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Kyle-Back Equilibrium Models and Linear Conditional Mean-Field SDEs.

Jin MaRentao SunYonghui Zhou
Published in: SIAM J. Control. Optim. (2018)
Keyphrases
  • probabilistic model
  • linear model
  • prior knowledge
  • bayesian framework
  • linear complexity
  • complex systems
  • game theory
  • belief networks
  • linear models
  • nonlinear models