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A linear-quadratic mean-field stochastic Stackelberg differential game with random exit time - MaRDI portal

A linear-quadratic mean-field stochastic Stackelberg differential game with random exit time (Q6163386)

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scientific article; zbMATH DE number 7702133
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A linear-quadratic mean-field stochastic Stackelberg differential game with random exit time
scientific article; zbMATH DE number 7702133

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    A linear-quadratic mean-field stochastic Stackelberg differential game with random exit time (English)
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    26 June 2023
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    stochastic Stackelberg differential game
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    mean-field stochastic differential equation
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    random exit time
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    Stackelberg solution
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