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Mean-Field Game of Relative Performance Portfolio for Two Populations with Poisson Common Noise

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Bibliographic Details
Main Authors:	Li, Yuchen, Liang, Zongxia, Yu, Xiang
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control 91A16, 91A06, 91A07
Online Access:	Acceder al recurso
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