Social optima in mean field linear-quadratic-Gaussian models with control input constraint (Q2124496)

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Social optima in mean field linear-quadratic-Gaussian models with control input constraint
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    Social optima in mean field linear-quadratic-Gaussian models with control input constraint (English)
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    11 April 2022
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    mean field model
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    social optimum
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    input constraint
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    forward-backward stochastic differential equation
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