A linear-quadratic partially observed Stackelberg stochastic differential game with application (Q2668356)
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scientific article; zbMATH DE number 7483713
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A linear-quadratic partially observed Stackelberg stochastic differential game with application |
scientific article; zbMATH DE number 7483713 |
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A linear-quadratic partially observed Stackelberg stochastic differential game with application (English)
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3 March 2022
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leader-follower stochastic differential game
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partial observation
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linear-quadratic control
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state decomposition
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backward separation
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stochastic filtering
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Stackelberg equilibrium
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