Linear quadratic open-loop Stackelberg game for stochastic systems with Poisson jumps (Q2041380)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Linear quadratic open-loop Stackelberg game for stochastic systems with Poisson jumps |
scientific article; zbMATH DE number 7372739
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear quadratic open-loop Stackelberg game for stochastic systems with Poisson jumps |
scientific article; zbMATH DE number 7372739 |
Statements
Linear quadratic open-loop Stackelberg game for stochastic systems with Poisson jumps (English)
0 references
19 July 2021
0 references
finite horizon linear quadratic Stackelberg game
0 references
stochastic systems
0 references
generalized differential Riccati equation with Poisson jumps
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references