most citedSingular Subspace Perturbation Bounds via Rectangular Random Matrix Diffusions

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math.OC2021

The convergence rate of the equilibrium measure for the hybrid LQG Mean Field Game

Jiamin Jian, Peiyao Lai, Qingshuo Song +1

In this work, we study the convergence rate of the -player LQG game with a Markov chain common noise towards its asymptotic Mean Field Game. By postulating a Markovian structure…