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    SIAMCO
    2010
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    Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle
    13 years 10 months ago
    Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle
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    We consider linear-quadratic-Gaussian (LQG) games with a major player and a large number of minor players. The major player has a significant influence on others. The minor playe...
    Minyi Huang
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