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SIAMCO
2010
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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 9 months ago
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www.math.carleton.ca
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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