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MR2352434 (2008g:91047) 91A15 (91A23 93A14 93E15)
Huang, Minyi; Caines, Peter E.; Malhamé, Roland P. Large-population cost-coupled LQG problems with nonuniform agents: individual-mass behavior and decentralized $\epsilon$-Nash equilibria. IEEE Trans. Automat. Control 52 (2007), no. 9, 1560–1571.
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