Linear quadratic mean field games with a major player: the multi-scale approach (Q2173955)
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English | Linear quadratic mean field games with a major player: the multi-scale approach |
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Linear quadratic mean field games with a major player: the multi-scale approach (English)
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17 April 2020
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asymptotic solvability
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linear quadratic
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mean field game
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major and minor players
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re-scaling
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Riccati differential equation
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