The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games (Q5502178)
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scientific article; zbMATH DE number 6473212
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games |
scientific article; zbMATH DE number 6473212 |
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The Maximum Principle for Global Solutions of Stochastic Stackelberg Differential Games (English)
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18 August 2015
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Stackelberg differential game
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maximum principle
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forward-backward stochastic differential equation
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Riccati equation
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