Mean field games with a dominating player (Q315770)
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English | 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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