Pages that link to "Item:Q4785671"

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

Displaying 50 items.

• Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise (Q489154) (← links)
• Maximum principle for differential games of forward-backward stochastic systems with applications (Q640986) (← links)
• A mixed linear quadratic optimal control problem with a controlled time horizon (Q741141) (← links)
• Leader-follower stochastic differential game with asymmetric information and applications (Q901174) (← links)
• On minimaxity of follow the leader strategy in the stochastic setting (Q1663642) (← links)
• General linear forward and backward stochastic difference equations with applications (Q1716436) (← links)
• Linear quadratic mean field Stackelberg differential games (Q1716526) (← links)
• A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information (Q1716549) (← links)
• Linear quadratic nonzero sum differential games with asymmetric information (Q1717997) (← links)
• Stability and linear quadratic differential games of discrete-time Markovian jump linear systems with state-dependent noise (Q1718001) (← links)
• Statistical Stackelberg game control: open-loop minimal cost variance case (Q1737739) (← links)
• Linear quadratic differential games with mixed leadership: the open-loop solution (Q1941503) (← links)
• Linear quadratic open-loop Stackelberg game for stochastic systems with Poisson jumps (Q2041380) (← links)
• A Stackelberg game of backward stochastic differential equations with partial information (Q2070546) (← links)
• A stochastic Stackelberg differential reinsurance and investment game with delay in a defaultable market (Q2074836) (← links)
• Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games (Q2096188) (← links)
• Linear-quadratic stochastic leader-follower differential games for Markov jump-diffusion models (Q2103699) (← links)
• Zero-sum stochastic games with random rules of priority, discrete linear-quadratic model (Q2105705) (← links)
• On forward-backward stochastic differential equations in a domination-monotonicity framework (Q2115131) (← links)
• Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems (Q2119443) (← links)
• Incentive feedback Stackelberg strategy for stochastic systems with state-dependent noise (Q2125292) (← links)
• Backward-forward linear-quadratic mean-field Stackelberg games (Q2136674) (← links)
• A linear quadratic stochastic Stackelberg differential game with time delay (Q2171226) (← links)
• A mean-field linear-quadratic stochastic Stackelberg differential game with one leader and two followers (Q2220415) (← links)
• A Stackelberg game of backward stochastic differential equations with applications (Q2221216) (← links)
• Linear-quadratic mixed Stackelberg-Nash stochastic differential game with major-minor agents (Q2234290) (← links)
• Linear-quadratic generalized Stackelberg games with jump-diffusion processes and related forward-backward stochastic differential equations (Q2236593) (← links)
• Mixed linear quadratic stochastic differential leader-follower game with input constraint (Q2238958) (← links)
• A hybrid stochastic differential reinsurance and investment game with bounded memory (Q2242320) (← links)
• Global solutions of stochastic Stackelberg differential games under convex control constraint (Q2242947) (← links)
• Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework (Q2273981) (← links)
• Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application (Q2298121) (← links)
• Arrow sufficient conditions for optimality of fully coupled forward-backward stochastic differential equations with applications to finance (Q2347578) (← links)
• Feedback Stackelberg strategies for the discrete-time mean-field stochastic systems in infinite horizon (Q2423902) (← links)
• Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and its application to finance (Q2514637) (← links)
• Optimal actuator location of minimum norm controls for heat equation with general controlled domain (Q2630916) (← links)
• A linear-quadratic partially observed Stackelberg stochastic differential game with application (Q2668356) (← links)
• Pareto-based Stackelberg differential game for stochastic systems with multi-followers (Q2673968) (← links)
• Deterministic dynamic Stackelberg games: time-consistent open-loop solution (Q2682302) (← links)
• Incentive feedback Stackelberg strategy for the discrete-time stochastic systems (Q2684656) (← links)
• A new feedback form of open-loop Stackelberg strategy in a general linear-quadratic differential game (Q2691348) (← links)
• Reinforcement learning for exploratory linear-quadratic two-person zero-sum stochastic differential games (Q2700375) (← links)
• Mean-field linear-quadratic stochastic differential games in an infinite horizon (Q3383291) (← links)
• Forward-Backward Stochastic Differential Equations and Linear-Quadratic Generalized Stackelberg Games (Q4554405) (← links)
• ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER (Q4562959) (← links)
• Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints (Q4578001) (← links)
• Linear-quadratic optimal control for backward stochastic differential equations with random coefficients (Q4999541) (← links)
• Social optima in leader-follower mean field linear quadratic control (Q4999589) (← links)
• Stackelberg stochastic differential game with asymmetric noisy observations (Q5043506) (← links)
• Backward Stackelberg Differential Game with Constraints: A Mixed Terminal-Perturbation and Linear-Quadratic Approach (Q5081091) (← links)