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We consider a general class of finite-player stochastic games with mean-field interaction, in which the linear-quadratic cost functional includes linear operators acting on controls in $L^2$.
Optimal advertising policy under dynamic conditions
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Stochastic optimal control of delay equations arising in advertising models. Stochastic partial differential equations and applications-VII, 133-148
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R. Carmona, J.-P. Fouque, and L.-H. Sun. Mean field games and systemic risk, Communications in Mathematical Sciences , 13(4): 911-933, 2015
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Probabilistic Theory of Mean Field Games with Applications II , volume II of Probability Theory and Stochastic Modelling
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R. Carmona, J.-P. Fouque, S.M. Mousavi, and L.-H. Sun · 2018
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J.-P. Fouque and Z. Zhang · 2018
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Y. Hamaguchi. On the maximum principle for optimal control problems of stochastic Volterra integral equations with delay, Applied Mathematics & Optimization , vol. 87, no. 3, p. 42, 2023
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