Linear-quadratic extended mean field games with common noises (Q6632957)
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scientific article; zbMATH DE number 7938849
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear-quadratic extended mean field games with common noises |
scientific article; zbMATH DE number 7938849 |
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Linear-quadratic extended mean field games with common noises (English)
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5 November 2024
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extended mean field game
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forward-backward stochastic differential equation
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master equation
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