Mean field game for linear-quadratic stochastic recursive systems (Q2278541)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean field game for linear-quadratic stochastic recursive systems |
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Mean field game for linear-quadratic stochastic recursive systems (English)
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5 December 2019
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\(\epsilon\)-Nash equilibrium
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mean-field forward-backward stochastic differential equation (MF-FBSDE)
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linear-quadratic constrained control
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projection
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monotonic condition
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