Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle (Q3162590)

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Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle
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    Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle (English)
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    20 October 2010
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    mean field models
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    stochastic differential games
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    LQG control
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    decentralized control
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    Nash equilibria
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