Control of McKean-Vlasov dynamics versus mean field games (Q356473)

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Control of McKean-Vlasov dynamics versus mean field games
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    Control of McKean-Vlasov dynamics versus mean field games (English)
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    25 July 2013
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    mean-field game
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    controlled McKean-Vlasov stochastic differential equations
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    forward-backward stochastic differential equations
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    linear-quadratic
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    cap-and-trade model
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