Pages that link to "Item:Q4785671"

The following pages link to A Leader-Follower Stochastic Linear Quadratic Differential Game (Q4785671):

Displaying 33 items.

• The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games (Q5502178) (← links)
• An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach (Q5502184) (← links)
• Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information (Q5854375) (← links)
• Linear-Quadratic Stochastic Stackelberg Differential Games for Jump-Diffusion Systems (Q5858099) (← links)
• A Stackelberg reinsurance–investment game with asymmetric information and delay (Q5860820) (← links)
• One kind of linear-quadratic zero-sum stochastic differential game with jumps (Q5863725) (← links)
• Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game (Q5865317) (← links)
• Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games (Q5883152) (← links)
• Two Multiobjective Problems for Stochastic Degenerate Parabolic Equations (Q6049372) (← links)
• A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach (Q6054678) (← links)
• Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems (Q6138463) (← links)
• Zero-sum stochastic linear-quadratic Stackelberg differential games with jumps (Q6139965) (← links)
• Stackelberg game approach to mixed stochastic \(H_2 /H_{\infty}\) control for mean-field jump-diffusions systems (Q6142539) (← links)
• A class of optimal control problems of forward-backward systems with input constraint (Q6145055) (← links)
• Optimal linear closed-loop Stackelberg strategy with asymmetric information (Q6145060) (← links)
• Robust backward linear-quadratic differential game and team: a soft-constraint analysis (Q6174053) (← links)
• Fully-coupled mean-field FBSDE and maximum principle for related optimal control problem (Q6174064) (← links)
• Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions (Q6175599) (← links)
• Mixed leadership stochastic differential game in feedback information pattern with applications (Q6192960) (← links)
• Linear-Quadratic Stochastic Stackelberg Games of N Players for Time-Delay Systems and Related FBSDEs (Q6496380) (← links)
• Stackelberg equilibrium with social optima in linear-quadratic-Gaussian mean-field system (Q6556597) (← links)
• Linear-quadratic two-person differential game: Nash game versus Stackelberg game, local information versus global information (Q6562464) (← links)
• Feasible solution to discrete-time linear quadratic stochastic Stackelberg difference game (Q6583399) (← links)
• Closed-loop solvability of linear quadratic mean-field type Stackelberg stochastic differential games (Q6589698) (← links)
• Linear quadratic leader-follower stochastic differential games: closed-loop solvability (Q6594926) (← links)
• Feedback Stackelberg solution for mean-field type stochastic systems with multiple followers (Q6594934) (← links)
• Incentive feedback Stackelberg strategy in mean-field type stochastic difference games (Q6595038) (← links)
• Explicit solution to delayed forward and backward stochastic differential equations (Q6595619) (← links)
• Optimal controls for forward-backward stochastic differential equations: time-inconsistency and time-consistent solutions (Q6597805) (← links)
• Partially observed mean-field Stackelberg stochastic differential game with two followers (Q6605845) (← links)
• Linear quadratic nonzero-sum mean-field stochastic differential games with regime switching (Q6622701) (← links)
• Stackelberg stochastic differential games in feedback information pattern with applications (Q6657675) (← links)
• Linear-quadratic stochastic Stackelberg differential games with asymmetric information for systems driven by multi-dimensional jump-diffusion processes (Q6664107) (← links)