LQG Differential Stackelberg Game Under Nested Observation Information Patterns (Q6046769)
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scientific article; zbMATH DE number 7746666
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LQG Differential Stackelberg Game Under Nested Observation Information Patterns |
scientific article; zbMATH DE number 7746666 |
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LQG Differential Stackelberg Game Under Nested Observation Information Patterns (English)
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6 October 2023
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backward stochastic differential equations (BSDEs)
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differential Stackelberg game
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Kalman filter
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linear quadratic Gaussian (LQG) optimal control
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separation principle
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