248024541dbda1d3fd75fe49d1a4df4d-AuthorFeedback.pdf

Although the broad ideas behind driving the approach, the techniques in the cited works are specifically developed33 forlinear-quadratic semi-martingalecontrol problems inthe contextofmean-field games. The set-up inthe current34 paper required some additional theoretical machinery, mainly due to the degree of non-linearity that is present to35 differentiatethroughalatent,randomLagrangian.