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We study a general class of entropy-regularized multi-variate LQG mean field games (MFGs) in continuous time with $K$ distinct sub-population of agents.
The variational formulation of the fokker–planck equation
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Stochastic power control in wireless communication systems: analysis, approximate control algorithms and state aggregation
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Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
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