Forward-Backward Stochastic Differential Equations and Linear-Quadratic Generalized Stackelberg Games (Q4554405)
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scientific article; zbMATH DE number 6979440
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forward-Backward Stochastic Differential Equations and Linear-Quadratic Generalized Stackelberg Games |
scientific article; zbMATH DE number 6979440 |
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Forward-Backward Stochastic Differential Equations and Linear-Quadratic Generalized Stackelberg Games (English)
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14 November 2018
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forward-backward stochastic differential equation
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linear-quadratic problem
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generalized Stackelberg game
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stochastic optimal control
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