Linear-quadratic stochastic leader-follower differential games for Markov jump-diffusion models (Q2103699)
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scientific article; zbMATH DE number 7630448
| Language | Label | Description | Also known as |
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| English | Linear-quadratic stochastic leader-follower differential games for Markov jump-diffusion models |
scientific article; zbMATH DE number 7630448 |
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Linear-quadratic stochastic leader-follower differential games for Markov jump-diffusion models (English)
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9 December 2022
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leader-follower Stackelberg game
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Markov jump systems
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linear-quadratic control
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forward-backward stochastic differential equation
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Riccati differential equation
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