Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information (Q5854375)
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scientific article; zbMATH DE number 7323745
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information |
scientific article; zbMATH DE number 7323745 |
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Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information (English)
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17 March 2021
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Stackelberg differential game
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stochastic linear quadratic optimal control
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overlapping information
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maximum principle
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stochastic filtering
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