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    Numerical solution of stochastic Nash games with state-dependent noise for weakly coupled large-scale systems
    15 years 2 months ago
    Numerical solution of stochastic Nash games with state-dependent noise for weakly coupled large-scale systems
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    This paper discusses the infinite horizon stochastic Nash games with state-dependent noise. After establishing the asymptotic structure along with the positive semidefiniteness for...
    Muneomi Sagara, Hiroaki Mukaidani, Toru Yamamoto
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