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Backward-forward linear-quadratic mean-field Stackelberg games - MaRDI portal

Backward-forward linear-quadratic mean-field Stackelberg games (Q2136674)

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Backward-forward linear-quadratic mean-field Stackelberg games
scientific article

    Statements

    title
    Backward-forward linear-quadratic mean-field Stackelberg games (English)
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    author
    Kehan Si
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    Zhen Wu
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    publication date
    12 May 2022
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    zbMATH Keywords
    backward-forward stochastic differential equation
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    Stackelberg game
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    mean-field game
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    consistency condition
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    large-population system
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    Nash approximate equilibrium
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    cites work
    Q4194856
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    Mean field games
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    Q4610958
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    Q4255599
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    Identifiers

    Mathematics Subject Classification ID
    91A65
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    91A16
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    91A23
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    60H10
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    93E20
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    zbMATH DE Number
    7526172
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    OpenAlex ID
    W3164074726
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