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Robust backward linear-quadratic differential game and team: a soft-constraint analysis - MaRDI portal

Robust backward linear-quadratic differential game and team: a soft-constraint analysis (Q6174053)

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scientific article; zbMATH DE number 7712454
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Robust backward linear-quadratic differential game and team: a soft-constraint analysis
scientific article; zbMATH DE number 7712454

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    Robust backward linear-quadratic differential game and team: a soft-constraint analysis (English)
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    13 July 2023
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    Stackelberg game
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    team optimization
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    backward stochastic differential equation
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    model uncertainty
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    soft-constraint
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