Linear quadratic mean field Stackelberg differential games (Q1716526)

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scientific article; zbMATH DE number 7012164
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Linear quadratic mean field Stackelberg differential games
scientific article; zbMATH DE number 7012164

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    Linear quadratic mean field Stackelberg differential games (English)
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    5 February 2019
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    mean field theory
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    Stackelberg and Nash games
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    stochastic optimal control
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    forward-backward stochastic differential equations
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