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This paper presents a comprehensive study of linear-quadratic (LQ) mean field games (MFGs) in Hilbert spaces, generalizing the classic LQ MFG theory to scenarios involving $N$ agents with dynamics governed by infinite-dimensional stochastic equations.
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Optimal control of path-dependent McKean–Vlasov SDEs in infinite-dimension,
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Linear-quadratic mean field games of controls with non-monotone data,
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