Linear-Quadratic Stochastic Stackelberg Differential Games for Jump-Diffusion Systems (Q5858099)
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scientific article; zbMATH DE number 7332062
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear-Quadratic Stochastic Stackelberg Differential Games for Jump-Diffusion Systems |
scientific article; zbMATH DE number 7332062 |
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Linear-Quadratic Stochastic Stackelberg Differential Games for Jump-Diffusion Systems (English)
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9 April 2021
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leader-follower Stackelberg game
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linear-quadratic control for jump diffusions
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forward-backward stochastic differential equation with jump diffusions
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stochastic Riccati differential equation
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