Linear quadratic leader-follower stochastic differential games: closed-loop solvability (Q6594926)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Linear quadratic leader-follower stochastic differential games: closed-loop solvability |
scientific article; zbMATH DE number 7903274
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear quadratic leader-follower stochastic differential games: closed-loop solvability |
scientific article; zbMATH DE number 7903274 |
Statements
Linear quadratic leader-follower stochastic differential games: closed-loop solvability (English)
0 references
29 August 2024
0 references
backward stochastic differential equation
0 references
closed-loop solvability
0 references
leader-follower stochastic differential game
0 references
linear quadratic control
0 references
Riccati equation
0 references
Stackelberg equilibrium
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
