Mean field games with a dominating player (Q315770)

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Mean field games with a dominating player
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    Mean field games with a dominating player (English)
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    23 September 2016
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    mean field games
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    dominating player
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    optimal control
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    Wasserstein metric
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    adjoint equation
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    stochastic maximum principle
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    stochastic Hamilton-Jacobi-Bellman equations
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    linear-quadratic problem
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    separation principle
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    Banach's fixed-point theorem
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