Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions (Q6175599)
From MaRDI portal
scientific article; zbMATH DE number 7716071
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions |
scientific article; zbMATH DE number 7716071 |
Statements
Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions (English)
0 references
24 July 2023
0 references
leader-follower game
0 references
linear quadratic problem
0 references
Markov chain
0 references
mean-field interaction
0 references
Riccati equation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
