Backward-forward linear-quadratic mean-field Stackelberg games (Q2136674)

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Backward-forward linear-quadratic mean-field Stackelberg games
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    Backward-forward linear-quadratic mean-field Stackelberg games (English)
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    12 May 2022
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    backward-forward stochastic differential equation
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    Stackelberg game
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    mean-field game
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    consistency condition
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    large-population system
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    Nash approximate equilibrium
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