Closed-loop solvability of linear quadratic mean-field type Stackelberg stochastic differential games (Q6589698)
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scientific article; zbMATH DE number 7898811
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Closed-loop solvability of linear quadratic mean-field type Stackelberg stochastic differential games |
scientific article; zbMATH DE number 7898811 |
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Closed-loop solvability of linear quadratic mean-field type Stackelberg stochastic differential games (English)
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20 August 2024
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Stackelberg stochastic differential game
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mean-field-type forward-backward stochastic differential equation
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stochastic linear quadratic optimal control
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Riccati equation
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closed-loop solvability
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