Stackelberg stochastic differential game with asymmetric noisy observations (Q5043506)
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scientific article; zbMATH DE number 7596509
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stackelberg stochastic differential game with asymmetric noisy observations |
scientific article; zbMATH DE number 7596509 |
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Stackelberg stochastic differential game with asymmetric noisy observations (English)
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6 October 2022
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Stackelberg stochastic differential game
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asymmetric noisy observation
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open-loop Stackelberg equilibrium
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maximum principle
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verification theorem
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conditional mean-field forward-backward stochastic differential equation
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