field linear-quadratic stochastic differential games (English)
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    12 July 2021
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    linear-quadratic differential game
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    mean-field stochastic differential equation
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    zero-sum
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    open-loop saddle point
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    Riccati equation
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    perturbation approach
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