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Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized ε-Nash Equilibria

Minyi Huang, Peter E. Caines, Roland P. Malhamé. Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized ε-Nash Equilibria. IEEE Trans. Automat. Contr., 52(9):1560-1571, 2007. [doi]

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