Mean-field linear-quadratic stochastic differential games (Q2040124)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-field linear-quadratic stochastic differential games |
scientific article |
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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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