Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information (Q2049322)
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English | Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information |
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Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information (English)
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25 August 2021
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mean-field stochastic differential equation
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linear-quadratic non-zero sum differential game
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asymmetric information
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Nash equilibrium point
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filtering equation
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feedback
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