Linear-quadratic stochastic Stackelberg differential games with asymmetric information for systems driven by multi-dimensional jump-diffusion processes (Q6664107)
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scientific article; zbMATH DE number 7967996
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear-quadratic stochastic Stackelberg differential games with asymmetric information for systems driven by multi-dimensional jump-diffusion processes |
scientific article; zbMATH DE number 7967996 |
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Linear-quadratic stochastic Stackelberg differential games with asymmetric information for systems driven by multi-dimensional jump-diffusion processes (English)
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16 January 2025
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leader-follower Stackelberg game
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asymmetric information
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jump-diffusion systems
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four-step scheme
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integro-type coupled Riccati differential equations
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stochastic maximum principle
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