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On the Rate of Convergence for the Mean-Field Approximation of Controlled Diffusions with Large Number of Players.
Vassili N. Kolokoltsov
Marianna S. Troeva
Wei Yang
Published in:
Dyn. Games Appl. (2014)
Keyphrases
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computational complexity
small number
artificial intelligence
memory requirements
growth rate
real time
machine learning
optimal solution
convergence speed
fixed number
maximum number