Zero-sum stochastic linear-quadratic Stackelberg differential games with jumps (Q6139965)
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scientific article; zbMATH DE number 7791686
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Zero-sum stochastic linear-quadratic Stackelberg differential games with jumps |
scientific article; zbMATH DE number 7791686 |
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Zero-sum stochastic linear-quadratic Stackelberg differential games with jumps (English)
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19 January 2024
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zero-sum stochastic Stackelberg differential games
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linear-quadratic optimal control
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backward stochastic differential equation
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stochastic Riccati equation
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