Linear quadratic nonzero-sum mean-field stochastic differential games with regime switching
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Publication:6622701
DOI10.1007/s00245-024-10188-5MaRDI QIDQ6622701
Publication date: 22 October 2024
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Markov chainRiccati equationstochastic differential gamemean-fieldlinear quadratic problemnonzero-sum
Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15) Mean field games and control (49N80)
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